← beneish_m_score_high (all companies) · MPAA (all signals) · all methodology
beneish_m_score_high on MOTORCAR PARTS OF AMERICA INC (MPAA)
SIC 3714 — Motor Vehicle Parts & Accessories · CIK 918251 · 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 MPAA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-06-11 | 2024-06-11 | +5.68% | +38.74% | +33.89% | +22.95% | +125.47% |
| FY2022 | 2023-06-14 | 2023-06-14 | +10.02% | +9.69% | +30.87% | +23.81% | -8.37% |
| FY2020 | 2021-06-14 | 2021-06-14 | -0.04% | -6.79% | -1.99% | -23.76% | -35.26% |
| FY2018 | 2019-06-28 | 2019-06-28 | -3.46% | -12.24% | -14.71% | -26.72% | -22.75% |
| FY2017 | 2018-06-14 | 2018-06-14 | -4.10% | -3.95% | -3.35% | +28.47% | -16.78% |
| FY2015 | 2016-06-14 | 2016-06-14 | -0.03% | +0.69% | -10.09% | -6.75% | -7.96% |
| FY2014 | 2015-06-15 | 2015-06-15 | +5.86% | +7.84% | +5.00% | +9.14% | +4.55% |
| FY2012 | 2013-06-17 | 2013-06-17 | +2.58% | +21.81% | +17.42% | +30.06% | +222.06% |
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.