← beneish_m_score_high (all companies) · RELL (all signals) · all methodology
beneish_m_score_high on RICHARDSON ELECTRONICS, LTD. (RELL)
SIC 5065 — Wholesale-Electronic Parts & Equipment, NEC · CIK 355948 · 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 RELL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-07-31 | 2023-07-31 | -2.46% | -2.60% | -10.83% | -20.80% | -11.33% |
| FY2022 | 2022-08-01 | 2022-08-01 | -0.75% | +5.74% | +4.74% | +45.07% | -16.84% |
| FY2016 | 2016-07-29 | 2016-07-29 | +0.95% | -0.78% | +10.78% | +0.02% | -3.04% |
| FY2015 | 2015-07-28 | 2015-07-28 | +1.53% | -0.32% | -11.45% | -5.42% | -3.61% |
| FY2012 | 2012-07-27 | 2012-07-27 | -1.05% | +0.89% | -3.16% | -4.94% | -7.33% |
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.