← margin_compression_severe (all companies) · NSPR (all signals) · all methodology
margin_compression_severe on InspireMD, Inc. (NSPR)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 1433607 · 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 NSPR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-12 | 2025-03-12 | +2.14% | -0.36% | -7.47% | -11.03% | -41.28% |
| FY2020 | 2021-03-08 | 2021-03-08 | -3.80% | +16.46% | -18.99% | -55.27% | -77.81% |
| FY2019 | 2020-03-10 | 2020-03-10 | -3.03% | -24.24% | -12.12% | -33.33% | +6.06% |
| FY2015 | 2016-03-28 | 2016-03-28 | -3.77% | -9.43% | -3.77% | -33.96% | -92.98% |
| FY2014 | 2015-03-12 | 2015-03-12 | +3.45% | +24.14% | +10.34% | -6.90% | -74.83% |
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.