← beneish_m_score_high (all companies) · PKE (all signals) · all methodology
beneish_m_score_high on PARK AEROSPACE CORP (PKE)
SIC 3728 — Aircraft Parts & Auxiliary Equipment, NEC · CIK 76267 · 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 PKE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-30 | 2025-05-30 | +0.44% | +3.88% | +8.21% | +42.08% | — |
| FY2023 | 2024-06-11 | 2024-06-11 | +0.15% | -0.97% | +4.61% | -1.19% | +8.40% |
| FY2020 | 2021-05-14 | 2021-05-14 | -1.63% | +0.88% | +4.49% | +4.24% | -15.55% |
| FY2019 | 2020-05-14 | 2020-05-14 | +1.72% | -0.69% | -1.29% | +3.69% | +30.88% |
| FY2017 | 2018-05-11 | 2018-05-11 | -2.30% | -1.05% | +0.95% | +11.46% | -0.90% |
| FY2016 | 2017-05-12 | 2017-05-12 | -0.28% | -7.46% | +3.93% | +2.37% | +31.36% |
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.