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dso_drift_severe on UNITED GUARDIAN INC (UG)

SIC 2844 — Perfumes, Cosmetics & Other Toilet Preparations · CIK 101295 · default direction: short

Definition

Fires on Days Sales Outstanding rising >25% YoY while revenue grows <10%. Channel-stuffing / receivables-quality precursor.

Every time the signal fired on UG

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-272026-03-27+1.22%+1.07%
FY20232024-03-222024-03-22-5.10%-2.36%+1.12%+13.93%+18.36%
FY20192020-03-262020-03-26-1.62%-4.78%+8.09%+15.29%+12.28%
FY20162017-03-232017-03-23-1.33%-0.67%-6.67%+6.52%+29.16%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d2,382+0.25%+44.16%short-0.49%35-0.04
5d2,381-0.30%+44.18%short+0.11%36+0.01
20d2,351+2.47%+43.26%short-2.54%40-0.02
60d2,258+16.34%+45.44%short-11.34%51-0.06
252d2,213+32.55%+49.30%short-24.65%102-0.10

Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See dso_drift_severe methodology for the full audit.


Data: /api/company/101295/financials