← beneish_m_score_high (all companies) · SCVL (all signals) · all methodology
beneish_m_score_high on SHOE CARNIVAL INC (SCVL)
SIC 5661 — Retail-Shoe Stores · CIK 895447 · 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 SCVL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-26 | 2026-03-26 | -2.50% | -2.62% | +15.04% | — | — |
| FY2022 | 2023-03-24 | 2023-03-24 | +2.43% | +6.15% | +1.22% | -5.73% | +46.57% |
| FY2021 | 2022-03-25 | 2022-03-25 | +0.07% | -4.65% | +0.70% | -21.64% | -16.85% |
| FY2020 | 2021-03-26 | 2021-03-26 | +0.12% | +2.43% | +2.73% | +17.03% | +4.07% |
| FY2017 | 2018-04-02 | 2018-04-02 | -3.55% | -0.03% | +4.70% | +42.80% | +40.17% |
| FY2014 | 2015-04-16 | 2015-04-16 | -3.18% | -0.81% | -1.31% | +4.09% | -4.98% |
| FY2012 | 2013-04-15 | 2013-04-15 | -0.10% | -3.76% | +1.37% | +19.86% | +10.21% |
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.