← beneish_m_score_high (all companies) · PSIX (all signals) · all methodology
beneish_m_score_high on POWER SOLUTIONS INTERNATIONAL, INC. (PSIX)
SIC 3510 — Engines & Turbines · CIK 1137091 · 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 PSIX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | -28.97% | -38.96% | -34.57% | — | — |
| FY2021 | 2022-03-31 | 2022-03-31 | -7.35% | -12.14% | -20.13% | -28.12% | +3.83% |
| FY2015 | 2016-02-26 | 2016-02-26 | +5.15% | +15.35% | +21.56% | +48.79% | -44.16% |
| FY2014 | 2015-03-13 | 2015-03-13 | -1.79% | +8.10% | +7.78% | -12.03% | -81.59% |
| FY2012 | 2013-03-12 | 2013-03-12 | +5.24% | +10.71% | +22.76% | +61.48% | +291.90% |
| FY2011 | 2012-03-30 | 2012-04-17 | -4.43% | -8.06% | -13.47% | -9.41% | +43.32% |
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.