← beneish_m_score_high (all companies) · UI (all signals) · all methodology
beneish_m_score_high on Ubiquiti Inc. (UI)
SIC 3663 — Radio & Tv Broadcasting & Communications Equipment · CIK 1511737 · 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 UI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-22 | 2025-08-22 | +1.89% | +3.51% | +26.04% | +6.44% | — |
| FY2023 | 2023-08-25 | 2023-08-25 | -4.79% | +0.17% | -19.34% | -32.14% | +5.97% |
| FY2021 | 2021-08-27 | 2021-08-27 | +5.00% | +3.20% | -5.59% | -7.66% | +1.35% |
| FY2019 | 2019-08-21 | 2019-08-21 | -0.23% | -3.01% | +4.76% | +67.47% | +67.07% |
| FY2017 | 2017-08-25 | 2017-08-25 | -4.19% | -8.79% | -14.26% | +3.43% | +31.54% |
| FY2016 | 2016-08-22 | 2016-08-22 | +1.20% | +2.70% | +3.73% | +9.53% | +29.95% |
| FY2014 | 2014-08-22 | 2014-08-22 | +1.46% | +0.15% | -16.25% | -34.56% | -28.34% |
| FY2012 | 2012-09-28 | 2012-09-28 | +0.76% | +4.54% | +0.59% | +6.34% | +196.51% |
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.