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Valytics

Status: Active Backend: Rust Frontend: Next.js Valuation: Monte Carlo Analysis: DCF + Comparable Built by Charles Mfouapon

Real-time Financial Analysis

A financial analysis platform that takes any public company or portfolio and returns: full financial statement breakdown, DuPont ratio decomposition, multi-stage DCF valuation with Monte Carlo simulation, comparable company analysis against sector peers, portfolio risk decomposition by factor, efficient frontier optimization, and scenario analysis.


System Architecture

graph TB
    subgraph FRONTEND["Frontend — Next.js"]
        SEARCH["Search & Discovery"]
        COMPANY["Company Analysis<br/>Financials · Ratios · DCF"]
        PORTFOLIO["Portfolio Analysis<br/>Risk · Factors · Frontier"]
    end

    subgraph BACKEND["Compute Engine — Rust (Axum)"]
        API["REST API<br/>Port 3001"]
        RATIOS["Ratio Analysis<br/>DuPont · Trends · All Categories"]
        DCF["DCF Valuation<br/>Multi-Stage · Sensitivity · Monte Carlo"]
        COMP["Comparable Analysis<br/>Sector Peers · Multiples"]
        RISK["Portfolio Risk<br/>Factor Decomp · Scenario · Frontier"]
    end

    subgraph DATA["Data Layer"]
        YAHOO["Yahoo Finance<br/>Prices · Financials · Search"]
        FMP["Financial Modeling Prep<br/>Statements · Ratios"]
        EDGAR["SEC EDGAR<br/>Filings · MD&A"]
    end

    SEARCH --> API
    COMPANY --> API
    PORTFOLIO --> API
    API --> RATIOS
    API --> DCF
    API --> COMP
    API --> RISK
    RATIOS --> YAHOO
    DCF --> YAHOO
    COMP --> FMP
    RISK --> YAHOO

    style FRONTEND fill:#111,stroke:#dc2626,color:#fff
    style BACKEND fill:#111,stroke:#d4a017,color:#fff
    style DATA fill:#111,stroke:#006b3f,color:#fff
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What It Does

Company Analysis

Analysis Output Income Statement Revenue growth (YoY, 3Y CAGR, 5Y CAGR), gross/operating/net margin trends, EPS growth Balance Sheet Current/quick/cash ratios, debt-to-equity, debt-to-EBITDA, interest coverage, asset turnover Profitability ROE (DuPont decomposition), ROA, ROIC, margins Cash Flow Free cash flow yield, operating CF to net income, capex to revenue, FCF conversion Valuation Ratios P/E, P/B, P/S, EV/EBITDA, PEG, dividend yield

DCF Valuation

Feature Detail Multi-stage model High growth period (5 years), transition period, terminal value Configurable assumptions Revenue growth by year, EBITDA margin expansion, capex, working capital, tax rate, WACC WACC computation Cost of equity (CAPM), cost of debt, capital structure weights Sensitivity table Fair value across ranges of WACC and terminal growth rate Monte Carlo simulation 10,000 iterations varying growth, margins, and discount rate → probability distribution of fair value

Comparable Company Analysis

Feature Detail Peer group selection Auto-selected by sector and industry with configurable overrides Multiple comparison EV/EBITDA, P/E, P/B, P/S, EV/Revenue, PEG ratio Premium/discount Where does this company trade relative to peers? Composite valuation Weighted average of DCF and comparable company implied values

Portfolio Analysis

Feature Detail Performance Total return, annualized return, cumulative return chart Risk Volatility (annualized), beta, Sharpe ratio, Sortino ratio, max drawdown, drawdown duration, VaR, CVaR Factor decomposition Market beta, size, value, momentum, quality exposure Efficient frontier 50 points across risk spectrum, optimal portfolio identification Scenario analysis GFC 2008, COVID 2020, Stagflation, Tech Bubble Holdings Individual asset contribution to risk and return


API Endpoints

Method Endpoint Description GET /api/health Health check GET /api/search?q=AAPL Search companies by ticker or name GET /api/company/AAPL Full company analysis (financials + ratios + DCF + comparable + insights) GET /api/company/AAPL/financials Financial statements only GET /api/company/AAPL/ratios Ratio analysis only GET /api/company/AAPL/dcf DCF valuation only GET /api/company/AAPL/comparable Comparable analysis only GET /api/portfolio/analyze?tickers=AAPL,MSFT,GOOGL&weights=0.3,0.4,0.3 Portfolio analysis


Quick Start

 Clone
git clone https://github.com/CharlesMfouapon/valytics.git
cd valytics

 Backend

cd backend
cargo build --release
cargo run

 API running on http://localhost:3001

 Frontend (separate terminal)
cd frontend
npm install
npm run dev

 App running on http://localhost:3000

Tech Stack

Layer Technology Why

Compute engine Rust (Axum) Zero-cost abstractions, memory safety, performance Financial data Yahoo Finance, Financial Modeling Prep, SEC EDGAR Multi-source with fallback chain Monte Carlo Rust + rayon Parallel simulation across CPU cores Frontend Next.js + TypeScript SSR, routing, performance Charts Recharts Composable, responsive, interactive Styling Tailwind CSS Utility-first, dark theme optimized


Repository Structure

valytics/
├── backend/
│   ├── Cargo.toml
│   └── src/
│       ├── main.rs                    # Axum server entry
│       ├── config.rs                  # Environment configuration
│       ├── api/
│       │   ├── mod.rs                 # Health check, search
│       │   ├── company.rs             # Company analysis endpoints
│       │   └── portfolio.rs           # Portfolio analysis endpoint
│       ├── models/
│       │   ├── mod.rs                 # Core types
│       │   ├── company.rs             # Company analysis response types
│       │   ├── portfolio.rs           # Portfolio analysis response types
│       │   └── valuation.rs           # DCF and Monte Carlo parameters
│       ├── analysis/
│       │   ├── mod.rs
│       │   ├── ratios.rs              # All ratio computations + DuPont
│       │   ├── dcf.rs                 # Multi-stage DCF + sensitivity
│       │   ├── comparable.rs          # Peer group comparison
│       │   ├── monte_carlo.rs         # 10K iteration DCF simulation
│       │   ├── portfolio_risk.rs      # Risk metrics, factors, scenarios
│       │   └── efficient_frontier.rs  # Portfolio optimization
│       └── data/
│           ├── mod.rs                 # DataProvider trait
│           └── yahoo.rs               # Yahoo Finance client
├── frontend/
│   ├── package.json
│   ├── next.config.js
│   └── src/
│       ├── app/
│       │   ├── page.tsx               # Homepage with search
│       │   ├── layout.tsx             # Root layout
│       │   └── company/[ticker]/
│       │       └── page.tsx           # Full company analysis page
│       └── components/                #
└── README.md

Roadmap

Phase Feature Status

  1. Company search + financials + ratios Built
  2. Multi-stage DCF + Monte Carlo Built
  3. Comparable company analysis Built
  4. Portfolio risk + efficient frontier Built
  5. Portfolio page with interactive charts In Progress
  6. User accounts + saved analyses Planned
  7. Export to PDF/Excel Planned
  8. Real-time data with WebSocket streaming Planned