← beneish_m_score_high (all companies) · SGLY (all signals) · all methodology
beneish_m_score_high on Singularity Future Technology Ltd. (SGLY)
SIC 4731 — Arrangement of Transportation of Freight & Cargo · CIK 1422892 · 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 SGLY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2019-09-30 | 2019-09-30 | -7.89% | -7.89% | +5.26% | -38.16% | -58.16% |
| FY2018 | 2018-09-28 | 2018-09-28 | -4.27% | -7.69% | -1.71% | -32.48% | -40.17% |
| FY2017 | 2017-09-27 | 2017-09-27 | -14.29% | -17.93% | -19.33% | -21.57% | -66.11% |
| FY2015 | 2015-09-18 | 2015-09-18 | +0.00% | -5.66% | -24.53% | -12.26% | +35.85% |
| FY2013 | 2013-09-27 | 2013-09-27 | -3.07% | -16.48% | -22.22% | -3.83% | -17.62% |
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.