XBRL-grounded inputs with provenance
Cash, debt, shares outstanding, FCF — every input pulled from EDGAR XBRL with a clickable trail to the source filing. No model-generated numbers anywhere.
All use cases
Reverse-DCFLive in portal
Valuation Engine
Reverse-DCF valuations with XBRL-grounded inputs and provenance on every number. Edit any assumption; see the implied growth back out.
Most DCF models ask you to forecast a 10-year revenue trajectory and pretend you know what you're doing. Reverse-DCF inverts the problem: given today's price, what growth rate is the market already pricing in? Our engine solves that backwards from XBRL-grounded financial inputs — and routes financials, REITs, and banks through sector-appropriate identities (ROE growth, AFFO growth, dividend growth) instead of forcing them all through a one-size-fits-all FCF model.
What makes it different: Sector-equivalent inversions: financials get implied ROE growth, REITs get implied AFFO growth, banks get implied dividend growth. Excel export.
What it does
Capabilities
Sector-equivalent inversion
Financials → implied ROE growth. REITs → implied AFFO growth. Banks → implied dividend growth. Insurance → implied book-value growth. The math matches the business.
Gap-17 multi-stage fade
Most reverse-DCFs use a flat growth assumption forever. Ours fades growth through 3 stages with sector-appropriate exit multiples — closer to how analysts actually model.
Editable assumptions + Excel export
Edit any input; the model recomputes the implied growth in real time. Export the full workbook as XLSX for committee review.
How it works
Input → output
Input
JPM · JPMorgan Chase (sector: Banks)
- 1Pull last 4 quarters from EDGAR XBRL — book value, dividends paid, payout ratio
- 2Route through Bank inversion: solve for implied dividend growth at current price
- 3Apply Gap-17 fade: stage 1 (3-5y near term), stage 2 (5-10y mid term), stage 3 (terminal)
- 4Compute implied growth vs. analyst consensus vs. historical average for the bank
- 5Surface verdict: 'priced for X% growth — vs. analyst median of Y%, 10y trailing average of Z%'
Output
Editable input grid + implied-growth output + 'cheap / fair / rich' verdict + Excel export button.
Output preview
portal · live
JPM
JPMorgan Chase · sector: Banks
Reverse-DCF · Bank inversion
Inputs (XBRL-grounded · click to trace)
Book value/share
$94.50
Dividend/share
$4.20
Payout ratio
29%
Cost of equity
9.5%
Implied dividend growth · solved at current price
5.8% / yr
stage 1 (5y) → 5.8% · stage 2 (10y) → fade to 3.5% · terminal: 3.0%
Analyst median
6.2%
10y trailing avg
5.4%
Verdict
Fair value
Source: XBRL · EDGAR
Why this isn't a wrapper
Why most DCFs lie to you
Standard DCF tools ask for inputs they have no business asking for. Reverse-DCF flips the burden of proof.
- No analyst should forecast a 10-year revenue trajectory. The market already has one priced in — your job is to assess whether it's reasonable.
- Sector mismatch is the silent killer of DCF accuracy. A bank's FCF means nothing; its book-value growth is everything.
- Provenance on every input means a committee can challenge a number and trace it back to the filing in 3 clicks. No 'trust me' inputs.
- Output is honest about uncertainty — implied growth shown as a range, not a point estimate.
Want to try it?
Book a 30-minute walk-through. We'll demo a real run on a ticker you pick.