← beneish_m_score_high (all companies) · RVLV (all signals) · all methodology
beneish_m_score_high on Revolve Group, Inc. (RVLV)
SIC 5961 — Retail-Catalog & Mail-Order Houses · CIK 1746618 · 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 RVLV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +7.96% | +1.40% | -6.73% | — | — |
| FY2023 | 2024-02-27 | 2024-02-27 | +22.07% | +22.47% | +15.55% | +11.49% | +51.86% |
| FY2022 | 2023-02-23 | 2023-02-23 | +4.16% | +9.91% | +2.71% | -33.08% | -31.38% |
| FY2021 | 2022-02-28 | 2022-02-28 | -3.75% | -15.88% | +18.01% | -47.71% | -43.45% |
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.