Financial Data — auto-loaded where available, enter manually otherwise

Revenue — up to 5 years (oldest → latest)

FCF — up to 5 years (oldest → latest)

Terminal Value Method

DCF Forward Model

Shareholder Returns — auto-loaded · edit if needed

Div + Buyback yields included in DCF as additional equity return. Shareholder Yield = Div Yield + Buyback Yield (auto-calculated).

↓ Auto-fill from Base scenario

Blank cells inherit the previous year's value. Same capex (5%) and NWC (2% fading) haircuts as the standard model.

Method Weights

Auto-set · adjust manually

Rebuilds the simplified 10-year FCF DCF for every past fiscal year using only data knowable at the time (trailing fundamentals, that year's treasury rate and implied ERP, 90-day 10-K filing lag) and overlays the result on the actual price history.

Methodology: each dot = fair value computed on the as-of date (fiscal year end + 90 days) from trailing data only — no analyst estimates, growth from prior 3–5y revenue CAGR capped at 20%, discount = that fiscal year's average 10Y treasury + β × implied ERP published in January of the as-of year, 2.5% terminal. Share counts are normalized to today's split basis (jump detection) to match the split-adjusted price series. Known residual biases: financials are latest-filed (restatements leak in), β is today's, and the ticker survives to the present. Green = price >15% below model, red = >15% above, amber = within ±15%. Not investment advice.