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beneish_m_score_high on Sensus Healthcare, Inc. (SRTS)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 1494891 · 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 SRTS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-05 | 2025-03-05 | -4.90% | -2.35% | +7.25% | +1.49% | -9.38% |
| FY2022 | 2023-03-23 | 2023-03-23 | +1.41% | +3.43% | -0.20% | -40.73% | -24.19% |
| FY2021 | 2022-03-25 | 2022-03-25 | -13.01% | -6.11% | -36.24% | -29.96% | -56.33% |
| FY2019 | 2020-03-06 | 2020-03-06 | -9.28% | +9.28% | -25.15% | -8.68% | +24.25% |
| FY2018 | 2019-03-15 | 2019-03-15 | -14.41% | -20.37% | -28.60% | -45.50% | -67.50% |
| FY2016 | 2017-03-10 | 2017-03-10 | +0.21% | -5.76% | -9.17% | -15.35% | +23.88% |
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.