← beneish_m_score_high (all companies) · VTSI (all signals) · all methodology
beneish_m_score_high on VirTra, Inc (VTSI)
SIC 3990 — Miscellaneous Manufacturing Industries · CIK 1085243 · 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 VTSI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-04-01 | 2024-04-01 | +37.74% | +40.46% | +57.13% | -20.65% | -54.19% |
| FY2021 | 2022-08-02 | 2022-08-02 | -2.68% | -4.60% | -1.15% | -3.83% | +22.80% |
| FY2019 | 2020-03-23 | 2020-03-23 | +3.77% | +2.36% | +15.11% | +107.55% | +124.53% |
| FY2017 | 2018-03-30 | 2018-04-02 | +1.56% | +17.23% | +13.79% | +8.61% | -20.01% |
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.