dcf-model

Build end-to-end Excel DCF models with openpyxl formulas and sensitivity grids.

17|4|Updated Mar 11, 2026
One-click install
npx skills add https://github.com/yuping322/financial-services-plugins-new --skill dcf-model-yuping322
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: dcf-model
Source: https://github.com/yuping322/financial-services-plugins-new/tree/main/financial-analysis/skills/dcf-model
Command: npx skills add https://github.com/yuping322/financial-services-plugins-new --skill dcf-model-yuping322

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires openpyxl, and includes scripts (resource) components.

What problem does it solve?

This skill eliminates manual, error-prone DCF construction by programmatically building institutional-quality Excel DCF models that include validated historical analysis, scenario assumptions, WACC calculation, terminal value, and fully populated sensitivity tables.

Core Features & Use Cases

  • Programmatic data retrieval and validation from MCP servers, user inputs, and web sources for historical financials and market data.
  • Automated Excel model creation using openpyxl with predefined layout planning, formula population, cell comments for all hardcoded inputs, and enforced recalculation and validation via recalc.py.
  • Comprehensive outputs including 5-10 year projections, mid-year discounting, perpetuity and exit multiple terminal values, Bear/Base/Bull scenario blocks, and three 5x5 sensitivity grids (75 formula cells total) for client-ready valuations.
  • Use case: Investment bankers or equity analysts needing a repeatable, auditable DCF delivered as a validated .xlsx with scenario selector and sensitivity analysis.

Quick Start

Create a 5-year DCF Excel model for ticker AAPL using MCP or provided financials, include Bear/Base/Bull scenarios, populate all sensitivity tables with full-recalc formulas, add source comments to inputs, and return the final .xlsx file.

Frequently Asked Questions about dcf-model

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I build a DCF model in Excel with sensitivity analysis?

You can programmatically build an institutional-quality DCF model in Excel by populating openpyxl formulas for 5-10 year projections, WACC calculation, terminal value, and 5x5 sensitivity grids, followed by mandatory post-creation recalculation validation.

What is the best way to automate DCF valuation for multiple scenarios?

Automating DCF valuation is best handled by generating Bear, Base, and Bull scenario blocks programmatically within an Excel workbook, using openpyxl to populate formula-driven projections and sensitivity tables rather than manual data entry.

Does openpyxl support creating Excel financial models with cell comments and formulas?

Yes, openpyxl supports institutional financial modeling by populating Excel formulas and attaching mandatory cell comments to hardcoded inputs, ensuring auditable DCF assumptions and structural validation.

Can I generate WACC and terminal value calculations in Excel without manual formulas?

You can generate WACC, perpetuity, and exit multiple terminal value calculations programmatically by using openpyxl to populate the required Excel formulas directly into the valuation model cells.

How do I validate an Excel DCF model after programmatic generation?

You validate a programmatically generated Excel DCF model by running a post-creation recalculation process that ensures all populated formulas, sensitivity grids, and scenario calculations execute correctly without errors.

What inputs do I need for an automated DCF Excel model?

Automated DCF Excel models require historical financial statements and market data retrieved from MCP servers, web sources, or direct user inputs to populate projections, WACC, and terminal value calculations.