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LoadingHow we source, compute, and score the numbers you see on Intrinsiqq.
All financial statement data is pulled from the SEC EDGAR XBRL CompanyFacts API, a free, publicly available dataset maintained by the U.S. Securities and Exchange Commission. We parse 10-K (annual) and 10-Q (quarterly) filings directly from the us-gaap taxonomy, with fallbacks for international currencies (EUR, GBP, JPY, etc.).
Stock prices come from Twelve Data, a market data provider. US-listed prices are real-time intraday; some non-US listings update at end of day or with a short delay.
Because every data point originates from official SEC filings, the numbers match what companies report to regulators, not consensus estimates or third-party adjustments.
The Quality Score is a weighted composite (0–100) built from eight fundamental checks. Each check produces a sub-score of 0–100, and the final score is their weighted average:
| Check | Weight | What it rewards |
|---|---|---|
| P/E Ratio | 10% | Lower price-to-earnings (best below 10) |
| P/FCF Ratio | 15% | Lower price-to-free-cash-flow (best below 10) |
| Revenue CAGR (5Y) | 15% | Compound annual revenue growth above 10% |
| FCF CAGR (5Y) | 15% | Compound annual free cash flow growth above 10% |
| Share Dilution | 10% | Declining share count (buybacks) |
| Margin Expansion (3Y) | 15% | Operating margins improving over 3 years |
| Capital Structure | 10% | Low net-debt-to-FCF ratio (best when net cash positive) |
| ROIC | 10% | Return on invested capital above 20% |
CAGR (compound annual growth rate) is calculated as (end / start)^(1/years) - 1. If either the start or end value is zero or negative, the CAGR check returns null and is excluded from the score.
ROIC is computed as NOPAT / (totalDebt + equity - cash) using the effective tax rate from the filing, defaulting to 21% when the rate is outside the 0–50% range.
The Dividend Score evaluates income reliability through three weighted sub-scores:
The final score is the ratio of passed checks to applicable checks, scaled to 0–100. Companies that do not pay dividends receive no dividend score.
The discounted cash flow model is a two-stage FCF model with a terminal value, computed entirely on the client so you can adjust assumptions with sliders.
Base FCF = most recent annual free cash flow
Years 1–5: FCF grows at your chosen near-term rate
Years 6–9: FCF grows at your chosen fade rate
Terminal Value = FCF(yr 9) x (1 + g) / (r - g)
Equity Value = PV(years 1–9) + PV(terminal) + cash - debt
Intrinsic Value = Equity Value / shares outstanding
WACC (discount rate) represents the minimum return an investor demands. A higher discount rate produces a lower intrinsic value — it reflects greater uncertainty. The default is 10%.
Safety marginis the gap between the DCF-derived intrinsic value and the current stock price. A positive margin suggests the stock may be undervalued relative to the model's assumptions. Three scenarios (bull, base, bear) are shown so you can gauge sensitivity.
Trailing Twelve Months (TTM) figures represent the most recent 12-month period, assembled from quarterly filings:
Cash flow TTM uses a cumulative YTD approach for accuracy, because 10-Q cash flow statements report year-to-date figures: TTM = latest YTD + annual - prior year same-quarter YTD.
TTM EPS is computed as TTM net income / latest shares outstanding rather than summing quarterly EPS (which would mix different share counts).