← beneish_m_score_high (all companies) · CVV (all signals) · all methodology
beneish_m_score_high on CVD EQUIPMENT CORP (CVV)
SIC 3559 — Special Industry Machinery, NEC · CIK 766792 · 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 CVV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-30 | 2026-03-30 | -9.21% | -14.04% | — | — | — |
| FY2022 | 2023-03-27 | 2023-03-27 | -9.57% | -19.07% | -24.61% | -45.03% | -66.34% |
| FY2021 | 2022-03-31 | 2022-03-31 | +1.79% | +6.70% | +0.22% | -15.18% | +141.52% |
| FY2018 | 2019-04-01 | 2019-04-01 | -3.08% | -7.69% | -6.15% | -4.87% | -38.97% |
| FY2017 | 2018-04-02 | 2018-04-02 | +2.22% | +0.78% | -8.66% | -22.20% | -58.05% |
| FY2014 | 2015-03-31 | 2015-03-31 | -1.16% | -2.76% | -11.18% | -10.81% | -38.97% |
| FY2012 | 2013-04-01 | 2013-04-01 | +1.16% | +1.64% | -2.32% | -23.98% | +35.11% |
| FY2011 | 2012-03-27 | 2012-03-27 | -2.56% | -0.08% | -8.97% | -6.49% | -22.02% |
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.