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Beneish M-Score

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NASDAQGS:SSB

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Analysis

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The following section summarizes insights on 's Beneish M-Score:

Dec 2016Dec 2018Dec 2020Dec 2022Dec 20240.00
Performance Summary

    How does null's Beneish M-Score benchmark against competitors?

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    We've identified the following companies as similar to because they operate in a related industry or sector. We also considered size, growth, and various financial metrics to narrow down the list to the ones listed below.

    Beneish M-Score Benchmarks
    NameTickerBeneish M-Score
    NASDAQGS:SSB-
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    Glacier Bancorp IncNYSE:GBCINM
    Berkshire Hills Bancorp IncNYSE:BHLBNM
    First Busey CorpNASDAQGS:BUSENM
    Flushing Financial CorporationNASDAQGS:FFICNM
    Renasant CorporationNYSE:RNSTNM
    United Bankshares IncNASDAQGS:UBSINM
    Univest Corporation PennsylvaniaNASDAQGS:UVSPNM
    WesBanco IncNASDAQGS:WSBCNM
    First Interstate BancSystem IncNASDAQGS:FIBKNM
    First Horizon National CorporationNYSE:FHNNM

    Metric Usage: Beneish M-Score

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    beneish_mscore
    Slug
    number
    Datatype
    text
    Format
    current
    Default Period
    FY, LTM
    Periods Supported
    Free
    Plan

    To view the full list of supported financial metrics please see Complete Metrics Listing.

    Similar Metrics

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    Metrics similar to Beneish M-Score in the risk category include:

    • Beta (5 Year) - A ratio that measures the risk or volatility of a company's share price in comparison to the market as a whole. A beta of 1.0 means that the company rises and falls in direct relationship to the movement of the benchmark index. A beta that is less than 1 indicates a stock that is less volatile than the overall market and a beta greater than 1 indicates that the stock is more volatile.
    • Net Debt / Total Capital - A ratio that measures the level of the net debt relative to the market value of total capital. Net debt is the sum of all long term debt fields minus cash and short-term investments.
    • Beta (1 Year) - A ratio that measures the risk or volatility of a company's share price in comparison to the market as a whole. Beta (1 Year) is calculated using one year of weekly returns.
    • Realized Volatility (30d Annualized) - Realized volatility (also known as rolling volatility) over the last 30 days.
    View Full List

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    Beneish M-Score

    A statistical score that uses financial ratios to identify whether a company has manipulated its earnings

    Definition of Beneish M-Score

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    The Beneish M-Score statistical score that uses financial ratios to identify whether a company has manipulated its earnings.

    The Beneish M-Score outlines eight financial ratios required to calculate the score:

    1) Days Sales in Receivables Index (DSRI)

    DSRI = (Net Receivablest / Salest) / (Net Receivablest-1 / Salest-1)

    2) Gross Margin Index (GMI)

    GMI = [(Salest-1 - COGSt-1) / Salest-1] / [(Salest - COGSt) / Salest]

    3) Asset Quality Index (AQI)

    AQI = [(Total Assets - Current Assetst - PP&Et) / Total Assetst] / [(Total Assets - Current Assetst-1 - PP&Et-1) / Total Assetst-1]

    4) Sales Growth Index (SGI)

    SGI = Salest / Salest-1

    5) Depreciation Index (DEPI)

    DEPI = (Depreciationt-1/ (PP&Et-1 + Depreciationt-1)) / (Depreciationt / (PP&Et + Depreciationt))

    6) Sales General and Administrative Expenses Index (SGAI)

    SGAI = (SG&A Expenset / Salest) / (SG&A Expenset-1 / Salest-1)

    7) Leverage Index (LVGI)

    LVGI = [(Current Liabilitiest + Total Long Term Debtt) / Total Assetst] / [(Current Liabilitiest-1 + Total Long Term Debtt-1) / Total Assetst-1]

    8) Total Accruals to Total Assets (TATA)

    TATA = (Income from Continuing Operationst - Cash Flows from Operationst) / Total Assetst

    After computing the eight variables outlined above, they can be weighted together using the following multivariate model to calculate the score:

    Beneish M-Score =
-4.84
(+) 0.92 × DSRI
(+) 0.528 × GMI
(+) 0.404 × AQI
(+) 0.892 × SGI
(+) 0.115 × DEPI
(+) -0.172 × SGAI
(+) 4.679 × TATA
(+) -0.327 × LVGI
    Click the link below to download a spreadsheet with an example Beneish M-Score calculation for NASDAQGS:SSB below:

    Sector Benchmark Analysis

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