← beneish_m_score_high (all companies) · INTT (all signals) · all methodology
beneish_m_score_high on INTEST CORP (INTT)
SIC 3825 — Instruments For Meas & Testing of Electricity & Elec Signals · CIK 1036262 · 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 INTT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-13 | 2025-03-13 | -1.52% | -4.70% | -26.30% | -19.70% | +83.86% |
| FY2022 | 2023-03-22 | 2023-03-22 | +5.44% | -0.56% | +10.07% | +22.98% | -44.59% |
| FY2021 | 2022-03-23 | 2022-03-23 | +6.77% | +11.64% | -2.86% | -32.28% | +114.81% |
| FY2019 | 2020-03-23 | 2020-03-23 | +8.93% | +12.50% | +28.12% | +51.34% | +351.34% |
| FY2017 | 2018-03-28 | 2018-03-28 | +0.00% | +0.75% | +8.27% | +6.77% | +1.05% |
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.