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beneish_m_score_high on LIVE VENTURES Inc (LIVE)
SIC 5900 — Retail-Miscellaneous Retail · CIK 1045742 · 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 LIVE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-12-22 | 2023-12-22 | -3.55% | +1.00% | +0.89% | +0.27% | -60.65% |
| FY2022 | 2022-12-16 | 2022-12-16 | -4.24% | +1.70% | +47.96% | +41.98% | +2.30% |
| FY2017 | 2018-01-19 | 2018-01-19 | -6.47% | -8.45% | -18.15% | -24.09% | -56.14% |
| FY2016 | 2016-12-29 | 2016-12-29 | +0.42% | -24.54% | -10.62% | -37.08% | -33.19% |
| FY2015 | 2016-01-13 | 2016-01-13 | -6.98% | +1.55% | +12.40% | +19.38% | +140.05% |
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.