KOSDAQ Beneish M-Score Screen — Phase 1 Results (2019–2023)
1,470 companies ·
5,357 company-year observations ·
950 flagged (17.7%) ·
Threshold: −1.78 (8-variable model)
Chart 1 — M-Score Distribution
Chart 2 — Risk Tier by Sector
Chart 3 — Flag Rate by Year
Chart 4 — Component Medians: Flagged vs. Non-Flagged
Chart 5 — Sector × Year Flag Rate Heatmap
Generated by kr-forensic-finance.
Outputs are anomaly hypotheses for human review — not fraud conclusions.
False positive rate ~40%. Not investment advice or legal opinion.