Fundamentals · 2026-09-09S&P 500ANNUAL BASIS
Transparency first

Good research starts with good inputs.

See what is covered, what is missing, and where every number comes from.

Download coverage audit ↓Price & share-count gaps ↓Recovery results ↓
Dated prices, transparent estimates. SEC fund snapshots provide reference prices for 502 of 503 stocks. Price-dependent methods use estimated issuer market caps where share counts can be matched. Prices are historical, not live; 12–1 momentum is shown only where the dated endpoints and stock-split history have been reviewed. Understand coverage ↗
9 of 503 listings have all 12 method results. ACN, ADBE, AMAT, CSCO, KO, GILD, HD, MA, MSFT. Other listings have missing inputs or methods that do not apply. A blank result never means zero; the table below shows actual coverage for every method.
DCF value
339 / 503
Calculable listings in this snapshot
ROIC / quality
310 / 503
Calculable listings in this snapshot
Asset growth
500 / 503
Calculable listings in this snapshot
Fundamental momentum
397 / 503
Calculable listings in this snapshot

Source register

Financial statements · SEC EDGAR

Annual Company Facts, retrieved 2026-09-09. 501 of 503 listings have annual data. Official filing sources are linked on each company page.

SEC API documentation ↗

Constituents · DataHub / datasets

Community-maintained S&P 500 snapshot retrieved 2026-09-08. 503 listings, 500 issuers. Membership changes are reviewed before automatic adoption. This is not an official index membership feed.

Source and PDDL license ↗

Reference prices · SEC fund holdings

SPDR S&P 500 ETF Trust, Schwab and Vanguard N-PORT reports supply dated level-1 stock valuations. We divide USD holding value by the number of shares held. Issuer market caps are approximate: price multiplied by SEC outstanding shares from the same date or up to 100 days earlier. Reviewed share classes use dated counts and explicit economic-equivalence rules. Where listed classes have separate prices, their values are summed. Other reviewed classes use disclosed price proxies. Ambiguous classes remain excluded. Older observations use their own dated share counts; no current shares are applied backwards. Separate, date-limited split reviews enable fund-snapshot momentum for a small verified group. Other unadjusted observations remain excluded until corporate actions are checked. SEC confirms public EDGAR filing content is free to access and reuse ↗

Bring your own research inputs

Import market capitalization, equivalent issuer shares and adjusted price history for personal calculations. Files are read locally by your browser and are not uploaded to a server. Only use data you are entitled to use.

JSON: records → ticker → asOf, adjustment (split or totalReturn), marketCap (USD), shares (units), history [{date, adjustedClose, marketCap}]. Dates must ascend. Market caps must cover the whole issuer.

Published records marked as historical snapshots remain usable with their dates displayed. Personal imports can opt into the same behavior with snapshot: true; otherwise market inputs older than ten days are excluded. Peer comparisons require price dates within ten days of one another. Historical multiples need at least three annual market caps. 12–1 momentum needs split-adjusted observations at the 12-month and 1-month cutoffs, plus the formation-date anchor. Month-end anchors use month-end cutoffs.

Download fictional input example ↓

Coverage by method

MethodCalculable listingsShare of universe
DCF value339 / 50367.4%
Reverse DCF332 / 50366.0%
Relative valuation451 / 50389.7%
Historical multiples435 / 50386.5%
Free cash flow yield389 / 50377.3%
ROIC / quality310 / 50361.6%
Value composite320 / 50363.6%
12–1 price momentum14 / 5032.8%
Asset growth500 / 50399.4%
Net payout yield164 / 50332.6%
Accrual quality410 / 50381.5%
Fundamental momentum397 / 50378.9%

How gaps are handled

Alternative SEC tags and reviewed, sourced corrections improve coverage. Missing fields are preserved, rather than filled with zeros. A company with a new legal entity or a spin-off can lack comparable annual history. Not every unavailable metric is repairable through more searching; sector exclusions and nonpositive cash flows are intentional.

Current known gaps and manual research findings are recorded in the repository coverage audit. No paid data subscription is required to use the filing-based website. See the methodology before interpreting a scenario as fair value.