← beneish_m_score_high (all companies) · TTWO (all signals) · all methodology
beneish_m_score_high on TAKE TWO INTERACTIVE SOFTWARE INC (TTWO)
SIC 7372 — Services-Prepackaged Software · CIK 946581 · 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 TTWO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-05-22 | 2024-05-22 | +1.14% | +6.09% | +5.05% | -0.07% | +50.24% |
| FY2015 | 2016-05-19 | 2016-05-19 | -2.47% | +3.65% | -0.54% | +13.54% | +81.23% |
| FY2013 | 2014-05-14 | 2014-05-14 | -0.95% | +1.21% | +4.53% | +10.06% | +30.44% |
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.