← margin_compression_severe (all companies) · PRPH (all signals) · all methodology
margin_compression_severe on ProPhase Labs, Inc. (PRPH)
SIC 2834 — Pharmaceutical Preparations · CIK 868278 · 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 PRPH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-04-01 | 2025-04-01 | -2.50% | -37.50% | -12.50% | -7.50% | -97.75% |
| FY2023 | 2024-03-29 | 2024-04-01 | +0.58% | -3.65% | -32.70% | -37.81% | -94.31% |
| FY2019 | 2020-03-26 | 2020-03-26 | +1.71% | +2.86% | -2.86% | -8.57% | +271.43% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.42% | -1.42% | -6.13% | -8.96% | +10.38% |
| FY2015 | 2016-03-29 | 2016-03-29 | +0.79% | +7.94% | +9.52% | +11.11% | +61.11% |
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.