I had a live model recommend selling VRSN and PHM due to my model's sell rule5, which was a Beneish M-score higher than zero. However both of those stocks have better (lower) scores well below zero? Can you check the systeem scores?
Uhm.. VRSN & PHM currently have N/A Beneish .
Both companies announced around April 23-25. I think this has something to do with this.
For VRSN it's NA due to the MScoreDSRI component which is calculated as follows
(RecvblQ/SalesTTM) / (RecvblPYQ/SalesPTM)
RecvblPYQ is 0 which makes the component NA. I checked the filings and for March 31 2023 the receivable line item is indeed missing and we default it to 0. But it is present in other Q's. See image below from FactSet workstation
As to why the sell rule you have "BeneishMScore>0" triggered we have to investigate further. Maybe Factset corrected something. That's all I can think of right now.
Unfortunately we can't figure out why your BeneishMScore>0 rule triggered those two sells on 4/29/24. Was it a regular rebalance? Something must have been overwritten is our only explanation. If you report an issue the day it happens, we would have a much better chance to figure it out.
If you set the as-of date to 4/29/24 the Beneish score is N/A, which could not trigger the sell rule. And N/A is the correct value for that day in the past.
Where did you see the scores well below 0 ? They have both been NA since their last filing, which is also the correct.
Thanks