← beneish_m_score_high (all companies) · LEU (all signals) · all methodology
beneish_m_score_high on CENTRUS ENERGY CORP (LEU)
SIC 1400 — Mining & Quarrying of Nonmetallic Minerals (No Fuels) · CIK 1065059 · 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 LEU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-07 | 2025-02-07 | +5.03% | +4.66% | -32.04% | -31.63% | +143.31% |
| FY2023 | 2024-02-09 | 2024-02-09 | +2.82% | -3.66% | -13.83% | -3.04% | +159.82% |
| FY2022 | 2023-02-22 | 2023-02-22 | +5.05% | -8.24% | -31.05% | -33.93% | -14.60% |
| FY2021 | 2022-03-11 | 2022-03-11 | -17.23% | -7.71% | -22.64% | -23.75% | -12.95% |
| FY2017 | 2018-03-15 | 2018-03-15 | -2.67% | +3.47% | -8.53% | -4.53% | -15.73% |
| FY2010 | 2011-02-24 | 2011-02-24 | +0.00% | -0.57% | -8.71% | -24.05% | -71.97% |
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.