valuation-playbooks

Provides Damodaran valuation frameworks and concept notes for corporate finance analysis.

Updated Sep 9, 2026
One-click install
npx skills add https://github.com/lyndonkl/hermesworld --skill valuation-playbooks-lyndonkl
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: valuation-playbooks
Source: https://github.com/lyndonkl/hermesworld/tree/main/packages/capital-structure-analyst/skills/corporate-finance/valuation-playbooks
Command: npx skills add https://github.com/lyndonkl/hermesworld --skill valuation-playbooks-lyndonkl

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve? Corporate finance and valuation work requires consistent frameworks, stage sequences, and concept definitions, but restating Damodaran's full methodology inside every analysis wastes context and invites inconsistency. This Skill centralizes the reference material so every valuation step cites one authoritative source. ## Core Features & Use Cases - Three orchestration frameworks: Stage-by-stage playbooks for intrinsic valuation (S0–S18), end-to-end corporate finance assessment (S0–S12), and special-situations routing, each with gates, branches, and decision thresholds. - Concept note library: Focused notes on capital structure, real options, cost of equity and debt, narrative-and-numbers, accounting comparability, and deliverable formats, each with formulas, procedures, reference data, and worked examples. - Suite design spec: The canonical artifact names, JSON keys, gate names, and constraint catalogue used across the corporate-finance skill suite. - Use Case: While building a cost of capital for a Brazilian firm, load the currency-riskfree-rate note to strip the sovereign default spread from the local bond yield using the three estimation routes and January 2021 reference tables. ## Quick Start Ask the agent to load the riskfree-rate-fundamentals reference from the valuation-playbooks skill and explain how to choose a riskfree rate for your valuation currency.

Frequently Asked Questions about valuation-playbooks

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

FAQPage Schema
How do I estimate a riskfree rate in an emerging market currency?

Take the 10-year local-currency government bond rate and subtract the sovereign default spread, estimated via the hard-currency bond spread, netted CDS spread, or a ratings-table lookup. The currency-riskfree-rate note includes January 2021 spread tables and a worked Brazil example.

What is the correct sequence for a full corporate finance analysis?

The corporate-finance-playbook defines 13 stages from mandate scoping through governance, accounting cleanup, hurdle rates, returns, capital structure, debt design, dividend policy, and valuation synthesis. Each stage lists its inputs, outputs, decision rules, and the concept notes that own its detail.

When should a real option premium be added on top of a DCF?

Only when the opportunity passes three tests: it has option-like payoffs, the firm holds exclusivity, and option pricing inputs are estimable. If option pricing fails but the option tests pass, use a decision tree roll-back instead of adding a premium.

Does this skill compute valuation numbers automatically?

No. It is a pure reference shelf containing frameworks and concept notes; nothing here computes anything. Computational work is delegated to the method skills in the suite, which cite these notes by file name and stage or branch number.

How do I compare financial statements prepared under GAAP versus IFRS?

Map both filings to three anchors: gross profit, operating income, and net income. Re-map nature-based expense lines into functional buckets, align the operating-income line, and document every reclassification so the comparison is reproducible.