Valuation, returns, and risk.
Curated entry points across asset classes — equity valuation, options pricing and Greeks, bond math, and risk-adjusted return metrics. Click any card to open the calculator with the formula loaded.
Equities
Value individual stocks with multiples, dividend models, and cash-flow valuation. Translate growth and required-return assumptions into a fair-value range.
Two-Stage DCF Valuation
Value a business by discounting projected free cash flows plus a terminal value at WACC.
OpenEntry P/E Ratio
Maximum P/E to pay today given exit multiple, growth, and required return.
OpenTwo-Stage DDM
Dividend discount model for companies in growth-phase transition.
OpenCAPM (Cost of Equity)
Translate beta and the equity risk premium into a required return on equity.
OpenOptions
Price European options with Black-Scholes-Merton, back out implied volatility from market prices, and evaluate premium-yield strategies.
Black-Scholes Call Price
Theoretical price of a European call given S, K, σ, r, and T.
OpenBlack-Scholes Put Price
Theoretical price of a European put under the same framework.
OpenImplied Volatility
Solve for the σ that makes BS price match the observed market option price.
OpenCash-Secured Put Return
Annualized premium yield on a cash-secured short put position.
OpenBonds
Price coupon and zero-coupon bonds, compute yields and duration risk, and connect prices to the term structure.
Bond Price
Price a coupon bond from face, coupon rate, yield, maturity, and frequency.
OpenYield to Maturity (YTM)
Solve for the yield that makes the bond's discounted cash flows equal its price.
OpenModified Duration
Approximate percentage price change for a 1% yield move.
OpenBond-Equivalent Yield
Convert semi-annual yields to the bond-equivalent annual quote convention.
OpenRisk-Adjusted Returns
Compare strategies and portfolios on a risk-adjusted basis. Useful across all asset classes — not just equities.
Sharpe Ratio
Excess return per unit of total volatility. The default risk-adjusted return metric.
OpenSortino Ratio
Like Sharpe, but penalizes only downside volatility — better for asymmetric strategies.
OpenTreynor Ratio
Excess return per unit of beta — appropriate for well-diversified portfolios.
OpenInformation Ratio
Active return per unit of tracking error — the standard for active managers.
OpenLooking for the full toolkit — DDMs, multiples, all the Greeks, full bond duration/convexity stack?
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