← beneish_m_score_high (all companies) · RFIL (all signals) · all methodology
beneish_m_score_high on R F INDUSTRIES LTD (RFIL)
SIC 3678 — Electronic Connectors · CIK 740664 · 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 RFIL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-01-24 | 2023-01-24 | +1.52% | +1.14% | -2.47% | -20.15% | -40.87% |
| FY2021 | 2022-01-14 | 2022-01-14 | -1.35% | -4.19% | -4.05% | -6.49% | -27.57% |
| FY2019 | 2019-12-20 | 2019-12-20 | +0.00% | +16.22% | +12.96% | -33.76% | -16.05% |
| FY2018 | 2018-12-20 | 2018-12-20 | -0.78% | +8.74% | +27.01% | +7.17% | -7.70% |
| FY2015 | 2016-01-28 | 2016-01-28 | -1.90% | -2.38% | -9.50% | -36.84% | -59.26% |
| FY2012 | 2013-01-22 | 2013-01-22 | -4.62% | -15.76% | -10.35% | -6.38% | +13.49% |
| FY2011 | 2012-01-27 | 2012-01-27 | +2.72% | +6.25% | +3.80% | -3.53% | +55.05% |
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.