← margin_compression_severe (all companies) · SNOA (all signals) · all methodology
margin_compression_severe on Sonoma Pharmaceuticals, Inc. (SNOA)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 1367083 · 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 SNOA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-07-13 | 2022-07-13 | -2.05% | +0.00% | +10.96% | -22.26% | -60.62% |
| FY2016 | 2017-06-28 | 2017-06-28 | +1.31% | -0.44% | -1.61% | -22.04% | -64.53% |
| FY2015 | 2016-06-21 | 2016-06-21 | -8.79% | -9.89% | -2.42% | -3.30% | +45.49% |
| FY2014 | 2015-06-16 | 2015-06-16 | -6.83% | -5.59% | -5.59% | -26.71% | -39.13% |
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.