← beneish_m_score_high (all companies) · OLLI (all signals) · all methodology
beneish_m_score_high on Ollie's Bargain Outlet Holdings, Inc. (OLLI)
SIC 5331 — Retail-Variety Stores · CIK 1639300 · 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 OLLI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-27 | 2024-03-27 | +0.95% | -9.72% | -5.67% | +24.11% | +47.63% |
| FY2022 | 2023-03-24 | 2023-03-24 | -0.14% | -0.28% | +12.65% | +2.29% | +30.98% |
| FY2020 | 2021-03-24 | 2021-03-24 | +3.70% | +6.14% | +15.84% | +4.89% | -50.38% |
| FY2018 | 2019-03-29 | 2019-03-29 | +1.02% | +5.11% | +12.81% | +1.43% | -46.34% |
| FY2017 | 2018-04-04 | 2018-04-04 | -1.65% | +2.65% | +4.30% | +20.68% | +45.05% |
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.