← beneish_m_score_high (all companies) · INSP (all signals) · all methodology
beneish_m_score_high on Inspire Medical Systems, Inc. (INSP)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 1609550 · 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 INSP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | +1.05% | -2.46% | -1.49% | — | — |
| FY2023 | 2024-02-09 | 2024-02-09 | +0.77% | -1.06% | +1.02% | +26.05% | -4.03% |
| FY2021 | 2022-02-15 | 2022-02-15 | +3.26% | -9.28% | -3.98% | -34.73% | +15.49% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.15% | +0.14% | -16.35% | -23.21% | -8.28% |
| FY2019 | 2020-02-25 | 2020-02-25 | +8.02% | +5.58% | -40.09% | +5.73% | +194.42% |
| FY2018 | 2019-02-26 | 2019-02-26 | +6.57% | +6.56% | -1.83% | -3.13% | +50.73% |
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.