The Cash Flow Projector builds a 10-year discounted-cash-flow projection model for any US-listed public stock in seconds. This page describes exactly how the underlying engine works so analysts can audit and trust every number.
Historical financials. All historical statements are sourced directly from the SEC's EDGAR XBRL filings (10-K and 10-Q). We map each XBRL concept (Revenues, GrossProfit, OperatingIncomeLoss, NetIncomeLoss, Assets, StockholdersEquity, etc.) to a normalized line item, then build the income statement, cash flow statement, and balance sheet for the past ten fiscal years.
Wall Street consensus. Forward revenue, EBITDA, and EPS estimates are triangulated across three independent sources — Yahoo Finance, NASDAQ, and StockAnalysis. We surface the cross-source dispersion as a coefficient of variation (σ) so you can see when analysts disagree. The displayed baseline is the simple mean of the three sources.
Projection math. Revenue is grown forward using a multi-model approach (Wall Street near-term + analyst long-term growth + terminal fade to a sector-appropriate steady-state rate). Margins and capital-intensity ratios follow a μ ± 1σ fade toward historical means. EPS is derived through a DuPont-reconciled net income waterfall with share-count evolution driven by the capital allocation engine.
AI Event Factors. For each ticker we pull recent Google News and StockTwits coverage, cluster the discussion into the top 10 themes using OpenAI, estimate a baseline market-implied probability and EPS impact magnitude per theme, and let you override the probabilities with sliders. The combined event-factor overlay applies only to the next 12 months of EPS.
Balance sheet integrity. Every projection enforces the accounting identity (Assets = Liabilities + Equity) via a balancing plug, with PP&E floored at a minimum of (Revenue / asset-turnover-target), DuPont decomposition reconciled, and the cash-flow statement closed against the change in cash.
Industry peer benchmarking. Peer medians and quartiles are pre-computed from EDGAR XBRL frames for every SIC bucket at four hierarchy levels (4-digit through 1-digit), refreshed quarterly. Each ratio on the Ratios tab displays a p10–p90 percentile bar showing where the company sits versus its industry peers.
Cost of capital (CAPM & WACC). Every intrinsic-value method needs a discount rate, built from first principles. The cost of equity follows the Capital Asset Pricing Model (Ke = Rf + β × ERP); the cost of debt is taken after tax (Kd × (1 − tax)); the two are blended into a market-value weighted-average cost of capital (WACC). WACC discounts unlevered (FCFF) cash flows that belong to all capital providers, while Ke discounts levered (FCFE) cash flows that belong to shareholders. Every input — Rf, β, ERP, the tax rate, and the debt/equity weights — is visible and overridable.
Intrinsic valuation. The Valuation tab runs the standard equity-analysis toolkit and reconciles the answers on a football-field chart against the current market price. Discounted cash flow is computed three ways — FCFF · Gordon perpetuity, FCFF · Exit EV/EBITDA, and FCFE · Gordon perpetuity. The dividend discount model offers single-stage (Gordon) and two-stage (H-model) forms. Residual income adds the present value of earnings above the equity charge to current book value. Relative valuation applies user-entered peer multiples (P/E, EV/EBITDA, EV/Revenue) to year-1 metrics. A verdict band flags the stock as undervalued, fairly valued, or overvalued when the central estimate sits more than roughly ten percent from the market price. None of these outputs is a recommendation — they are model-based estimates that depend entirely on the assumptions you supply.
Substantive feedback, methodology critique, and bug reports are welcome — see the contact link on the homepage.