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AutoDCF

AutoDCF is a Python-based tool for performing automated Discounted Cash Flow (DCF) analysis on publicly traded companies. It uses both Free Cash Flow to Firm (FCFF) and Free Cash Flow to Equity (FCFE) methods to calculate intrinsic value per share.

Features

  • Calculates risk-free rate, market risk premium, and beta
  • Estimates growth rate and terminal growth rate
  • Performs DCF analysis using both FCFF and FCFE methods
  • Implements mean reversion technique for growth rates
  • Conducts Monte Carlo simulation for risk analysis

Installation

  1. Clone this repository
  2. Install required dependencies: 
    pip install -r requirements.txt
  3. Set up your API key in the config.py file:

Usage

  1. Set the desired ticker symbol and country in config.py
  2. Run the main script: 
    python src/main.py
  3. View the results in the console output

Configuration

Edit the config.py file to set:

  • API_KEY: Your Financial Modeling Prep API key
  • TICKER: The stock ticker symbol you want to analyze
  • COUNTRY: The country code for GDP data (e.g., "USA")
  • REFRESH: Set to True to fetch new data from APIs, False to use cached data

File Structure

autoDcf/
├── data/
│   ├── financial_data.json
│   ├── ir_data.json
│   ├── balanceSheet_data.json
│   ├── company_data.json
│   ├── income_data.json
│   ├── avg_interest_rates.json
│   ├── cashflow_data.json
│   ├── gdp_data.json
├── src/
│   ├── __init__.py
│   ├── config.py
│   ├── main.py
│   ├── data_fetcher.py
│   ├── dcf_calculations.py
│   ├── excel_export.py
├── .gitignore
├── .gitattributes
├── LICENSE
├── README.md
├── requirements.txt

API Data Sources

  • Financial Modeling Prep API: Company financials and profile
  • U.S. Treasury Fiscal Data API: Interest rates
  • IMF Data Mapper API: GDP growth

Limitations

  • Relies on the accuracy of third-party API data ( FMP data might not be the most accurate and up-to-date )
  • Uses simplified growth and terminal value assumptions ( Currently only based on S&P 500 growth in the last 10 years hard-coded )
  • Currently only supports USA based equities due to the APIs being used