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.