← beneish_m_score_high (all companies) · TSLA (all signals) · all methodology
beneish_m_score_high on Tesla, Inc. (TSLA)
SIC 3711 — Motor Vehicles & Passenger Car Bodies · CIK 1318605 · 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 TSLA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-01-29 | 2024-01-29 | +0.35% | -5.17% | +4.61% | -15.08% | +109.65% |
| FY2016 | 2017-03-01 | 2017-03-01 | +0.18% | -1.26% | +10.94% | +26.72% | +32.36% |
| FY2014 | 2015-02-26 | 2015-02-26 | -1.86% | -3.17% | -8.10% | +19.57% | -8.13% |
| FY2013 | 2014-02-26 | 2014-02-26 | -0.18% | -0.13% | -15.83% | -19.02% | -18.11% |
| FY2012 | 2013-03-07 | 2013-03-07 | +0.63% | -3.61% | +8.21% | +142.19% | +544.02% |
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.