Sellside Research Engine

Overview

A single-screen research terminal covering DCF and reverse-DCF valuation, football-field charts, multi-factor composite scoring, full risk metrics (VaR, Sharpe, Sortino, drawdown), and NLP-scored management commentary from earnings calls.

The problem

A sell-side initiation note takes days of fragmented work: valuation in Excel, comps in another tab, risk metrics somewhere else, and management tone read by gut feel.

The approach

SEC EDGAR fundamentals and Yahoo Finance market data feed a DCF engine with an inverted reverse-DCF layer that solves for the growth the market is pricing in and compares it to consensus. A five-pillar composite (valuation, growth, quality, momentum, consensus) rolls up to a rating, and OpenAI-powered NLP scores management commentary tone, themes, and risk flags.

Highlights

• ▪Reverse DCF implied-growth sensitivity grid: implied 8.4% vs consensus 11.2% → mispricing flag
• ▪Full risk suite: VaR 95%, CVaR, beta, Sharpe, Sortino, max drawdown, vol regime detection
• ▪NLP management-commentary scoring: tone, guidance extraction, key themes, risk flags
• ▪Football-field valuation chart and multi-factor composite rating out of 100

Stack

SEC EDGAR · Yahoo Finance · OpenAI NLP · React · Recharts