← beneish_m_score_high (all companies) · INBP (all signals) · all methodology
beneish_m_score_high on INTEGRATED BIOPHARMA INC (INBP)
SIC 2834 — Pharmaceutical Preparations · CIK 1016504 · 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 INBP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2021-09-02 | 2021-09-02 | +15.00% | +10.00% | +5.00% | +0.00% | -42.00% |
| FY2020 | 2020-09-23 | 2020-09-23 | +9.09% | +6.82% | +6.82% | +72.73% | +138.64% |
| FY2019 | 2019-08-29 | 2019-08-29 | -20.00% | -20.00% | -4.00% | +4.00% | +84.00% |
| FY2017 | 2017-09-01 | 2017-09-01 | +4.76% | -4.76% | +4.76% | -28.57% | -23.81% |
| FY2015 | 2015-09-04 | 2015-09-04 | -10.00% | -10.00% | +0.00% | +0.00% | +40.00% |
| FY2013 | 2013-09-30 | 2013-09-30 | +0.00% | -10.00% | -25.00% | +10.00% | +20.00% |
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.