← beneish_m_score_high (all companies) · PBSV (all signals) · all methodology
beneish_m_score_high on Pharma-Bio Serv, Inc. (PBSV)
SIC 8742 — Services-Management Consulting Services · CIK 1304161 · 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 PBSV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-02-01 | 2021-02-01 | +9.76% | -1.63% | +30.08% | -1.63% | -14.60% |
| FY2019 | 2020-01-29 | 2020-01-29 | -10.75% | -8.60% | -8.60% | -8.60% | +53.38% |
| FY2018 | 2019-01-29 | 2019-01-29 | +0.00% | +11.11% | +10.10% | +9.09% | +2.69% |
| FY2017 | 2018-01-29 | 2018-01-29 | +0.00% | -6.25% | -18.75% | -28.13% | +67.23% |
| FY2015 | 2016-01-29 | 2016-01-29 | +0.00% | +0.00% | -9.64% | +2.41% | +9.64% |
| FY2012 | 2013-01-29 | 2013-01-29 | +8.75% | +20.00% | +62.50% | +32.50% | +153.75% |
| FY2011 | 2012-01-31 | 2012-01-31 | +0.00% | -4.11% | -1.37% | +21.92% | +17.81% |
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.