← beneish_m_score_high (all companies) · DAIO (all signals) · all methodology
beneish_m_score_high on DATA I/O CORP (DAIO)
SIC 3825 — Instruments For Meas & Testing of Electricity & Elec Signals · CIK 351998 · 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 DAIO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-03-27 | 2020-03-27 | -7.36% | -4.68% | -1.00% | +24.08% | +77.93% |
| FY2017 | 2018-03-28 | 2018-03-28 | +6.74% | +6.31% | +4.45% | -8.75% | -20.37% |
| FY2014 | 2015-03-27 | 2015-03-27 | -0.27% | -1.35% | -3.78% | -8.65% | -35.14% |
| FY2011 | 2012-03-28 | 2012-03-28 | +1.86% | -1.06% | -25.99% | -23.34% | -61.27% |
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.