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beneish_m_score_high on LITHIA MOTORS INC (LAD)
SIC 5500 — Retail-Auto Dealers & Gasoline Stations · CIK 1023128 · 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 LAD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-23 | 2024-02-23 | -0.37% | +3.88% | +3.72% | -7.18% | +20.51% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.93% | +2.37% | -16.84% | -9.45% | +15.54% |
| FY2020 | 2021-02-19 | 2021-02-19 | -2.61% | -1.77% | +3.95% | -3.67% | -15.30% |
| FY2017 | 2018-02-23 | 2018-02-23 | -0.40% | -7.12% | -9.51% | -11.10% | -18.15% |
| FY2016 | 2017-02-28 | 2017-02-28 | +0.26% | -1.59% | -8.72% | -4.70% | +9.75% |
| FY2014 | 2015-03-02 | 2015-03-02 | -2.16% | -5.55% | +4.13% | +12.91% | +0.66% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.03% | +4.84% | +11.76% | +23.78% | +48.80% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.91% | +2.36% | +10.47% | +27.48% | +46.65% |
| FY2011 | 2012-02-24 | 2012-02-24 | -1.39% | +6.02% | +7.89% | +3.02% | +75.67% |
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.