Intrinsic Value AnalyzerThe Intrinsic Value Analyzer is an all-in-one valuation tool that automatically calculates the fair value of a stock using industry-standard valuation techniques. It estimates intrinsic value through Discounted Cash Flow (DCF), Enterprise Value to Revenue (EV/REV), Enterprise Value to EBITDA (EV/EBITDA), and Price to Earnings (P/EPS). The model features adjustable parameters and a built-in alert system that notifies investors in real time when valuation multiples reach predefined thresholds. It also includes a comprehensive, color-coded table that compares the company’s historical average growth rates, valuation multiples, and financial ratios with the most recent values, helping investors quickly assess how current values align with historical averages.
The model calculates the historical Compounded Annual Growth Rates (CAGR) and average valuation multiples over the selected Lookback Period. It then projects Revenue, Earnings Before Interest, Taxes, Depreciation, and Amortization (EBITDA), Earnings per Share (EPS), and Free Cash Flow (FCF) for the selected Forecast Period and discounts their future values back to the present using the Weighted Average Cost of Capital (WACC) or the Cost of Equity. By default, the model automatically applies the historical averages displayed in the table as the growth forecasts and target multiples. These assumptions can be modified in the menu by entering custom REV-G, EBITDA-G, EPS-G, and FCF-G growth forecasts, as well as EV/REV, EV/EBITDA, and P/EPS target multiples. When new input values are entered, the model recalculates the fair value in real time, allowing users to see how changes in these assumptions affect the company’s fair value.
DCF = (Sum of (FCF × (1 + FCF-G) ^ t ÷ (1 + WACC) ^ t) for each year t until Forecast Period + ((FCF × (1 + FCF-G) ^ Forecast Period × (1 + LT Growth)) ÷ ((WACC - LT Growth) × (1 + WACC) ^ Forecast Period)) + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding
EV/REV = ((Revenue × (1 + REV-G) ^ Forecast Period × EV/REV Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding
EV/EBITDA = ((EBITDA × (1 + EBITDA-G) ^ Forecast Period × EV/EBITDA Target) ÷ (1 + WACC) ^ Forecast Period + Cash - Debt - Preferred Equity - Minority Interest) ÷ Shares Outstanding
P/EPS = (EPS × (1 + EPS-G) ^ Forecast Period × P/EPS Target) ÷ (1 + Cost of Equity) ^ Forecast Period
The discounted one-year average analyst price target (1Y PT) is also displayed alongside the valuation labels to provide an overview of consensus estimates. For the DCF model, the terminal long-term FCF growth rate (LT Growth) is based on the selected country to reflect expected long-term nominal GDP growth and can be modified in the menu. For metrics involving FCF, users can choose between reported FCF, calculated as Cash From Operations (CFO) - Capital Expenditures (CAPEX), or standardized FCF, calculated as Earnings Before Interest and Taxes (EBIT) × (1 - Average Tax Rate) + Depreciation and Amortization - Change in Net Working Capital - CAPEX. Historical average values displayed in the left column of the table are based on Fiscal Year (FY) data, while the latest values in the right column use the most recent Trailing Twelve Month (TTM) or Fiscal Quarter (FQ) data. The indicator displays color-coded price labels for each fair value estimate, showing the percentage upside or downside from the current price. Green indicates undervaluation, while red indicates overvaluation. The table follows a separate color logic:
REV-G, EBITDA-G, EPS-G, FCF-G = Green indicates positive annual growth when the CAGR is positive. Red indicates negative annual growth when the CAGR is negative.
EV/REV = Green indicates undervaluation when EV/REV ÷ REV-G is below 1. Red indicates overvaluation when EV/REV ÷ REV-G is above 2. Gray indicates fair value.
EV/EBITDA = Green indicates undervaluation when EV/EBITDA ÷ EBITDA-G is below 1. Red indicates overvaluation when EV/EBITDA ÷ EBITDA-G is above 2. Gray indicates fair value.
P/EPS = Green indicates undervaluation when P/EPS ÷ EPS-G is below 1. Red indicates overvaluation when P/EPS ÷ EPS-G is above 2. Gray indicates fair value.
EBITDA% = Green indicates profitable operations when the EBITDA margin is positive. Red indicates unprofitable operations when the EBITDA margin is negative.
FCF% = Green indicates strong cash conversion when FCF/EBITDA > 50%. Red indicates unsustainable FCF when FCF/EBITDA is negative. Gray indicates normal cash conversion.
ROIC = Green indicates value creation when ROIC > WACC. Red indicates value destruction when ROIC is negative. Gray indicates positive but insufficient returns.
ND/EBITDA = Green indicates low leverage when ND/EBITDA is below 1. Red indicates high leverage when ND/EBITDA is above 3. Gray indicates moderate leverage.
YIELD = Green indicates positive shareholder return when Shareholder Yield > 1%. Red indicates negative shareholder return when Shareholder Yield < -1%.
The Return on Invested Capital (ROIC) is calculated as EBIT × (1 - Average Tax Rate) ÷ (Average Debt + Average Equity - Average Cash). Shareholder Yield (YIELD) is calculated as the CAGR of Dividend Yield - Change in Shares Outstanding. The Weighted Average Cost of Capital (WACC) is displayed at the top left of the table and is derived from the current Market Cap (MC), Debt, Cost of Equity, and Cost of Debt. The Cost of Equity is calculated using the Equity Beta, Index Return, and Risk-Free Rate, which are based on the selected country. The Equity Beta (β) is calculated as the 5-year Blume-adjusted beta between the weekly logarithmic returns of the underlying stock and the selected country’s stock market index. For accurate calculations, it is recommended to use the stock ticker listed on the primary exchange corresponding to the company’s main index.
Cost of Debt = (Interest Expense on Debt ÷ Average Debt) × (1 - Average Tax Rate)
Cost of Equity = Risk-Free Rate + Equity Beta (β) × (Index Return - Risk-Free Rate)
WACC = (MC ÷ (MC + Debt)) × Cost of Equity + (Debt ÷ (MC + Debt)) × Cost of Debt
This indicator works best for operationally stable and profitable companies that are primarily valued based on fundamentals rather than speculative growth, such as those in the industrial, consumer, technology, and healthcare sectors. It is less suitable for early-stage, unprofitable, or highly cyclical companies, including energy, real estate, and financial institutions, as these often have irregular cash flows or distorted balance sheets. It is also worth noting that TradingView’s financial data provider, FactSet, standardizes financial data from official company filings to align with a consistent accounting framework. While this improves comparability across companies, industries, and countries, it may also result in differences from officially reported figures.
In summary, the Intrinsic Value Analyzer is a comprehensive valuation tool designed to help long-term investors estimate a company’s fair value while comparing historical averages with the latest values. Fair value estimates are driven by growth forecasts, target multiples, and discount rates, and should always be interpreted within the context of the underlying assumptions. By default, the model applies historical averages and current discount rates, which may not accurately reflect future conditions. Investors are therefore encouraged to adjust inputs in the menu to better understand how changes in these key assumptions influence the company’s fair value.
Financials
Financial Change % Table - ToluFinancial Change % Table which includes revenue , operating profit and earning per share . compares the financial data with previous quarter QoQ and previous year YoY . and shows the change in %.
TradingView Financial Data ViewerTrading view provides request.security function to view the financial information of a script. The available sets of data is documented on below link
www.tradingview.com
The problem is there is no easy way to view this data as there are limitations to the # of unique requests that can be made. The limit is 40 for general paid accounts. So its makes it impossible to view the data in case you are looking to build a plugin related to some financial analysis.
So I came up with this trading view plugin which based on the documentation bifurcates the values available in the FQ, TTM and FY periods. Then you can select which period you would like to see. How many values you want to see at a time. And then next set of data can be viewed by increasing the Set # from 1 to which ever number keeps giving you the data.
Notes:
This is a data view only indicator and it will only display the latest data available for which quarter was there.
In case you want to view past data then you should go to replay mode and cut to the relative earning tags where you want to view the data
This is again for educational or study purpose only and is majorly helpful for those who want to create indicators based on Trading view supported financials and want to view what values are given for specific financial ids
The documentation reference and source of the plugin can be checked
PE Ratio Intrinsic ValueThe "Median PE Ratio and Intrinsic Value" indicator is designed for traders and investors who wish to evaluate the intrinsic value of a stock based on a comparative analysis of Price-to-Earnings (PE) ratios across multiple stocks. This tool not only provides insights into whether a stock is undervalued or overvalued but also allows you to visualize the intrinsic value directly on the chart.
Comparison Across Multiple Stocks:
This indicator calculates the PE ratio for up to five different stocks, allowing you to compare the target stock's valuation against four other same sector companies. By default, the stocks included are Apple (AAPL), Google (GOOG), Microsoft (MSFT), and Amazon (AMZN), but you can customize these symbols to fit your analysis needs.
Dynamic PE Ratio Calculation:
The indicator calculates the PE ratio for each stock by dividing the current price by the earnings per share (EPS). The EPS data is retrieved based on the selected period, which can be one of the following:
FY (Fiscal Year)
FH (Fiscal Half-Year)
FQ (Fiscal Quarter)
TTM (Trailing Twelve Months)
You can easily switch between these periods using the provided input options, enabling a more customized analysis based on your preferred financial timeframe.
Once the PE ratios for the selected stocks are computed, the indicator calculates the average PE ratio. The average value is a robust measure that reduces the influence of outliers and provides a balanced view of market valuation.
The intrinsic value of the stock on the chart is calculated by multiplying its EPS by the median PE ratio of the selected stocks. This gives you an estimate of what the stock should be worth if it were to trade at a fair valuation relative to the chosen peers.
The intrinsic value is plotted directly on the price chart as a step line with breaks. This step line style is chosen to represent changes in intrinsic value clearly, with breaks indicating periods where the calculated value is not valid (e.g., negative intrinsic value). Only positive intrinsic values are displayed, helping you focus on meaningful data.
You can easily customize the stocks analyzed by entering the ticker symbols of your choice. Additionally, the indicator allows you to adjust the timeframe for EPS data, giving you flexibility depending on whether you are focused on long-term trends or shorter financial periods.
How to Use:
Compare the current stock price to the plotted intrinsic value. If the current price is below the intrinsic value, the stock may be undervalued. Conversely, if the price is above the intrinsic value, the stock might be overvalued. By comparing your stock against major market players, you can gauge whether it's trading at a premium or discount relative to other key companies in the sector. Use the period selection (FY, FQ, TTM) to adapt your analysis to different market conditions or earnings cycles, giving you more control over your valuation assessment.
Ideal For:
Long-term Investors looking to assess the intrinsic value of a stock based on comparative analysis.
Fundamental Analysts who want to combine multiple stocks' PE ratios to estimate a fair valuation.
Value Investors interested in finding undervalued opportunities by comparing the market price to intrinsic value.
Grayscale GSOL Solana Financials [NeoButane]This script shows Grayscale's GSOL financials based on the information from their website. Investors and traders like to use financials when making the decision to buy, sell, or hold.
►Usage
This script is specific to GSOL. Investors and traders use financials when making the decision to buy, sell, or hold. How one interprets financials is up to the individual. For example, investors who believe a Solana ETF is coming soon can view the "% Discount / Premium to NAV", which is currently over 600%, and decide not to buy because the premium would collapse if an ETF began trading.
►Configuration
Data select the data you'd like to display.
Show Highest label show the highest value of the entire data set.
Line Color an expression of self.
Extrapolate Data Using Average or Last Known Value Shows a line beyond the dataset, using the average of all past data or the last data point to predict newer data. % Discount / Premium to NAV, Share Premium, and SOL Per Share are supported.
→Data retrieved from Grayscale
AUM assets under management.
NAV net asset value.
Market Price market price of GSOL.
Shares Outstanding number of shares held in the open market.
→Data retrieved from Grayscale, modified by me
% Discount / Premium to NAV the % away NAV is from the market price of GSOL.
Formula: (GSOL - NAV) / NAV
Share Premium the actual $ premium of GSOL to its NAV.
Formula: GSOL - NAV
SOL Per Share the amount of SOL 1 share of GSOL can redeem. This is derived using Kraken's SOLUSD daily close prices.
Formula: Kraken's SOLUSD / NAV
SOL Price Using Market Price Premium the price of SOL if GSOL's market price was "correct" and the SOL Per Share ratio remained the same.
Formula: GSOL / SOL Per Share
►How this works
Grayscale has a spreadsheet of historical data available on their GSOL page. Since financials are not available for OTC:GSOL, I placed all the data into arrays to emulate a symbol's price (y) coordinates. UNIX time for each day, also in an array, is used as the time (x) coordinates. The UNIX arrays and data arrays are then looped to plot as lines, with data y2 being the next data point, making it appear as a continuous line.
Grayscale's GSOL was downloaded spreadsheet and opened in Excel. SOLUSD prices were exported using TradingView export function. The output of information was pasted into Pine Script. For matching up Kraken's SOLUSD prices to each Grayscale's data since GSOL does not trade daily, dates were converted to UNIX and matched with xlookup(). A library or seed will be used in the future for updating.
References
Data retrieved from Grayscale's website 2024/08/04.
www.grayscale.com
Quantity of Solana held by the trust can be seen in their filings. Ctrl + F "Quantity of
SOL "
www.grayscale.com
Q1 2024: www.grayscale.com
The high premium can partly be explained by private placement currently being closed. This means private sales can't dilute share value.
www.etf.com
Financials - Quick OverviewThis unique indicator is designed to provide traders and investors with a concise yet comprehensive view of a company's financial health and sector classification. It features an intuitive table displayed prominently on the chart, offering a blend of essential company information and key financial metrics. This tool is ideal for those looking to integrate fundamental analysis into their technical trading strategy.
Key Features:
Company Sector Information: Get a quick glimpse of the company's industry sector, aiding in understanding its market position and comparative performance within its industry.
Financial Overview: The table includes vital financial data such as Earnings and Sales, providing insights into the company's revenue and profitability.
Growth Metrics: Track both quarter-over-quarter (QoQ) and year-over-year (YoY) growth, offering a dynamic view of the company's performance over time.
Operating Margin Percentage (OPM%): Understand the efficiency of the company's operations with the OPM%, which indicates the proportion of revenue that remains after paying for variable costs of production.
Price-to-Earnings (PE) Ratio: Assess the company's stock value relative to its earnings, an essential metric for valuation and comparative analysis within the sector.
Usage: This indicator is particularly useful for investors and traders who incorporate fundamental analysis into their decision-making process. By providing key financial data directly on the chart, it allows for a more integrated approach to technical and fundamental analysis. The indicator is designed to be straightforward and easy to interpret, making it suitable for both seasoned investors and those new to financial analysis.
Financial Radar Chart by zdmreRadar chart is often used when you want to display data across several unique dimensions. Although there are exceptions, these dimensions are usually quantitative, and typically range from zero to a maximum value. Each dimension’s range is normalized to one another, so that when we draw our spider chart, the length of a line from zero to a dimension’s maximum value will be the similar for every dimension.
This Charts are useful for seeing which variables are scoring high or low within a dataset, making them ideal for displaying performance.
How is the score formed?
Debt Paying Ability
if Debt_to_Equity < %10 : 100
elif < 20% : 90
elif < 30% : 80
elif < 40% : 70
elif < 50% : 60
elif < 60% : 50
elif < 70% : 40
elif < 80% : 30
elif < 90% : 20
elif < 100% : 10
else: 0
ROIC
if Return_on_Invested_Capital > %50 : 100
elif > 40% : 90
elif > 30% : 80
elif > 20% : 70
elif > 10% : 50
elif > 5% : 20
else: 0
ROE
if Return_on_Equity > %50 : 100
elif > 40% : 90
elif > 30% : 80
elif > 20% : 70
elif > 10% : 50
elif > 5% : 20
else: 0
Operating Ability
if Operating_Margin > %50 : 100
elif > 30% : 90
elif > 20% : 80
elif > 15% : 60
elif > 10% : 40
elif > 0 : 20
else: 0
EV/EBITDA
if Enterprise_Value_to_EBITDA < 3 : 100
elif < 5 : 80
elif < 7 : 70
elif < 8 : 60
elif < 10 : 40
elif < 12 : 20
else: 0
FREE CASH Ability
if Price_to_Free_Cash_Flow < 5 : 100
elif < 7 : 90
elif < 10 : 80
elif < 16 : 60
elif < 18 : 50
elif < 20 : 40
elif < 22 : 30
elif < 30 : 20
elif < 40 : 15
elif < 50 : 10
elif < 60 : 5
else: 0
GROWTH Ability
if Revenue_One_Year_Growth > %20 : 100
elif > 16% : 90
elif > 14% : 80
elif > 12% : 70
elif > 10% : 50
elif > 7% : 40
elif > 4% : 30
elif > 2% : 20
elif > 0 : 10
else: 0
Custom Group Financials [Technimentals]This script allows the user to build custom groups and combine the same financial data from 40 different symbols simultaneously and plot it data as a total or as an average.
By default, the top 40 symbols in the QQQ are used. Between them they account for the majority of the index. This is a good workaround for the lack of ETF financial data in TradingView.
This functions much like any other financial indicator. You choose the financial data and period:
FY = Financial Year
FQ = Financial Quarter
TTM = Trailing Twelve Months
Bare in mind that some data only exists in FY data.
Thanks to @LucF for writing most of this code!
Enjoy!
Stock Comparison to S&P 500This indicator, "Stock Comparison to S&P 500," is designed to help traders compare the financial health and valuation of a chosen stock to the S&P 500 index. It compares several key financial metrics of the stock to the corresponding metrics of the S&P 500, including earnings growth, price-to-earnings ratio, price-to-book ratio, and price-to-sales ratio.
The indicator calculates the differences between each metric of the selected stock and the S&P 500, and then weights them using a formula that takes into account the importance of each metric. The resulting value represents the overall comparison between the stock and the S&P 500.
The indicator also displays the differences between the individual metrics in separate plots, allowing traders to see how each metric contributes to the overall comparison. Additionally, it colors the plots green if the selected stock is performing better than the S&P 500 in a particular metric and red if it's performing worse.
Traders can use this indicator to gain insight into the relative financial health and valuation of a selected stock compared to the S&P 500 index, which can help inform their trading decisions.
IOFin F-Score by zdmre🗣The IOFin F-Score is a discrete score between zero and ten that reflects ten criteria used to determine the strength of a firm's financial position.
🗣It is used to determine the best value stocks, with ten being the best and zero being the worst.
The IOFin F-Score broken down into the following categories:
Profitability
Equity, cash flow, liquidity, and source of funds
Operating efficiency
Criteria Include:
Price to book (P/B) lower than 3 (1 point)
Debt to Equity (D/E) lower than 0.5 (1 point)
Price to FreeCashFlow (P/FCF) equal to or lower than 20 (1 point)
Peg Ratio lower than 1 (1 point)
Sustainable Growth Rate higher than 0.3 (1 point)
Return on Assets (ROIC) higher than 0.07 (1 point)
Return on Equity (ROE) higher than 0.3 (1 point)
EnterpriseValue/Ebitda lower than 10 (1 point)
Quick Ratio equal to or higher than 1 (1 point)
Operating Margin higher than 0.15 (1 point)
Financials - Comparing CompaniesHello All
For a while I have been working on this indicator to compare financials of the companies and sort them accordingly. Finally I completed and published it. I preferred using new object type feature in Pine language™ and I hope it might be an example and helpful for the developers.
First of all, as we have limitation on security calls, the indicator can get and compare financials for 5 companies only. also Chart time frame must be 1Day or higher! ( I recommend 1Day time frame ). if not then the indicator stops and shows the error message: "Please set the time frame 1Day or higher" . More important than others: You should choose the companies from the same sector! Compare apples to apples :)
The Financials in the indicator:
Earnings Per Share
Price to Earnings Ratio
Price to Sales Ratio
Price to Book Ratio
Profit Margin
Dept to Equity
Current Ratio
Market Capitalization
Also more information shown for each stocks:
Closing Price, sets the color accordingly
2 Simple/Exponential moving average, you can set the length, also it checks if it is rising/falling and sets the color accordingly
Volume info
Average volume (20 days), you can set the period
Currency for each security
Lets see some features in it:
it sorts the companies according to the financials:
If you move the mouse onto any header then it shows explanation about the financial:
You can change location and text size:
You can set the type of Moving averages as SMA or EMA and you can also set the length for both . Headers for both are changed automatically by MA type and length
Colors for Closing price and MA cells are set automatically:
For new Objects in Pine language click here
P.S. You can use this indicator while analyzing the financials of the companies in same sector/industry. So please don't ask for the alerts :)
Enjoy!
Financial Data Spreadsheet [By MUQWISHI]The Financial Data Spreadsheet indicator displays tables in the form of a spreadsheet containing a set of selected financial performances of a company within the most recent reported period. Analyzing Financial data is one of the classic methods to evaluate whether the company’s stock price is overvalued or undervalued based on its income statement, balance sheet, and cash flow statement. This indicator might be practical to investors to collect needed data of a company to analyze and compare it with other companies on a TradingView chart or print it in spreadsheet form.
█ OVERVIEW
█ BEST PRACTICES
Due to strict limitations on calling request.financial() function, I tried to develop the table with the best ways to be more dynamic to move and the ability to join multiple tables into a spreadsheet. Users can add up to 20 instruments and 2 financial metrics per table. However, it’s possible to add many tables with other financial metrics, then connect them to the main table.
Credits: The idea of joining multiple tables inspired by @QuantNomad Screener for 40+ instruments
█ INDICATOR SETTINGS
1- Moving Table toward right-left up-down from its origin.
2- Hiding Column Title checkmark. Useful for adding a joined table underneath with additional instruments.
3- Hiding Instruments Title checkmark. Useful for adding a joined table on the right with other financial metrics.
4- Shade Alternate Rows checkmark. I believe it’ll make the table easier to read.
5- Selecting Financial Period. (Year, Quarter).
6- Entering a currency.
7- Choosing a financial ID for each column. There’re over 200 financial IDs. Source: What financial data is available in Pine? — TradingView
8- Optional to highlight values in between.
9- Entering the ticker’s symbol with the ability to activate/deactivate.
█ TIP
For best technical performance, use the indicator in a 1D timeframe.
Please let me know if you have any questions.
Thank you.
ILM COT Financial Table - CFTCUse this indicator on Daily Timeframe
Please refer to the below link for CFTC Financials
www.cftc.gov
This script shows the Financial COT for the respective instrument by deriving the CFTC code.
Option is provided to override the CFTC code
User can also configure the historical CFTC data view
The script calculates the Long% vs Short% for various categories (Dealers/Asset Managers/Leveraged Funds/Other Reportables) and color codes the column appropriately.
The goal of this script is to show all the financial CFTC data on a single page to digest the data better in a tabular form
Fixed the default TradingView Library which has some errors with CFTC code mapping.
For example, SPX CFTC Code #13874+ which is the most important one where big players take positions is not there in the default Library.
EPS Surprise (Working)Plots the EPS surprise between reported and estimate.
* This is a working version of the old EPS Surprise indicator here that seems to have been abandoned.
Financials Info by zdmreFundamentals provide a method to set the financial value of a company, security, or currency. Included in fundamental analysis is basic qualitative and quantitative information that contributes to the asset's financial or economic well-being. Macroeconomic fundamentals include topics that affect an economy at large. Microeconomic fundamentals focus on the activities within smaller segments of the economy. For businesses, information such as profitability, revenue, assets, liabilities, and growth potential are considered fundamentals
!!! When you change the values in the filter, you will see that the colors in the table change.
!!! Intrinsic Value Explained
There is no universal standard for calculating the intrinsic value of a company. The formula here is a partially differentiated version of the Ben Graham formula.
Formula;
Intrinsic value = Earning Per Share * MultiplierbySpecialRate * AveragePricetoEarnings * Power(Multiplier by SpecialRate, DiscountYear) * USMoneySupply2 / Power((1 + DiscountRate), DiscountYear) * USMoneySupply0
[blackcat] L3 Financial Minesweeper: Altman Z ScoreLevel: 3
Background
The Altman Z-score is the output of a credit-strength test that gauges a publicly traded manufacturing company's likelihood of bankruptcy. The Altman Z-score is a formula for determining whether a company, notably in the manufacturing space, is headed for bankruptcy.
Function
The possibility of financial failure or bankruptcy of the enterprise is analyzed and predicted through the comprehensive score. The lower the Z value, the more likely the enterprise will go bankrupt. By calculating the Z value of an enterprise for several consecutive years, we can find out whether the enterprise has signs of financial crisis. Generally speaking, when the Z value is greater than 2.675, it indicates that the financial situation of the enterprise is good, and the possibility of bankruptcy is small; When the value is less than 1.81, it indicates that the enterprise is in a potential bankruptcy crisis; when the Z value is between 1.81 and 2.675, it is called a "gray area, indicating that the financial situation of the enterprise is extremely unstable.
Remarks
STOCKs ONLY which require financial data.
X1~X5 coefficients can be customized for different stock markets.
Compared to TradingView official Altman Z-Score Indicator.
Feedbacks are appreciated.
Key Financials A simple table with up to 9 key financials on your chart.
Simple, easy and configurable.
Income Ratio■ Income Statement Ratio
This script will provide how distribution of income statement of a comany is.
it also allows us to see a clear picture how the business of a company develop.
For example TESLA.
in term of value, its revenue is 13,757K in the last quarter and it seam to be stable.
while the cost of goods sold (COGS) also increase.
In term of percent, it shows that the gross profit margin is growing up as well as net profit margin.
moreover, depreciation and amortization has declined as well as COGS.
This information like this will help us make a better trading plan.
■ Idea.
1. Each items such as Cost of Goods Sold, Gross Profit will be divided by total revenue.
2. 2 types of data after calculation, Value in Million and Percent by comparing with "Total Revenue".
■ How to use it.
In the menu, you can select the type of data to show
1. Select data type, it is available in Value in Million and Percent.
2. Select the financial period : FY for Financial Year and FQ for Financial Quarter.
Enjoy.
Silen's Financials Fair ValueIt is finally here! 🔥 My 3rd and most important script in my Financial series! 🚀
Ever imagined to see all fundamentals (or many that is) combined into one indicator that is right on your chart, showing you how your favorite stock is trading compared to its fundamentals?
Well, here is your answer! 📡
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This script shows you my own personal interpretation of fair value, based solely on the financial fundamentals of a company compared to market averages.
I don't believe that certain sectors of the market should be priced higher than others. If you look at historical data you'll see that favored sectors always rotate - placing insanely high P/E multiples on some sectors. Once they are "out" and people rotate away from those sectors you're left with nothing but the naked fundamentals that matter. So, you'll see many companies, that have been doing well on paper, see their share price decline by 70-90% for no other reasons than people favoring other sectors.
That's why it's even more important to focus on fair value that is solely fundamentals-based. Know when your stock gets to expensive. 🤯
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To give you some examples:
- Most Megacaps trade at historically high valuations, several times my fair value. Those include AAPL, MSFT, NVDA, AMZN, TSLA, JPM, TSM, V and so on. And no, in the past they partially traded below (my) fair value.
- Most Cybersecurity / Cloud companies are trading at truly massive multiples of my fair value. (NET, DDOG, etc)
- Many Smallcaps & Midcaps are trading several multiples (OESX, CODX, QFIN) below my fair value. And no, in the past they partially traded above (my) fair value.
Ok, so much about the market. You ultimately decide how much you want to orientate on fair value. 👨🏫
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This fair value indicator (purple line):
Takes the P/E rate of the company and compares it to the market (50% weight)
Takes the P/S rate of the company and compares it to the market (50% weight)
Then adds boni and mali f or debt/equity rates and debt and equity itself
Also looks at past growth and calculates future P/E and P/S rates which adds , in some cases, value to the fair value (green line)
Also compares how historical valuations have behaved compared to fair value and simulates a fair value guideline (dark blue line)
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This script is part 3️⃣ of a series of indicators that work well together.
Script 1️⃣ of the series is:
P/E & P/S Rates
Script 2️⃣ of the series is:
Debt & Equity
If you use all 3 scripts together it will look like this, giving you truly deep and simple information about the fundamentals of a company:
Example 1 - AMD
Example 2 - HZO
Example 3 - APPS
I hope this script makes your investing and stock picks a lot easier! 🔆💹🕗
Disclaimer: Fair value is always subjective. There are many different approaches to fair value. This one is only my personal interpretation.
Disclaimer 2: This script works only for the Day-Timeframe.
Disclaimer 3: This script uses 17,5 P/E and 3,0 P/S as market averages. The actual average keeps changing but, historically speaking, these seemed to be good numbers.
Feel free to share your thoughts and feedback! 🙃
Financial Statement Indicator by zdmreKnowing how to work with the datas in a company's financial statements is an essential skill for stock investors. The meaningful interpretation and analysis of balance sheets, income statements, and cash flow statements to discern a company's investment qualities is the basis for smart investment choices.
You can access to the financials tables of the companies as a summary with this indicator.
3 Tables;
Income Statement Table:
Revenue
Net Profit
EPS
EPS-D
P/E
Balance Sheet Table:
Current Asset
Total Asset
Total Equity
Book Value per Share
Total Debt
Debt/Equity
Statistics & Cash Flow Table:
Return On Equity
Return On Asset
Return On Invested Capital
Quick Ratio
Free Cash Flow
Silen's Financials Debt & EquityThis Script shows Debt (red) & Equity (green), as well as Total Equity and Net Income in a preformatted way for a symbol. Total revenue's and Net income's visibility is turned off by default and can be activated in the indicator settings. 🍳
Disclaimer: Any content in this script can be completely replicated by using Tradingview's Build-In Financial Indicators: Total debt, Total equity, Net income and Total revenue. It requires a lot of formatting work to get them to this state though. 👌
However, you are going to need 4 Financial Indicators clogging 🚽 your screen. With this indicator you have them preformatted as an overlay on your chart so you know exactly what's going on with your ticker's financials. 💰
I recommend only using Debt & Equity OR Total Equity & Net Income together. Although displaying all 4 indicators together is possible, it will make your chart quite messy.
This is how the indicator looks like for Total equity and Net Income:
This Script (2) is part of a Series that will contain 3 scripts to help you easily evaluate if a stock is trading in harmony with its fundamentals or not. ☯
Script 1 already exists:
Script 3 will be a Fair Value Indicator. 📣
Script 1 and 2 combined will look like this: 🌄
If you have any questions, let me know! 🙂
MathFinancialAbsoluteRiskMeasuresLibrary "MathFinancialAbsoluteRiskMeasures"
Financial Absolute Risk Measures.
gain_stdev(sample) Standard deviation of gains in a data sample.
Parameters:
sample : float array, data sample.
Returns: float.
loss_stdev(sample) Standard deviation of losses in a data sample.
Parameters:
sample : float array, data sample.
Returns: float.
downside_stdev(sample, minimal_acceptable_return) Downside standard deviation in a data sample.
Parameters:
sample : float array, data sample.
minimal_acceptable_return : float, minimum gain value.
Returns: float.
semi_stdev(sample) Standard deviation of less than average returns in a data sample.
Parameters:
sample : float array, data sample.
Returns: float.
gain_loss_ratio(sample) ratio of average gains of average losses in a data sample.
Parameters:
sample : float array, data sample.
Returns: float.
compound_risk_score(source, length) Compound Risk Score
Parameters:
source : float, input data, default=close.
length : int, period of observation, default=12)
Returns: float.
Silen's Financials P/E & P/S[x10] RatesThis script aims to give a better visualization of P/E and P/S rates compared to the build-in "Price to earnings ratio" and "Price to sales ratio" in the "Financials" Section of Tradingview. For those of you don't know, those rates compare earnings and sales with your share price in regard to market cap and outstanding shares.
The scripts differs to the build-in versions in the following points:
- P/E & P/S rates are combined in one indicator
- Negative P/E rates are displayed better: Positive P/E rates are green, Negative P/E rates are red
- For visualization reasons, the indicator will cap positive and negative P/E rates at 100. (P/E rates above those levels are not siginificant either way)
- P/E & P/S rate are directly displayed on the graph
- Both P/E and P/S rates are combined on one left scale
- For visualization reasons, P/S rate is showing 10x the actual P/S rate. Using the standard P/S rate would result in hard-to-recognize changes of the P/S line.
To sum up:
- Positive P/E rates are green
- Negative P/E rate are red
- P/S rates are multiplied by 1 0
- P/S rates are yellow
How to use P/E and P/S rates:
The US market average for P/E rates is roughly ~18 in the US right now (10/2022) while the market average for P/S rates is roughly ~3 in the US. Note that average P/E and P/S can change when the market situation changes.
P/E and P/S rates help you value your stock better and help you decide whether your stock is undervalued or overvalued compared to the market or the industry when it comes to earnings and sales. If you compare to Market averages, a positive P/E of less than 18 means that your stock is likely unvervalued. A P/S rate below 3 (30 in the chart!) means that your stock is likely undervalued as well. If your stock shows rates above those, it is likely that it is overvalued compared to market averages.
Please note that P/E and P/S rates are not the only factors that make up a stock valuation. Valuations are complex and subjective.
A positive P/E rate also means that your company is profitable.
A Negative P/E rate means that your company is unprofitable.
If you have any questions or feedback let me know!
Disclaimer: This script doesn't show the actual P/S rate. It shows the P/S rate multiplied by 10, due to visualization issues. Positive P/E Rates above 100 are displayed as 100. Positive P/E rates are green, Negative P/E rates are red and multiplied by -1.
Disclaimer2: @Tradingview_Team: I couldn't find the right category for this script but categories are mandatory. I assume that "Breadth Indicators" is still the closest there is. Please let me know if you want me to change the category.
Disclaimer3: For visualization, the opacity of the displayed image is 70%. The standard opacity for the P/E and P/S lines is 50% and can be changed in the indicator settings. I found this setting more useful when working together with other indicators on the same chart
Disclaimer4: Earnings Per Share, Total Revenue used are TTM. Total Shares Outstanding used are FQ.
