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beneish_m_score_high on Research Solutions, Inc. (RSSS)
SIC 7389 — Services-Business Services, NEC · CIK 1386301 · 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 RSSS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-09-20 | 2024-09-20 | -0.71% | -2.48% | -2.13% | +47.16% | +40.43% |
| FY2023 | 2023-09-15 | 2023-09-15 | -2.34% | -5.86% | -14.84% | +3.52% | +1.56% |
| FY2017 | 2017-09-18 | 2017-09-18 | +1.94% | +5.83% | +15.53% | +18.45% | +99.03% |
| FY2016 | 2016-09-20 | 2016-09-20 | +0.00% | +0.00% | -3.85% | -0.96% | +9.62% |
| FY2015 | 2015-09-08 | 2015-09-08 | -5.00% | -2.00% | +0.00% | -30.00% | +8.00% |
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.