Methodology
How we source, compute, and score the numbers you see on Intrinsiqq.
Data Sources
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.
Quality Score
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.
Dividend Score
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.
DCF Valuation
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.
TTM Calculations
Trailing Twelve Months (TTM) figures represent the most recent 12-month period, assembled from quarterly filings:
- Take the latest annual 10-K and derive Q4 by subtracting Q1 + Q2 + Q3 from the annual total.
- Find any quarters filed after the annual period (new fiscal year quarters).
- Build a sliding 4-quarter window: newer quarters replace the oldest ones.
- Duration metrics (revenue, net income, cash flows) are summed across all 4 quarters.
- Instant metrics(total assets, debt, cash) use the most recent quarter's point-in-time value.
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).
Limitations & Disclaimers
- Not investment advice. Intrinsiqq is a research tool. Nothing shown here constitutes a recommendation to buy, sell, or hold any security.
- Broad-market heuristics. The Quality Score thresholds are designed for a general equity universe. Sector-specific norms (e.g., banks, REITs, utilities) may differ significantly.
- Prices are informational. US prices are real-time intraday and some non-US listings are end-of-day or delayed; in all cases they are provided for analysis, not real-time trading decisions.
- XBRL reporting varies. Companies use different XBRL tags and sometimes switch tags between filings. Our parser tries multiple fallback tags per metric, but occasional gaps or mismatches are possible.
- U.S. focus. The data pipeline is optimized for companies filing with the SEC (10-K / 10-Q). Foreign private issuers filing 20-F are supported but may have fewer quarterly data points.
- No forward estimates. All metrics are based on historical filings. The DCF model uses your manually entered growth assumptions, not analyst consensus.
Changelog
Every change below altered how a number on this site is calculated. We publish them because a scoring method that quietly changes is not a method you can check our past work against.