Models
Every academic and quantitative model below runs live against any public company. Pick a model to see its formula, interpretation bands, and current scores for the most searched stocks.
Breaks return on equity into net margin, asset turnover, and leverage so you can see what is actually driving a company's returns.
Open modelFive ratio bankruptcy prediction score that has flagged roughly 72 percent of corporate failures two years before they happened.
Open modelNine point financial strength checklist from Joseph Piotroski's 2000 Stanford paper, built to separate improving businesses from deteriorating ones.
Open modelEight variable forensic model designed to flag companies that are likely manipulating their earnings. Famously fingered Enron before the collapse.
Open modelMeasures how much of a company's reported earnings are backed by cash versus accounting accruals. High accruals historically predict weaker future returns.
Open modelQuantifies whether a company has a durable competitive advantage using return on invested capital stability, margin persistence, and reinvestment trends.
Open modelJames Montier's six factor cheating screen. Complements the Beneish M-Score with a different set of forensic flags.
Open modelAggregates the tone of financial headlines and press releases into a rolling sentiment score for any ticker.
Open modelTracks open market Form 4 transactions, cluster buys, and CEO level conviction signals that research has linked to outperformance.
Open modelGrades management on the five uses of cash: reinvestment, acquisitions, buybacks, dividends, and debt paydown.
Open modelForward looking return projection built from reverse discounted cash flow, implied growth, and shareholder yield.
Open modelExposure to the academic style factors that drive long term returns: value, quality, momentum, size, and low volatility.
Open model