← beneish_m_score_high (all companies) · PRPH (all signals) · all methodology
beneish_m_score_high on ProPhase Labs, Inc. (PRPH)
SIC 2834 — Pharmaceutical Preparations · CIK 868278 · 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 PRPH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-29 | 2024-04-01 | +0.58% | -3.65% | -32.70% | -37.81% | -94.31% |
| FY2021 | 2022-03-31 | 2022-03-31 | +4.43% | +7.29% | +6.00% | +96.09% | +16.41% |
| FY2020 | 2021-03-31 | 2021-03-31 | -7.70% | -27.57% | -28.92% | -11.08% | +4.74% |
| FY2012 | 2013-03-28 | 2013-03-28 | +0.00% | -2.37% | -14.20% | +1.18% | +19.53% |
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.