← beneish_m_score_high (all companies) · INGN (all signals) · all methodology
beneish_m_score_high on Inogen Inc (INGN)
SIC 3842 — Orthopedic, Prosthetic & Surgical Appliances & Supplies · CIK 1294133 · 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 INGN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-24 | 2023-02-24 | +3.84% | -2.58% | -21.90% | -28.82% | -41.22% |
| FY2019 | 2020-02-25 | 2020-02-25 | +14.05% | +5.07% | +21.58% | -12.39% | +22.89% |
| FY2016 | 2017-02-28 | 2017-02-28 | +7.55% | +3.86% | +12.18% | +26.44% | +76.07% |
| FY2014 | 2015-04-27 | 2015-04-27 | +0.48% | -3.38% | -2.31% | +14.95% | +32.10% |
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.