Domain atlas/D18/Fundamental Analysis and Valuation

D18 / Territory 18 of 49

Fundamental Analysis and Valuation

Turn company reports into defensible fair-value ranges.

35 released builds 3 algorithm familiesIn release
D18 · FUNDAMENTAL ANALYSIS AND VALU…
D18Canonical / Tested / Open

Published work

Released builds
in this territory.

Every card below is included in the current governed release with its article, sources, Python, TypeScript, and available labs.

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D18-F04

Quality and Distress

13 builds
01

Fundamental Analysis and Valuation / Quality and Distress

Altman Z-Score

Build and audit the original five-factor Altman score without silently substituting Z-prime, Z-double-prime, or a modern probability of default.
10 min Python + TypeScriptIntermediate
02

Fundamental Analysis and Valuation / Quality and Distress

Piotroski F-Score

Calculate every binary signal, show its evidence, and aggregate the original 0-to-9 F-Score without converting it into a universal quality rating.
10 min Python + TypeScriptIntermediate
03

Fundamental Analysis and Valuation / Quality and Distress

Beneish M-Score

Reconstruct DSRI through TATA, reconcile every coefficient, and treat the M-Score as an investigation trigger rather than an allegation.
10 min Python + TypeScriptAdvanced
04

Fundamental Analysis and Valuation / Quality and Distress

Sloan Accrual Measure

Reconcile changes in noncash working capital, short-term debt, taxes payable, and depreciation into one signed accrual measure.
10 min Python + TypeScriptIntermediate
05

Fundamental Analysis and Valuation / Quality and Distress

Ohlson O-Score

Build Model 1, retain its nine variables and logistic transformation, and preserve the historical 3.8% screening cutoff without calling it a universal default probability.
10 min Python + TypeScriptAdvanced
06

Fundamental Analysis and Valuation / Quality and Distress

Zmijewski X-Score

Calculate the X-index and normal-CDF mapping while keeping sampling-bias research and the zero-index screen explicit.
10 min Python + TypeScriptIntermediate
07

Fundamental Analysis and Valuation / Quality and Distress

Springate S-Score

Build the 1978 Canadian four-factor convention and expose the 0.862 cutoff and primary-source availability limitation.
10 min Python + TypeScriptIntermediate
08

Fundamental Analysis and Valuation / Quality and Distress

Taffler Z-Score

Calculate the four-factor transformed convention while making the no-credit-interval construction and coefficient-variant risk visible.
10 min Python + TypeScriptAdvanced
09

Fundamental Analysis and Valuation / Quality and Distress

Fulmer H-Score

Reconcile all nine terms and expose the logarithmic unit-scale dependency that can otherwise make the score irreproducible.
10 min Python + TypeScriptAdvanced
10

Fundamental Analysis and Valuation / Quality and Distress

Grover G-Score

Implement the reported equation while being explicit that the original primary model document was not located in an authoritative open repository.
10 min Python + TypeScriptIntermediate
11

Fundamental Analysis and Valuation / Quality and Distress

Dechow F-Score for Misstatement Risk

Derive RSST accruals through actual issuance, expose the logit and unconditional-probability scaling, and keep the result separate from a fraud finding.
10 min Python + TypeScriptAdvanced
12

Fundamental Analysis and Valuation / Quality and Distress

Dechow-Dichev Accrual Quality

Estimate the original firm-specific regression, inspect every residual, and enforce the retrospective availability boundary created by future CFO.
10 min Python + TypeScriptAdvanced
13

Fundamental Analysis and Valuation / Quality and Distress

Modified Jones Discretionary Accrual Model

Fit the peer model, subtract receivables change from revenue change, and preserve sample construction and residual uncertainty.
10 min Python + TypeScriptAdvanced
D18-F09

Integrated Equity Scoring

14 builds
01

Fundamental Analysis and Valuation / Integrated Equity Scoring

Point-in-Time Stock-Scoring Input Assembly

Assemble a reproducible stock-scoring input record without allowing later restatements, future filings, or mixed units to leak into an earlier decision.
10 min Python + TypeScriptAdvanced
02

Fundamental Analysis and Valuation / Integrated Equity Scoring

Stock-Scoring Peer Cohort Resolver

Resolve a reproducible peer set using sector, country, listing, market-cap, and availability rules before calculating cross-sectional diagnostics.
10 min Python + TypeScriptAdvanced
03

Fundamental Analysis and Valuation / Integrated Equity Scoring

Fundamental Metric Direction and Peer Normalization

Normalize heterogeneous fundamentals with an explicit higher-is-better direction and a reproducible midrank percentile rather than an opaque vendor grade.
10 min Python + TypeScriptAdvanced
04

Fundamental Analysis and Valuation / Integrated Equity Scoring

Model Applicability and Variant Router

Route model requests through explicit population, period, framework, and data requirements before any score is interpreted.
10 min Python + TypeScriptAdvanced
05

Fundamental Analysis and Valuation / Integrated Equity Scoring

Accounting Financial-Health Composite

Build a bounded four-pillar financial-health score with frozen weights, component cards, and a reconciliation that survives review.
9 min Python + TypeScriptAdvanced
06

Fundamental Analysis and Valuation / Integrated Equity Scoring

Earnings-Quality Composite

Create a bounded earnings-quality component that preserves each diagnostic's meaning, direction, and evidence boundary.
9 min Python + TypeScriptAdvanced
07

Fundamental Analysis and Valuation / Integrated Equity Scoring

Dividend Safety Score

Build a dividend-safety score from free-cash-flow coverage, earnings coverage, interest coverage, and cash buffer with explicit caps and no-dividend routing.
9 min Python + TypeScriptAdvanced
08

Fundamental Analysis and Valuation / Integrated Equity Scoring

Balance-Sheet Resilience Score

Build a bounded resilience score that exposes its four balance-sheet components and rejects economically invalid denominators.
9 min Python + TypeScriptAdvanced
09

Fundamental Analysis and Valuation / Integrated Equity Scoring

Distress-Model Ensemble

Aggregate supplied model probabilities with explicit weights, dispersion, and disagreement diagnostics instead of hiding model conflict inside one number.
9 min Python + TypeScriptAdvanced
10

Fundamental Analysis and Valuation / Integrated Equity Scoring

Cross-Model Conflict and Double-Counting Resolver

Resolve duplicate evidence groups with a transparent cap and flag within-group disagreement instead of allowing repeated signals to dominate.
10 min Python + TypeScriptAdvanced
11

Fundamental Analysis and Valuation / Integrated Equity Scoring

Overall Explainable Stock Score

Combine six declared pillars into a single bounded score while retaining the exact contribution bridge and interpretation band.
9 min Python + TypeScriptAdvanced
12

Fundamental Analysis and Valuation / Integrated Equity Scoring

Score Confidence, Missing-Data Penalty, and Abstention

Turn coverage, staleness, and conflict into an explicit confidence value, adjusted score, and abstention state.
9 min Python + TypeScriptAdvanced
13

Fundamental Analysis and Valuation / Integrated Equity Scoring

Market-Wide Stock Screening and Ranking

Screen a dated synthetic universe with explicit inclusion gates and deterministic score/confidence/ID ranking.
9 min Python + TypeScriptAdvanced
14

Fundamental Analysis and Valuation / Integrated Equity Scoring

Stock Score History, Migration, and Change Attribution

Compare strictly chronological score snapshots, identify band migration, and attribute the latest change to the largest component delta without hindsight.
10 min Python + TypeScriptAdvanced
D18-F10

Sector-Specific Equity Scoring

8 builds
01

Fundamental Analysis and Valuation / Sector-Specific Equity Scoring

Bank Fundamental Score

Build an auditable bank review score whose prudential floors remain visible beside—not hidden inside—the composite.
11 min Python + TypeScriptAdvanced
02

Fundamental Analysis and Valuation / Sector-Specific Equity Scoring

Insurance Fundamental Score

Construct a Solvency-II-tagged insurer score that keeps capital requirements and underwriting economics separately inspectable.
11 min Python + TypeScriptAdvanced
03

Fundamental Analysis and Valuation / Sector-Specific Equity Scoring

REIT Fundamental Score

Build a transparent equity-REIT score that labels every non-GAAP bridge and never presents package AFFO as a standardized measure.
10 min Python + TypeScriptAdvanced
04

Fundamental Analysis and Valuation / Sector-Specific Equity Scoring

Utility Fundamental Score

Create a regulated-utility score that connects accounting evidence to ratemaking economics without treating an allowed return as guaranteed earnings.
11 min Python + TypeScriptAdvanced
05

Fundamental Analysis and Valuation / Sector-Specific Equity Scoring

Early-Stage Liquidity and Runway Score

Build a transparent runway sensitivity that preserves the monthly cash-flow path and labels nonburning, short-window, and negative-liquidity states.
11 min Python + TypeScriptAdvanced
06

Fundamental Analysis and Valuation / Sector-Specific Equity Scoring

Holding-Company Look-Through Score

Build a holding-company score around an attributable stake ledger and a visible parent bridge from gross asset value to NAV.
11 min Python + TypeScriptAdvanced
07

Fundamental Analysis and Valuation / Sector-Specific Equity Scoring

Sector-Specific Weight Calibration

Calibrate a candidate weight vector with a frozen temporal split, compare Brier losses, and retain the base vector whenever holdout performance does not improve.
12 min Python + TypeScriptAdvanced
08

Fundamental Analysis and Valuation / Sector-Specific Equity Scoring

Unsupported-Scope and Coverage Decision

Create a deterministic coverage gate that checks sector support, framework identity, required fields, knowledge dates, and staleness before selecting a stable model ID.
11 min Python + TypeScriptAdvanced

Territory coverage

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The published builds above are the released slice of this map. Every subject below belongs to this territory's charter.

Ratio normalizationDuPont analysisDCFFCFF/FCFEWACCreverse DCFSOTPtransaction valuationvaluation sensitivityearnings qualityaccrual and distress models