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beneish_m_score_high on GENCOR INDUSTRIES INC (GENC)
SIC 3531 — Construction Machinery & Equip · CIK 64472 · 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 GENC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-09 | 2025-12-09 | +6.50% | +6.99% | +12.52% | +24.15% | — |
| FY2022 | 2022-12-16 | 2022-12-16 | +1.97% | -6.89% | -5.28% | +26.92% | +47.76% |
| FY2021 | 2021-12-17 | 2021-12-17 | +0.00% | +0.70% | +0.53% | -8.43% | +0.09% |
| FY2020 | 2020-12-18 | 2020-12-18 | -0.67% | +3.00% | +3.00% | +16.92% | -5.08% |
| FY2019 | 2019-12-11 | 2019-12-11 | -1.42% | -3.39% | -11.91% | -20.74% | +5.13% |
| FY2018 | 2018-12-13 | 2018-12-13 | +2.55% | +2.73% | +9.55% | +16.55% | +14.09% |
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.