← beneish_m_score_high (all companies) · CVU (all signals) · all methodology
beneish_m_score_high on CPI AEROSTRUCTURES INC (CVU)
SIC 3728 — Aircraft Parts & Auxiliary Equipment, NEC · CIK 889348 · 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 CVU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-31 | 2026-03-31 | -13.01% | -11.48% | — | — | — |
| FY2023 | 2024-04-08 | 2024-04-08 | +1.56% | +5.86% | +3.52% | -13.67% | +37.50% |
| FY2022 | 2023-04-14 | 2023-04-14 | -7.59% | -4.07% | -5.96% | +6.23% | -26.56% |
| FY2021 | 2022-08-19 | 2022-08-19 | +42.86% | +42.86% | -9.52% | +136.19% | +251.43% |
| FY2019 | 2020-08-25 | 2020-08-25 | -2.73% | -20.61% | -23.64% | -14.24% | -1.52% |
| FY2018 | 2019-04-01 | 2019-04-01 | +0.46% | +0.31% | -3.06% | +28.79% | -65.54% |
| FY2016 | 2017-03-08 | 2017-03-08 | -2.74% | -5.48% | -13.01% | +14.38% | +14.38% |
| FY2012 | 2013-03-13 | 2013-03-13 | +0.00% | +0.83% | +3.79% | +17.87% | +58.58% |
| FY2011 | 2012-03-14 | 2012-03-14 | +2.38% | +5.88% | +4.76% | -20.74% | -43.92% |
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.