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beneish_m_score_high on Optex Systems Holdings Inc (OPXS)
SIC 3827 — Optical Instruments & Lenses · CIK 1397016 · 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 OPXS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-12-19 | 2024-12-19 | -5.08% | -20.68% | -25.31% | -30.90% | +61.47% |
| FY2023 | 2023-12-18 | 2023-12-18 | +18.61% | +49.88% | +25.79% | +74.70% | +116.79% |
| FY2021 | 2022-02-03 | 2022-02-03 | +2.98% | +3.57% | +11.31% | +32.74% | +78.57% |
| FY2019 | 2019-12-16 | 2019-12-16 | +10.81% | +9.19% | +21.62% | -3.78% | +8.11% |
| FY2015 | 2015-12-15 | 2015-12-15 | -0.36% | +3.26% | +6.88% | -9.42% | -74.42% |
| FY2013 | 2013-12-20 | 2013-12-20 | -11.11% | +0.00% | +22.22% | +333.33% | +33.33% |
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.