← beneish_m_score_high (all companies) · MHH (all signals) · all methodology
beneish_m_score_high on Mastech Digital, Inc. (MHH)
SIC 8742 — Services-Management Consulting Services · CIK 1437226 · 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 MHH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-14 | 2022-03-14 | -0.65% | +0.71% | +7.45% | -6.86% | -35.80% |
| FY2018 | 2019-03-29 | 2019-03-29 | -5.36% | -2.60% | -2.60% | -22.56% | +96.92% |
| FY2017 | 2018-03-23 | 2018-03-23 | -14.52% | -16.06% | -14.38% | +9.96% | -11.64% |
| FY2015 | 2016-03-25 | 2016-03-28 | -0.28% | -0.28% | +6.91% | -11.46% | -6.22% |
| FY2012 | 2013-03-22 | 2013-03-22 | -1.59% | +0.00% | -7.51% | -12.40% | +103.83% |
| FY2011 | 2012-03-23 | 2012-03-23 | +3.94% | +17.26% | +10.32% | +8.82% | +118.28% |
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.