← beneish_m_score_high (all companies) · KTCC (all signals) · all methodology
beneish_m_score_high on KEY TRONIC CORP (KTCC)
SIC 3672 — Printed Circuit Boards · CIK 719733 · default direction: short
Definition
Beneish 5-factor M-Score above the manipulator threshold (-1.78). Composite of DSO, gross margin, asset quality, sales growth, depreciation.
Every time the signal fired on KTCC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-09-14 | 2022-09-14 | +1.38% | +1.61% | -5.76% | +9.45% | +2.76% |
| FY2021 | 2021-09-16 | 2021-09-16 | +6.44% | +0.92% | -1.07% | -3.68% | -34.36% |
| FY2020 | 2020-09-11 | 2020-09-11 | +1.54% | +15.53% | +23.11% | -2.18% | -16.43% |
| FY2015 | 2015-09-04 | 2015-09-04 | +3.80% | +1.10% | -0.80% | -20.40% | -22.70% |
| FY2014 | 2014-09-05 | 2014-09-05 | -1.03% | -1.41% | -0.66% | -24.79% | -6.10% |
| FY2012 | 2012-09-10 | 2012-09-10 | +3.05% | +1.11% | -8.23% | -8.42% | -10.82% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 2,937 | +0.04% | +45.86% | short | -0.28% | 32 | -0.04 |
| 5d | 2,937 | +0.10% | +45.83% | short | +0.06% | 33 | +0.01 |
| 20d | 2,915 | +2.64% | +44.43% | short | -2.76% | 37 | -0.02 |
| 60d | 2,798 | +11.23% | +46.71% | short | -11.63% | 47 | -0.03 |
| 252d | 2,745 | +47.23% | +50.93% | short | -48.06% | 96 | -0.04 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See beneish_m_score_high methodology for the full audit.