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margin_compression_severe on AMERICAN SHARED HOSPITAL SERVICES (AMS)
SIC 8071 — Services-Medical Laboratories · CIK 744825 · default direction: short
Definition
Fires on >500 bps year-over-year decline in operating margin. Captures the 'good business getting worse' pattern.
Every time the signal fired on AMS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-31 | 2026-03-31 | -6.90% | -8.28% | — | — | — |
| FY2024 | 2025-04-04 | 2025-04-04 | -5.33% | -9.67% | -10.67% | -19.00% | -55.67% |
| FY2020 | 2021-04-06 | 2021-04-06 | -2.67% | -5.73% | +3.82% | +11.83% | -8.02% |
| FY2018 | 2019-03-29 | 2019-03-29 | -3.24% | -2.52% | -0.72% | +6.83% | -38.13% |
| FY2014 | 2015-04-01 | 2015-04-01 | +5.88% | +11.34% | +11.76% | +7.14% | +0.00% |
| FY2011 | 2012-03-30 | 2012-03-30 | -1.45% | -1.74% | -7.25% | -9.28% | -47.54% |
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 | 2,429 | +2.00% | +36.27% | short | -2.03% | 46 | -0.02 |
| 5d | 2,429 | +3.35% | +38.74% | short | -2.80% | 47 | -0.02 |
| 20d | 2,364 | +6.26% | +38.32% | short | -4.81% | 52 | -0.03 |
| 60d | 2,266 | +78.74% | +40.47% | short | -75.14% | 65 | -0.03 |
| 252d | 2,195 | +41.39% | +39.77% | short | -31.94% | 126 | -0.09 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See margin_compression_severe methodology for the full audit.