dcf-model

Generate multi-scenario DCF valuation models with Excel formulas and sensitivity analysis.

Updated Jul 13, 2026
One-click install
npx skills add https://github.com/zeronx798/demo-hermes-agent --skill dcf-model-zeronx798
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: dcf-model
Source: https://github.com/zeronx798/demo-hermes-agent/tree/main/optional-skills/finance/dcf-model
Command: npx skills add https://github.com/zeronx798/demo-hermes-agent --skill dcf-model-zeronx798

SYSTEM DOCUMENTATION & REQUIREMENTS

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

What problem does it solve?

This skill solves the challenge of building consistent, audit-ready, and flexible DCF valuation models that adhere to strict investment banking standards without manual errors.

Core Features & Use Cases

  • Institutional Standards: Automates the creation of DCF models with live Excel formulas, sensitivity tables, and scenario analysis.
  • Robust Validation: Includes built-in logic to prevent common modeling errors like terminal growth exceeding WACC or incorrect operating leverage.
  • Use Case: Use this to perform intrinsic equity valuation for a target company by generating a 5-year projection model with integrated Bear, Base, and Bull scenarios and a 5x5 sensitivity analysis grid.

Quick Start

Use the dcf-model skill to build a valuation model for the company with ticker AAPL using the latest available financial data.

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 valuation model in Excel without manual formula errors?

You can build a DCF valuation model in Excel programmatically to ensure audit-ready consistency and eliminate manual errors. This skill generates institutional-quality models with live formulas, preventing common mistakes like terminal growth exceeding WACC.

Does openpyxl support generating live Excel formulas for financial modeling?

Yes, openpyxl supports spreadsheet manipulation for financial modeling by writing live Excel formulas programmatically. This skill leverages it to construct multi-scenario projections and sensitivity analysis grids directly within the workbook.

Can I automate WACC calculation and sensitivity analysis for equity research?

Yes, you can automate WACC calculation and sensitivity analysis for equity research workflows. The skill constructs 5-year projection models with integrated Bear, Base, and Bull scenarios alongside a 5x5 sensitivity analysis grid.

What is the best way to create multi-scenario financial projections in Excel?

The best way to create multi-scenario financial projections in Excel is through programmatic formula generation adhering to investment banking standards. This approach automatically builds Bear, Base, and Bull scenarios while maintaining strict formula-based modeling constraints.

How do I prevent terminal growth rate from exceeding WACC in a DCF model?

To prevent terminal growth rate from exceeding WACC in a DCF model, use built-in validation logic during programmatic generation. This skill includes robust checks to catch common modeling errors like incorrect operating leverage and invalid terminal growth assumptions.

Do I need Python to generate institutional-grade DCF models with scenario analysis?

Yes, you need Python with the openpyxl and requests libraries to generate institutional-grade DCF models. This environment allows you to automate formula generation, pull financial data, and output audit-ready Excel workbooks with integrated scenario analysis.