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beneish_m_score_high on MANNATECH INC (MTEX)
SIC 2833 — Medicinal Chemicals & Botanical Products · CIK 1056358 · 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 MTEX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-17 | 2023-03-17 | -1.93% | -4.83% | -15.34% | -23.69% | -50.80% |
| FY2019 | 2020-03-26 | 2020-03-26 | +6.62% | +3.26% | +0.10% | +62.47% | +89.06% |
| FY2014 | 2015-03-10 | 2015-03-10 | -0.98% | -2.77% | +13.80% | +12.72% | +3.75% |
| FY2009 | 2010-03-11 | 2010-03-11 | -1.36% | +2.99% | +3.80% | -43.21% | -48.91% |
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.