← beneish_m_score_high (all companies) · SNX (all signals) · all methodology
beneish_m_score_high on TD SYNNEX CORP (SNX)
SIC 5045 — Wholesale-Computers & Peripheral Equipment & Software · CIK 1177394 · 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 SNX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-01-24 | 2023-01-24 | -1.05% | -6.30% | -10.72% | -16.39% | -1.36% |
| FY2021 | 2022-01-28 | 2022-01-28 | +3.78% | +3.53% | +1.06% | -1.91% | +2.73% |
| FY2019 | 2020-01-29 | 2020-01-29 | +1.65% | +2.84% | -8.19% | -44.70% | +23.01% |
| FY2018 | 2019-01-28 | 2019-01-28 | -0.44% | +1.99% | +4.80% | +11.70% | +46.72% |
| FY2017 | 2018-01-29 | 2018-01-29 | -0.38% | -7.08% | +2.62% | -15.63% | -19.80% |
| FY2014 | 2015-01-29 | 2015-01-29 | -2.51% | +1.35% | +0.20% | +2.68% | +11.20% |
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.