models
Read-onlyIdempotent
Calculate pre-computed financial analyses and scores—such as WACC, DCF, DuPont, Altman Z, Piotroski F, and Beneish M—for tickers to assess valuation, credit risk, quality, and earnings manipulation.
Instructions
Pre-computed financial models (WACC, DuPont analysis, Extended DuPont analysis, Enterprise value breakdown, intrinsic value/DCF, Gordon Growth Model, Altman Z-Score, Piotroski F-Score, Beneish M-Score, Economic Value Added (EVA), Present Value of Growth Opportunities, Sustainable Growth Rate, Internal Growth Rate, Graham Number). Valuation: get_reverse_discounted_cash_flow (the growth rate the share price implies, next to the historical growth), get_earnings_power_value (Greenwald's no-growth value), get_monte_carlo_intrinsic_valuation (growth_rate= required; percentiles of the DCF value and the probability it exceeds the price) and get_peer_comparison (valuation, margins, returns, growth and leverage against the company's peers, or peers={'AAPL': ['MSFT', 'GOOGL']}). Credit: get_merton_distance_to_default (Merton/KMV asset value, distance to default and probability of default per year) and get_synthetic_credit_rating (Damodaran's rating, default spread and cost of debt from interest coverage). Quality and manipulation scores: get_magic_formula (Greenblatt ranking across the tickers given), get_mohanram_g_score (relative to the tickers given, so pass peers), get_dechow_f_score, get_montier_c_score and get_accruals_ratio (Sloan). weighted_average_cost_of_capital= defaults to each company's latest WACC. Requires tickers='AAPL' — use comma-separated values for multiple tickers. Supports quarterly=true and start_date/end_date.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| lag | No | Number of periods to lag when computing growth rates. | |
| seed | No | The seed of the random numbers, so that results can be reproduced. | |
| limit | No | The rows to return, like head and tail: 5 for the first five, -5 for the last five (the most recent of a time series). A table with its periods as columns (financial statements, ratios) keeps its first or last periods instead. For ETF holdings the largest (or, negative, the smallest) by weight, and for a list (e.g. news or a screener) its length. | |
| peers | No | The peers per ticker, e.g. {"AAPL": ["MSFT", "GOOGL"]}. | |
| growth | No | Return period-over-period growth rates instead of absolute values. | |
| diluted | No | For get_altman_z_score: Whether to use diluted shares outstanding in the calculation. For get_enterprise_value_breakdown, get_graham_number, get_market_value_added, get_present_value_of_growth_opportunities, get_tobins_q_ratio, get_weighted_average_cost_of_capital: Whether to use diluted shares in the calculation. For get_magic_formula: Whether to use the diluted share count for the market capitalization. | |
| periods | No | For get_earnings_power_value: The number of periods the operating margin and tax rate are averaged over; with `trailing`, the number of trailing sums, `trailing` calendar periods apart so that they do not overlap, counted back from the latest reported one. A sum that includes a missing period is left out of the average. For get_intrinsic_valuation: The number of periods to use for the cash flow projections. For get_monte_carlo_intrinsic_valuation, get_reverse_discounted_cash_flow: The number of projection periods. | |
| tickers | No | Comma-separated ticker symbols, e.g. 'AAPL,MSFT,GOOGL'. | |
| end_date | No | End of the date range in YYYY-MM-DD format. | 2026-10-27 |
| trailing | No | Trailing window size in number of periods. Sums the raw values over the trailing N periods (e.g. trailing=4 on quarterly data gives a trailing-4-quarter / TTM-style sum) instead of returning one value per period. | |
| firm_type | No | The table to use: "large" (market capitalization above five billion), "small" (smaller and riskier firms), "financial" (banks and other financial firms) or "auto", which picks large or small from the market capitalization of every period. | auto |
| indicator | Yes | Name of the specific metric to calculate, one of the listed values. Required — search_metrics finds the indicator (and its tool) for a metric by name. | |
| quarterly | No | Return quarterly data instead of annual when True. | |
| start_date | No | Start of the date range in YYYY-MM-DD format. | 2021-10-28 |
| growth_rate | No | Assumed constant growth rate as a decimal. Leave unset to use the default of the indicator you selected. Required by: get_gorden_growth_model, get_intrinsic_valuation, get_monte_carlo_intrinsic_valuation. | |
| simulations | No | The number of simulations. | |
| standardize | No | Return the Z-Score (standard score) instead of the raw values, i.e. how many standard deviations each value is from the mean of its own series. When combined with growth=True, the growth values are standardized instead of the raw values. | |
| show_columns | No | Comma-separated names to filter the output. For historical data use the key names visible in any response record (e.g. 'Close,Volume,Return'). For financial statements use the 'metric' field values from the response (e.g. 'Revenue,Net Income,EBITDA'). Call the tool once without this parameter to see all available names, then repeat with show_columns to reduce response size and token usage. | |
| time_horizon | No | The horizon in years over which default is measured. | |
| cash_flow_type | No | For get_intrinsic_valuation: The type of cash flow to use for the cash flow projections. The other options are "Free Cash Flow" and "Operating Cash Flow" as reported on the cash flow statement; both are after interest, so discounting them at the WACC and subtracting the debt counts the cost of debt twice. For get_monte_carlo_intrinsic_valuation, get_reverse_discounted_cash_flow: The cash flow to project: "Free Cash Flow to Firm" (see `get_free_cash_flow_to_firm`), the cash flow to debt and equity holders that the WACC discounts into an enterprise value; or "Free Cash Flow" or "Operating Cash Flow" as reported, which are after interest (cash flows to equity), so that... | Free Cash Flow to Firm |
| rate_of_return | No | For get_gorden_growth_model: The required rate of return. For get_two_stage_dividend_discount_model: The required rate of return (discount rate) used to discount both phases. Can be one number to use for all tickers, or a list or dict that contains a rate of return for each ticker. Leave unset to use the default of the indicator you selected. Required by: get_gorden_growth_model, get_two_stage_dividend_discount_model. | |
| calculate_daily | No | Whether to calculate the PVGO using daily historical data. | |
| project_periods | No | The number of years to project the intrinsic value for, beyond the last complete period. | |
| benchmark_ticker | No | Ticker used as the market benchmark, e.g. 'SPY' or '^GSPC'. | SPY |
| high_growth_rate | No | The constant growth rate applied to dividends during the explicit high-growth phase. Can be one number to use for all tickers, or a list or dict that contains a high growth rate for each ticker. Leave unset to use the default of the indicator you selected. Required by: get_two_stage_dividend_discount_model. | |
| variance_periods | No | The number of yearly values the variances of G4 (return on assets) and G5 (revenue growth) are calculated over, of which at least three (or all, when fewer are asked for) must be available. With `trailing` the values are `trailing` periods apart (one a year with 4 quarters); without it, one per... | |
| include_dividends | No | Whether to deduct Preferred Dividends Paid from Net Income when calculating the Earnings per Share, so that the earnings figure reflects what is attributable to common shareholders only. | |
| show_full_results | No | Whether to show the full results or just the WACC values. | |
| stable_growth_rate | No | The perpetual (terminal) growth rate applied to dividends from the end of the high-growth phase onward. Can be one number to use for all tickers, or a list or dict that contains a stable growth rate for each ticker. Leave unset to use the default of the indicator you selected. Required by: get_two_stage_dividend_discount_model. | |
| high_growth_periods | No | The number of years in the explicit high-growth phase. | |
| market_risk_premium | No | The annual equity risk premium the Cost of Equity uses. | |
| perpetual_growth_rate | No | Terminal (perpetual) growth rate used in DCF models. Leave unset to use the default of the indicator you selected. Required by: get_intrinsic_valuation. Defaults are 0.025 for get_monte_carlo_intrinsic_valuation, get_reverse_discounted_cash_flow. | |
| growth_rate_volatility | No | The standard deviation of the growth rate. | |
| perpetual_growth_rate_volatility | No | Its standard deviation. | |
| weighted_average_cost_of_capital | No | WACC as a decimal, e.g. 0.09 for 9 %. Leave unset to use the default of the indicator you selected. Required by: get_intrinsic_valuation. Defaults are None for get_earnings_power_value, get_monte_carlo_intrinsic_valuation, get_reverse_discounted_cash_flow. | |
| weighted_average_cost_of_capital_volatility | No | Its standard deviation. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |