← margin_compression_severe (all companies) · BEEM (all signals) · all methodology
margin_compression_severe on Beam Global (BEEM)
SIC 3674 — Semiconductors & Related Devices · CIK 1398805 · 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 BEEM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-03-30 | 2021-03-30 | +16.43% | +4.62% | -6.23% | +1.58% | -50.83% |
| FY2017 | 2018-04-02 | 2018-04-02 | +6.06% | +4.24% | +3.03% | -27.27% | -45.45% |
| FY2013 | 2014-03-31 | 2014-03-31 | +0.00% | -1.88% | -6.25% | +24.37% | -30.62% |
| FY2011 | 2012-03-30 | 2012-03-30 | -0.34% | +31.03% | -1.38% | -37.93% | -13.79% |
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.