← beneish_m_score_high (all companies) · RIME (all signals) · all methodology
beneish_m_score_high on Algorhythm Holdings, Inc. (RIME)
SIC 7373 — Services-Computer Integrated Systems Design · CIK 923601 · 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 RIME
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-07-14 | 2023-07-14 | -3.12% | +12.50% | +8.13% | -40.62% | -47.50% |
| FY2021 | 2022-07-14 | 2022-07-14 | -4.29% | -12.76% | -10.23% | -37.40% | -82.95% |
| FY2019 | 2020-08-13 | 2020-08-13 | +0.00% | -3.70% | +18.52% | -3.70% | +25.93% |
| FY2015 | 2016-06-29 | 2016-06-29 | +0.00% | +0.00% | +15.62% | +31.25% | +71.88% |
| FY2013 | 2014-06-30 | 2014-06-30 | -11.76% | -35.29% | -29.41% | +11.76% | +5.88% |
| FY2012 | 2013-06-28 | 2013-06-28 | +0.00% | +13.64% | +27.27% | +4.55% | -22.73% |
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.