8000 GitHub - gaojie0105/dcf_model: 提取上市公司财务报表数据,使用DCF模型进行估值
[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
Skip to content

gaojie0105/dcf_model

 
 

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

3 Commits
76C7
 
 
 
 

Repository files navigation

dcf_model

  1. 通过JoinQuant提供的API读取财务报表相关项目的数值
  2. 选取合适的收入增长率,贴现率,永续增长率等输入参数
  3. 建立DCF模型估计公司价值,并输出估计股价

聚宽网在线研究网址:https://www.joinquant.com/
API文档:https://www.joinquant.com/help/api/help?name=api

一些需要的参数:

Argument Meaning
date 查表日期(年报)
period (date, date+period)使用近期收入增长率,(date+period, +∞)使用永续增长率估计现金流
code 股票代码
cap_ex_growth_rate 资本支出增长率
perpetual_growth_rate 永续增长率
discount_rate 贴现率
earnings_growth_rate 利润增长率

参考:

[1] https://github.com/halessi/DCF
[2] https://pyfinmod.readthedocs.io/en/latest/dcf.html
[3] https://medium.com/swlh/intrinsic-valuation-of-stocks-using-python-5d902a34b1a0

About

提取上市公司财务报表数据,使用DCF模型进行估值

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages

  • Jupyter Notebook 100.0%
0