OPEN-SOURCE SCRIPT
Aktualisiert Economic profits (ROIC-WACC)
Fundamental Chart
quantifying a competitive advantage
Economic profits (EP) measures the spread between
a firms return on invested capital and weighted average cost of capital.
Companies that have a positive EP means that the firm generates a higher
return then it cost to raise the capital required for investment.
a company that can maintain a an positive excess EP will see its value
increase as growth increases and vice versa.
EP can be used as a quantitative measure, indicating a durable competitive advantage.
best used as a comparable metric within an industry group.
As in most case when analyzing historic fundamentals, consistency is paramount.
as well as future expectations.
notes on code:
- average TTM ROIC TTM
- Coast of equity uses CAPM
- 6% required rate of return (option to change as desired)
- Value of equity, market value
- Value of debt, book value (due to limitations)
- risk free rate, US10Y
1st published scrip, let me know what you think in the comments.
quantifying a competitive advantage
Economic profits (EP) measures the spread between
a firms return on invested capital and weighted average cost of capital.
Companies that have a positive EP means that the firm generates a higher
return then it cost to raise the capital required for investment.
a company that can maintain a an positive excess EP will see its value
increase as growth increases and vice versa.
EP can be used as a quantitative measure, indicating a durable competitive advantage.
best used as a comparable metric within an industry group.
As in most case when analyzing historic fundamentals, consistency is paramount.
as well as future expectations.
notes on code:
- average TTM ROIC TTM
- Coast of equity uses CAPM
- 6% required rate of return (option to change as desired)
- Value of equity, market value
- Value of debt, book value (due to limitations)
- risk free rate, US10Y
1st published scrip, let me know what you think in the comments.
Versionshinweise
Fundamental Chartquantifying a competitive advantage
Economic profits (EP) measures the spread between
a firms return on invested capital and weighted average cost of capital.
Companies that have a positive EP means that the firm generates a higher
return then it cost to raise the capital required for investment.
a company that can maintain a an positive excess EP will see its value
increase as growth increases and vice versa.
EP can be used as a quantitative measure, indicating a durable competitive advantage.
best used as a comparable metric within an industry group.
As in most case when analyzing historic fundamentals, consistency is paramount.
as well as future expectations.
notes on code:
- average TTM ROIC TTM
- Coast of equity uses CAPM
- 6% required rate of return (option to change as desired)
- Value of equity, market value
- Value of debt, book value (due to limitations)
- risk free rate, US10Y
1st published scrip, let me know what you think in the comments.
Open-source Skript
Ganz im Sinne von TradingView hat dieser Autor sein/ihr Script als Open-Source veröffentlicht. Auf diese Weise können nun auch andere Trader das Script rezensieren und die Funktionalität überprüfen. Vielen Dank an den Autor! Sie können das Script kostenlos verwenden, aber eine Wiederveröffentlichung des Codes unterliegt unseren Hausregeln.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.
Open-source Skript
Ganz im Sinne von TradingView hat dieser Autor sein/ihr Script als Open-Source veröffentlicht. Auf diese Weise können nun auch andere Trader das Script rezensieren und die Funktionalität überprüfen. Vielen Dank an den Autor! Sie können das Script kostenlos verwenden, aber eine Wiederveröffentlichung des Codes unterliegt unseren Hausregeln.
Haftungsausschluss
Die Informationen und Veröffentlichungen sind nicht als Finanz-, Anlage-, Handels- oder andere Arten von Ratschlägen oder Empfehlungen gedacht, die von TradingView bereitgestellt oder gebilligt werden, und stellen diese nicht dar. Lesen Sie mehr in den Nutzungsbedingungen.