FinanceToolkit v1.7.4 #97
JerBouma
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This release features the Black Scholes Model, Present Value of Growth Opportunities (PVGO) and a variety of bug fixes.
Starting with the Black Scholes model, I've built in a method that automatically calculates the theoretical options value with strike prices that are near the current stock price and for a lengthy period of time. All of this you can expand yourself if desired with the
strike_price_range
,strike_step_size
andexpiration_time_range
parameters. By default, the strike prices between 75% and 125% of the current stock price are used and the time to expiration is calculated for the upcoming 30 days.For example:
Which returns:
I've also added in the Present Value of Growth Opportunities (PVGO), a metric that uses WACC and Earnings per Share to determine the attractiveness of companies in the near future. This was requested by #88.
Which returns:
Next to that, #94 noted that the Average Shares got adjusted through currency conversions. This has been corrected. Read in the new Q&A why numbers can sometimes deviate from FinancialModelingPrep.
This discussion was created from the release FinanceToolkit v1.7.4.
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