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Fundamental analysis

Skill mahmoud20138/Tradecraft/plugins/tradecraft/skills/fundamental-analysis

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Complete fundamental analysis knowledge base for evaluating stocks, companies, and markets. Covers financial statement analysis (income statement, balance sheet, cash flow), valuation ratios (P/E, P/B, EV/EBITDA, PEG), valuation methods (DCF, comps, DDM), profitability/liquidity/leverage/efficiency ratios, macroeconomic analysis, central bank policy, intermarket relationships, industry analysis (Porter's Five Forces), and economic moats. Trigger when analyzing company fundamentals, financial ratios, stock valuation, earnings reports, economic indicators, or business quality. USE FOR: P/E ratio, P/B ratio, EV/EBITDA, PEG ratio, DCF analysis, discounted cash flow, comparable company analysis, dividend discount model, income statement analysis, balance sheet analysis, cash flow analysis, free cash flow, ROE, ROA, ROIC, DuPont analysis, gross margin, operating margin, net margin, current ratio, quick ratio, debt-to-equity, interest coverage, asset turnover, inventory turnover, cash conversion cycle, WACC calculation, terminal value, economic indicators, GDP, CPI, PMI, yield curve, Fed policy, intermarket analysis, Porter's Five Forces, economic moats, sector analysis, earnings analysis, financial statement red flags. DO NOT USE FOR: technical chart analysis (use technical-analysis), specific trading strategies (use trading-strategies-playbook), options analysis (use options-trading).

SKILL.md

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Skill: Fundamental Analysis | Domain: trading | Category: research | Level: intermediate Tags: trading, research, fundamental, financials, valuation, moat

Fundamental Analysis

Reference Files

Load these when needed — do not pre-load all of them:

FileLoad When
references/financial-statements.mdAnalyzing income statement, balance sheet, cash flow, FCF, working capital, red flags
references/valuation-methods.mdComputing or comparing valuation ratios, running DCF, comps, DDM, profitability/liquidity/leverage/efficiency ratios
references/macro-industry.mdEconomic indicators, central bank policy, intermarket analysis, Porter's Five Forces, economic moats

Quick Ratio Reference

Valuation Ratios

RatioUndervaluedFairExpensiveNotes
P/E (trailing)< 1010–20> 30Compare to sector & growth rate
P/E (forward)< 1212–18> 25More predictive than trailing
PEG< 1.0~1.0> 1.5P/E ÷ EPS growth rate
P/S< 1.01–3> 5Sector-dependent; SaaS can be 8–20×
P/B< 1.01–3> 5Banks/financials: fair at 1–2×
EV/EBITDA< 88–12> 15Best for capital-intensive businesses
EV/Revenue< 11–3> 5Pre-profit companies

Profitability Ratios

RatioPoorGoodExcellentNotes
ROE< 10%15–20%> 20%Beware high leverage inflating ROE
ROA< 2%5–8%> 10%Banks: 1–2% is normal
ROIC< WACCWACC+5%> 15%Value creation only if ROIC > WACC
Gross MarginSector low40%+ (tech)60%+Highly sector-specific
Operating Margin< 5%10–20%> 25%Sector-adjusted
Net Margin< 3%8–15%> 20%Sector-adjusted

Liquidity & Leverage Ratios

RatioWeakAcceptableStrongNotes
Current Ratio< 1.01.5–2.0> 2.5< 1 = liquidity risk
Quick Ratio< 0.71.0–1.5> 2.0Excludes inventory
Cash Ratio< 0.30.5–1.0> 1.0Most conservative
Debt/Equity> 2.00.5–1.5< 0.5Sector-adjusted
Debt/EBITDA> 4×2–3×< 2×> 5× = distress risk
Interest Coverage< 2×3–5×> 5×< 1.5× = danger zone

Efficiency Ratios

RatioPoorGoodExcellent
Asset Turnover< 0.50.8–1.5> 1.5
Inventory Turnover< 46–12> 15
DSO (Days Sales Outstanding)> 6030–45< 30
CCC (Cash Conversion Cycle)> 90 days30–60< 30 (or negative)

Financial Statement Structure Overview

Income Statement       →  Profitability (what was earned)
Balance Sheet          →  Financial position (what is owned/owed)
Cash Flow Statement    →  Liquidity (actual cash movement)

Key linkages:
  Net Income (IS) → Retained Earnings (BS) → Operating CF (CFS)
  CapEx (CFS)     → PP&E change (BS)
  D&A  (IS)       → Added back in Operating CF (CFS)
  FCF = CFO - CapEx  (the purest measure of cash generation)

Valuation Method Selection Guide

SituationBest MethodWhy
Stable, predictable FCFDCFIntrinsic value based on fundamentals
Profitable, comparable peers existComps (EV/EBITDA, P/E)Market-derived, fast
Dividend-paying, mature companyDDM (Gordon Growth)Dividend stream = value
Pre-profit high-growthEV/Revenue, EV/ARRNo earnings yet
Asset-heavy (banks, real estate)P/B, P/TBV, P/FFOAssets = value driver
Acquisition / M&A contextEV/EBITDA + DCFEnterprise-level view
Cyclical industryEV/EBITDA on normalized earningsAvoid peak/trough distortions

Rule: Always triangulate — use 2–3 methods and compare implied price ranges.


Red Flags Checklist

Earnings Quality

  • [] Revenue growing faster than cash from operations
  • [] Accounts receivable growing faster than revenue (channel stuffing)
  • [] Gross margin declining while revenue rises
  • [] Frequent non-recurring "one-time" charges
  • [] Auditor changes or going-concern opinion
  • [] Earnings beat only due to tax rate or share count changes

Balance Sheet

  • [] Goodwill > 30% of total assets (acquisition risk)
  • [] Inventory buildup without revenue growth
  • [] Rising short-term debt to fund operations
  • [] Pension obligations understated (check footnotes)

Cash Flow

  • [] Persistent CFO < Net Income (low earnings quality)
  • [] FCF negative for 3+ years without clear growth investment story
  • [] Heavy reliance on asset sales in investing CF
  • [] Dividends paid from debt, not earnings

Analytical Workflow

  1. Screen → Use ratio table above to flag outliers
  2. Understand the business → Revenue model, customers, competitive position
  3. Read financial statements → See references/financial-statements.md
  4. Compute ratios → See references/valuation-methods.md
  5. Value the company → DCF + comps + sector-specific multiples
  6. Assess macro/industry → See references/macro-industry.md
  7. Form a view → Bull/base/bear scenario with margin of safety

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