← beneish_m_score_high (all companies) · YHGJ (all signals) · all methodology
beneish_m_score_high on YUNHONG GREEN CTI LTD. (YHGJ)
SIC 3060 — Fabricated Rubber Products, NEC · CIK 1042187 · 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 YHGJ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-04-15 | 2025-04-15 | +1.92% | -8.65% | -1.92% | -28.85% | -69.81% |
| FY2023 | 2024-03-29 | 2024-04-01 | +2.60% | +3.25% | -9.74% | -24.68% | -37.66% |
| FY2021 | 2022-04-15 | 2022-04-18 | +3.19% | -1.06% | -12.77% | -24.47% | +24.47% |
| FY2016 | 2017-03-31 | 2017-03-31 | +0.00% | -2.28% | +2.98% | +3.33% | -29.07% |
| FY2012 | 2013-04-15 | 2013-04-15 | +0.00% | -1.35% | -8.65% | -3.85% | +0.96% |
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.