← beneish_m_score_high (all companies) · TITN (all signals) · all methodology
beneish_m_score_high on Titan Machinery Inc. (TITN)
SIC 5990 — Retail-Retail Stores, NEC · CIK 1409171 · 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 TITN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-04-07 | 2025-04-07 | -3.08% | +13.16% | +21.66% | +48.05% | +35.57% |
| FY2023 | 2024-04-03 | 2024-04-03 | +0.55% | -0.89% | -7.27% | -32.40% | -36.22% |
| FY2022 | 2023-03-30 | 2023-03-30 | +1.43% | -10.49% | +4.43% | -1.77% | -21.39% |
| FY2020 | 2021-03-31 | 2021-03-31 | +3.73% | +3.80% | +2.55% | +24.71% | +15.10% |
| FY2013 | 2014-04-11 | 2014-04-11 | +0.15% | -8.99% | -16.68% | -20.05% | -34.67% |
| FY2012 | 2013-04-10 | 2013-04-10 | -2.36% | -3.21% | +6.55% | -12.74% | -29.62% |
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.