← beneish_m_score_high (all companies) · RVP (all signals) · all methodology
beneish_m_score_high on RETRACTABLE TECHNOLOGIES INC (RVP)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 946563 · 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 RVP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-29 | 2024-04-01 | -1.71% | -5.98% | -7.69% | -5.98% | -38.46% |
| FY2021 | 2022-03-31 | 2022-03-31 | -3.16% | -5.68% | -19.37% | -20.63% | -63.16% |
| FY2020 | 2021-03-31 | 2021-03-31 | -2.81% | -12.71% | -22.46% | -11.54% | -63.34% |
| FY2017 | 2018-04-02 | 2018-04-02 | -13.00% | -10.00% | -12.00% | -27.00% | -40.00% |
| FY2015 | 2016-03-30 | 2016-03-30 | -1.38% | +0.00% | +16.97% | +25.23% | -49.08% |
| FY2014 | 2015-03-31 | 2015-03-31 | +3.09% | -1.03% | +8.76% | -0.77% | -44.59% |
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.