← beneish_m_score_high (all companies) · LEAT (all signals) · all methodology
beneish_m_score_high on Leatt Corp (LEAT)
SIC 3751 — Motorcycles, Bicycles & Parts · CIK 1456189 · 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 LEAT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-28 | 2023-03-28 | -9.46% | -8.72% | -5.10% | -5.51% | -25.08% |
| FY2021 | 2022-03-10 | 2022-03-10 | -1.43% | +2.15% | -2.51% | -17.56% | -38.35% |
| FY2020 | 2021-03-24 | 2021-03-24 | +0.08% | +16.76% | +22.60% | +58.38% | +132.69% |
| FY2019 | 2020-03-24 | 2020-03-24 | +5.00% | -15.56% | +1.67% | +33.33% | +566.11% |
| FY2013 | 2014-03-19 | 2014-03-19 | +4.48% | +4.48% | +14.93% | +41.79% | +273.13% |
| FY2012 | 2013-03-28 | 2013-03-28 | +0.00% | +18.57% | +0.00% | +14.29% | +0.00% |
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.