← beneish_m_score_high (all companies) · ASYS (all signals) · all methodology
beneish_m_score_high on AMTECH SYSTEMS INC (ASYS)
SIC 3559 — Special Industry Machinery, NEC · CIK 720500 · 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 ASYS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-12-14 | 2023-12-14 | -4.15% | +3.17% | +0.00% | +15.12% | +36.59% |
| FY2022 | 2022-11-30 | 2022-11-30 | -15.27% | -20.93% | -27.15% | -12.43% | -29.34% |
| FY2021 | 2021-11-17 | 2021-11-17 | -26.61% | -31.72% | -40.37% | -45.09% | -32.31% |
| FY2015 | 2015-11-19 | 2015-11-19 | -10.30% | -13.33% | +26.26% | +6.87% | +2.22% |
| FY2014 | 2014-11-20 | 2014-11-20 | -5.66% | -13.66% | -20.29% | -3.12% | -56.68% |
| FY2012 | 2012-12-07 | 2012-12-07 | +1.72% | +3.45% | +32.41% | +28.62% | +168.28% |
| FY2011 | 2011-11-17 | 2011-11-17 | +0.46% | -9.55% | -7.02% | -1.27% | -66.51% |
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.