← beneish_m_score_high (all companies) · SMCI (all signals) · all methodology
beneish_m_score_high on Super Micro Computer, Inc. (SMCI)
SIC 3571 — Electronic Computers · CIK 1375365 · 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 SMCI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-25 | 2025-02-25 | +12.23% | -14.05% | -10.76% | -8.54% | -29.12% |
| FY2023 | 2023-08-28 | 2023-08-28 | +2.54% | +9.84% | -2.33% | +13.60% | +73.81% |
| FY2022 | 2022-08-29 | 2022-08-29 | -6.73% | -11.09% | -22.75% | +26.65% | +286.83% |
| FY2020 | 2020-08-31 | 2020-08-31 | -1.17% | -7.59% | -2.15% | +6.21% | +33.41% |
| FY2017 | 2019-05-17 | 2019-05-17 | +0.50% | +0.30% | -9.32% | -14.36% | +22.97% |
| FY2016 | 2016-08-26 | 2016-08-26 | +1.64% | +3.65% | +9.55% | +23.77% | +27.98% |
| FY2015 | 2015-11-16 | 2015-11-16 | -1.62% | -4.57% | -7.60% | +20.82% | +3.88% |
| FY2014 | 2014-09-15 | 2014-09-15 | +2.13% | +7.65% | -12.03% | +21.90% | +6.63% |
| FY2013 | 2013-09-11 | 2013-09-11 | +0.83% | +3.49% | +3.64% | +25.63% | +97.35% |
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.