← beneish_m_score_high (all companies) · HQI (all signals) · all methodology
beneish_m_score_high on HireQuest, Inc. (HQI)
SIC 7363 — Services-Help Supply Services · CIK 1140102 · 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 HQI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-15 | 2022-03-15 | +3.86% | +13.77% | +12.76% | -4.85% | +37.91% |
| FY2018 | 2019-04-09 | 2019-04-09 | +3.95% | +5.08% | +6.39% | +8.27% | +24.62% |
| FY2016 | 2017-04-11 | 2017-04-11 | +0.00% | +5.88% | +5.88% | +0.00% | +33.58% |
| FY2012 | 2013-03-22 | 2013-03-22 | +0.00% | +20.00% | +15.00% | -5.00% | +130.00% |
| FY2011 | 2012-04-09 | 2012-04-09 | -2.56% | -10.26% | +7.69% | -10.26% | -46.15% |
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.