← beneish_m_score_high (all companies) · PDEX (all signals) · all methodology
beneish_m_score_high on PRO DEX INC (PDEX)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 788920 · 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 PDEX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-09-04 | 2025-09-04 | -16.51% | -23.07% | -26.56% | -20.33% | — |
| FY2022 | 2022-09-08 | 2022-09-08 | -0.49% | -5.23% | -3.70% | -17.63% | -18.47% |
| FY2021 | 2021-09-09 | 2021-09-09 | +2.02% | +7.49% | +4.33% | -6.56% | -15.26% |
| FY2020 | 2020-09-10 | 2020-09-10 | -6.49% | -1.50% | -3.16% | +31.41% | -19.27% |
| FY2019 | 2019-09-12 | 2019-09-12 | +0.46% | +0.52% | -11.30% | +3.72% | +83.54% |
| FY2017 | 2017-09-14 | 2017-09-14 | +4.20% | +6.29% | +0.70% | -3.08% | +44.06% |
| FY2015 | 2015-09-17 | 2015-09-17 | +7.17% | +5.49% | +7.17% | +0.84% | +118.99% |
| FY2014 | 2014-09-18 | 2014-09-18 | +26.82% | +3.64% | +1.82% | +4.55% | +15.45% |
| FY2012 | 2012-09-12 | 2012-09-12 | -3.35% | -7.82% | +0.00% | +14.53% | +8.94% |
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.