Integrated Equity Scoring
14 algorithms in Fundamental Analysis and Valuation · 14 with asserted arithmetic.
In this family#
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Point-in-Time Stock-Scoring Input Assembly verified
Resolves each required field to the latest original filing fact that was already available at the knowledge cutoff and that matches the requested period, currency and scale, and reports what could not be resolved.
pointInTimeStockScoringInputAssembly(data) -
Stock-Scoring Peer Cohort Resolver verified
Resolves the peer cohort for one target by keeping universe rows that were listed and already available at the as-of date, share the target's sector and country, and clear a market-cap floor, ordered by market-cap distance.
stockScoringPeerCohortResolver(data) -
Fundamental Metric Direction and Peer Normalization verified
Turns each metric's target value into a midrank empirical percentile against its peer values, flips that percentile where lower is better, and averages the resulting scores across metrics.
fundamentalMetricDirectionAndPeerNormalization(data) -
Model Applicability and Variant Router verified
Tests each requested scoring model against a frozen applicability rule for the target and returns the variant to run, a reroute, or an unsupported marker for labels the router does not know.
modelApplicabilityAndVariantRouter(data) -
Accounting Financial-Health Composite verified
Blends four accounting pillar scores into one financial-health composite with fixed weights and shows what each pillar contributed.
accountingFinancialHealthComposite(data) -
Earnings-Quality Composite verified
Blends four earnings-quality pillar scores into one composite with fixed weights and shows what each pillar contributed.
earningsQualityComposite(data) -
Dividend Safety Score verified
Scores dividend safety from four capped ratios — free cash flow and net income each against twice the dividend, interest coverage against ten times, and cash against four times the dividend — blended into one weighted score.
dividendSafetyScore(data) -
Balance-Sheet Resilience Score verified
Scores balance-sheet resilience from the current ratio, net debt against four times EBITDA, EBITDA interest coverage, and the share of debt not maturing within twelve months, each clamped and weighted into one score.
balanceSheetResilienceScore(data) -
Distress-Model Ensemble verified
Pools the eligible distress models into one weight-averaged probability and reports how widely those models disagree.
distressModelEnsemble(data) -
Cross-Model Conflict and Double-Counting Resolver verified
Groups scored components by the evidence they share, caps each group's weight so correlated evidence cannot be counted twice, and flags groups whose members disagree by more than the conflict threshold.
crossModelConflictAndDoubleCountingResolver(data) -
Overall Explainable Stock Score verified
Blends the six pillar scores into a single overall stock score with fixed weights and keeps every pillar's contribution visible.
overallExplainableStockScore(data) -
Score Confidence, Missing-Data Penalty, and Abstention verified
Turns component coverage, data staleness and conflict count into a confidence figure, penalises the base score for what is missing or contested, and decides whether the score should be withheld.
scoreConfidenceMissingDataPenaltyAndAbstention(data) -
Market-Wide Stock Screening and Ranking verified
Applies eligibility, score, confidence and liquidity floors to a universe of scored names, ranks the survivors, and records why each excluded name failed.
marketWideStockScreeningAndRanking(data) -
Stock Score History, Migration, and Change Attribution verified
Compares the two most recent score snapshots, reports the overall change and the band migration between them, and attributes the move to the component that shifted furthest.
stockScoreHistoryMigrationAndChangeAttribution(data)
What they share#
Every topic here is a record-transform, so once you have
called one the rest follow the same shape. Import paths differ only in the final segment:
import { pointInTimeStockScoringInputAssembly } from "fintech-algorithms/fundamental-analysis-and-valuation/integrated-equity-scoring/point-in-time-stock-scoring-input-assembly";
import { stockScoringPeerCohortResolver } from "fintech-algorithms/fundamental-analysis-and-valuation/integrated-equity-scoring/stock-scoring-peer-cohort-resolver";Read them in the order above — the sequence is pedagogical, not alphabetical.
Where this sits#
Fundamental Analysis and Valuation collects 52 algorithms across 6 families. For the concept behind this family rather than the call signatures, see the concept guides.