← beneish_m_score_high (all companies) · UUU (all signals) · all methodology
beneish_m_score_high on UNIVERSAL SAFETY PRODUCTS, INC. (UUU)
SIC 5065 — Wholesale-Electronic Parts & Equipment, NEC · CIK 102109 · 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 UUU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-07-12 | 2024-07-12 | -7.48% | +8.16% | -12.93% | -11.56% | +121.77% |
| FY2022 | 2023-07-14 | 2023-07-14 | -3.99% | +6.88% | +0.00% | -9.78% | -47.46% |
| FY2021 | 2021-07-22 | 2021-07-22 | -4.17% | +8.83% | -12.04% | -22.95% | -50.56% |
| FY2018 | 2019-07-15 | 2019-07-15 | +5.83% | +5.00% | +4.17% | -29.17% | -13.33% |
| FY2017 | 2018-07-16 | 2018-07-16 | -3.70% | +0.00% | +11.11% | -5.19% | -3.70% |
| FY2014 | 2015-08-25 | 2015-08-25 | -6.06% | -2.02% | +1.28% | -16.51% | -44.95% |
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.