← beneish_m_score_high (all companies) · LULU (all signals) · all methodology
beneish_m_score_high on lululemon athletica inc. (LULU)
SIC 2300 — Apparel & Other Finishd Prods of Fabrics & Similar Matl · CIK 1397187 · 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 LULU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-21 | 2024-03-21 | -15.80% | -18.42% | -26.39% | -34.65% | -29.55% |
| FY2021 | 2022-03-29 | 2022-03-29 | +9.58% | +10.18% | +2.92% | -14.71% | +4.11% |
| FY2020 | 2021-03-30 | 2021-03-30 | -3.27% | -3.48% | +6.61% | +14.13% | +8.48% |
| FY2018 | 2019-03-27 | 2019-03-27 | +14.13% | +13.22% | +20.77% | +23.89% | +36.78% |
| FY2014 | 2015-03-26 | 2015-03-26 | +0.55% | -0.97% | +4.64% | +3.70% | -5.39% |
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.