← beneish_m_score_high (all companies) · BWEN (all signals) · all methodology
beneish_m_score_high on BROADWIND, INC. (BWEN)
SIC 3360 — Nonferrous Foundries (Castings) · CIK 1120370 · 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 BWEN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-11 | 2026-03-11 | +1.35% | -0.45% | -4.95% | — | — |
| FY2021 | 2022-03-02 | 2022-03-02 | -9.01% | +4.95% | +3.60% | -23.42% | +117.57% |
| FY2019 | 2020-02-27 | 2020-02-27 | -0.49% | -3.88% | -34.95% | +0.97% | +239.32% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.66% | +11.18% | +0.66% | +11.84% | +28.95% |
| FY2017 | 2018-02-27 | 2018-02-27 | -3.06% | -2.18% | -3.06% | +14.85% | -31.88% |
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.