← beneish_m_score_high (all companies) · BYRN (all signals) · all methodology
beneish_m_score_high on Byrna Technologies Inc. (BYRN)
SIC 3690 — Miscellaneous Electrical Machinery, Equipment & Supplies · CIK 1354866 · 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 BYRN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-05 | 2026-02-05 | +11.63% | -2.20% | -8.89% | — | — |
| FY2024 | 2025-02-07 | 2025-02-07 | +15.35% | +10.66% | -34.72% | -24.66% | -50.61% |
| FY2022 | 2023-02-09 | 2023-02-09 | +6.91% | -1.56% | -1.00% | -44.15% | +10.81% |
| FY2021 | 2022-02-11 | 2022-02-11 | -1.63% | -5.13% | +6.18% | -25.44% | +7.23% |
| FY2020 | 2021-02-26 | 2021-02-26 | -1.33% | -8.67% | -18.00% | +76.07% | -34.87% |
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.