← beneish_m_score_high (all companies) · SYPR (all signals) · all methodology
beneish_m_score_high on SYPRIS SOLUTIONS INC (SYPR)
SIC 3823 — Industrial Instruments For Measurement, Display, and Control · CIK 864240 · 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 SYPR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-26 | 2026-03-26 | -6.89% | -4.26% | +24.26% | — | — |
| FY2024 | 2025-03-27 | 2025-03-27 | -0.62% | +0.62% | +4.94% | +28.40% | +63.58% |
| FY2023 | 2024-04-01 | 2024-04-01 | +0.00% | +3.64% | -14.55% | +13.94% | -1.21% |
| FY2019 | 2020-03-19 | 2020-03-19 | -7.58% | -1.52% | -9.09% | +16.67% | +531.82% |
| FY2016 | 2017-03-28 | 2017-03-28 | +3.88% | +2.91% | +4.85% | +59.22% | +59.22% |
| FY2015 | 2016-03-30 | 2016-03-30 | +5.56% | +13.33% | +24.44% | +0.00% | +18.89% |
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.