← beneish_m_score_high (all companies) · VERU (all signals) · all methodology
beneish_m_score_high on VERU INC. (VERU)
SIC 2834 — Pharmaceutical Preparations · CIK 863894 · 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 VERU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-04-01 | 2024-04-01 | +1.32% | +35.53% | +64.47% | +5.26% | -17.11% |
| FY2021 | 2021-12-02 | 2021-12-02 | -12.81% | -7.48% | -15.25% | -20.00% | -20.86% |
| FY2015 | 2015-12-02 | 2015-12-02 | +0.65% | -10.97% | -6.45% | +29.03% | -31.61% |
| FY2014 | 2014-12-02 | 2014-12-02 | -4.92% | +1.30% | +1.55% | -13.21% | -59.84% |
| FY2012 | 2012-12-04 | 2012-12-04 | -3.75% | -1.11% | -0.83% | +1.36% | +30.43% |
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.