public SlopeInfo(List <ExtractedValue> extractedValues)
{
var calculus = new MathCalculus();
var trendline = new Trendline();
if (extractedValues.Count != 0)
{
NominalValues = extractedValues;
NominalTrendline = trendline.GetTrendline(extractedValues);
Growth = calculus.CalculateGrowth(extractedValues);
GrowthTrendline = trendline.GetTrendline(Growth);
NominalMedian = calculus.CalculateMedian(extractedValues);
GrowthMedian = calculus.CalculateMedian(Growth);
NominalDeviation = calculus.CalculateDeviation(extractedValues);
GrowthDeviation = calculus.CalculateDeviation(Growth);
LastThreeYearsGrowth = calculus.CalculateLastThreeYearsGrowth(Growth);
LastThreeYearsTrendLine = trendline.GetTrendline(LastThreeYearsGrowth);
LastFiveYearsGrowth = calculus.CalculateLastFiveYearsGrowth(extractedValues);
LastTenYearsGrowth = calculus.CalculateLastTenYearsGrowth(extractedValues);
}
}
public CompanyGrowthPrediction GetFutureValues(Guid companyId)
{
var companyInfo = _dao.GetCompanyInfo(companyId);
var valuesList = new List <ExtractedValue>();
var valuesFiveYearsList = new List <ExtractedValue>();
var valuesThreeYearsList = new List <ExtractedValue>();
var incomeStatements = companyInfo.IncomeStatements.OrderBy(x => x.Year);
var cashFlowStatements = companyInfo.CashFlowStatements.OrderBy(x => x.Year);
var balanceSheets = companyInfo.BalanceSheets.OrderBy(x => x.Year);
var KeyRatios = companyInfo.KeyRatios.OrderBy(x => x.Year);
//(Net Income -Dividends - Depreciation & Amortization) / (Shareholders' Equity + Long-Term Debt)
foreach (var item in incomeStatements)
{
var values = new ExtractedValue();
values.CompanyId = companyId;
values.Year = item.Year;
var netIncome = item.NetIncome;
if (netIncome == null)
{
netIncome = 0;
}
var dividends = KeyRatios.Where(x => x.Year == item.Year).SingleOrDefault().DividendsPerShare;
if (dividends == null)
{
dividends = 0;
}
var depreciationAndAmortization = cashFlowStatements.Where(x => x.Year == item.Year).SingleOrDefault().DepreciationAmortization;
if (depreciationAndAmortization == null)
{
depreciationAndAmortization = 0;
}
var shareholdersEquity = balanceSheets.Where(x => x.Year == item.Year).SingleOrDefault().ShareholdersEquity;
if (shareholdersEquity == null)
{
shareholdersEquity = 0;
}
var longTermDebt = balanceSheets.Where(x => x.Year == item.Year).SingleOrDefault().LongTermDebt;
if (longTermDebt == null)
{
longTermDebt = 0;
}
var growthValue = (netIncome - (decimal)dividends - depreciationAndAmortization) / (shareholdersEquity + longTermDebt);
values.Value = (double)growthValue;
valuesList.Add(values);
if (item.Year < incomeStatements.ToList()[(incomeStatements.ToList().Count - 5)].Year)
{
valuesFiveYearsList.Add(values);
}
if (item.Year < incomeStatements.ToList()[(incomeStatements.ToList().Count - 3)].Year)
{
valuesThreeYearsList.Add(values);
}
}
var trendline = new Trendline();
var other = new OtherTrendlines();
var valuesTrendline = trendline.GetTrendline(valuesList);
var slope = valuesTrendline.Slope;
var intercept = valuesTrendline.Intercept;
var estimatedValue = (DateTime.Now.Year + 1) * slope + intercept;
var valuesTrendline5Years = trendline.GetTrendline(valuesFiveYearsList);
var slope5Years = valuesTrendline.Slope;
var intercept5Years = valuesTrendline.Intercept;
var estimatedValue5Years = (DateTime.Now.Year + 1) * slope + intercept;
var valuesTrendline3Years = trendline.GetTrendline(valuesThreeYearsList);
var slope3Years = valuesTrendline.Slope;
var intercept3Years = valuesTrendline.Intercept;
var estimatedValue3Years = (DateTime.Now.Year + 1) * slope + intercept;
var estimatedValues = new CompanyGrowthPrediction();
estimatedValues.CompanyId = companyId;
estimatedValues.Year = DateTime.Now.Year + 1;
if (other.GetMinGrowthValue(valuesList, DateTime.Now.Year + 1) < other.GetMaxGrowthValue(valuesList, DateTime.Now.Year + 1))
{
estimatedValues.MinValue = other.GetMinGrowthValue(valuesList, DateTime.Now.Year + 1);
estimatedValues.EspectedValue = estimatedValue;
estimatedValues.MaxValue = other.GetMaxGrowthValue(valuesList, DateTime.Now.Year + 1);
}
else if (other.GetMinGrowthValue(valuesList, DateTime.Now.Year + 1) == other.GetMaxGrowthValue(valuesList, DateTime.Now.Year + 1))
{
estimatedValues.MinValue = estimatedValue - estimatedValue * 0.1;
estimatedValues.EspectedValue = estimatedValue;
estimatedValues.MaxValue = estimatedValue + estimatedValue * 0.1;
}
else
{
estimatedValues.MinValue = other.GetMaxGrowthValue(valuesList, DateTime.Now.Year + 1);
estimatedValues.EspectedValue = estimatedValue;
estimatedValues.MaxValue = other.GetMinGrowthValue(valuesList, DateTime.Now.Year + 1);
}
if (other.GetMinGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1) < other.GetMaxGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1))
{
estimatedValues.MinValueFiveYears = other.GetMinGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1);
estimatedValues.EspectedValueFiveYears = estimatedValue5Years;
estimatedValues.MaxValueFiveYears = other.GetMaxGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1);
}
else if (other.GetMinGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1) == other.GetMaxGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1))
{
estimatedValues.MinValueFiveYears = estimatedValue - estimatedValue * 0.1;
estimatedValues.EspectedValueFiveYears = estimatedValue5Years;
estimatedValues.MaxValueFiveYears = estimatedValue + estimatedValue * 0.1;
}
else
{
estimatedValues.MinValueFiveYears = other.GetMaxGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1);
estimatedValues.EspectedValueFiveYears = estimatedValue5Years;
estimatedValues.MaxValueFiveYears = other.GetMinGrowthValue(valuesFiveYearsList, DateTime.Now.Year + 1);
}
if (other.GetMinGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1) < other.GetMaxGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1))
{
estimatedValues.MinValueThreeYears = other.GetMinGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1);
estimatedValues.EspectedValueThreeYears = estimatedValue3Years;
estimatedValues.MaxValueThreeYears = other.GetMaxGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1);
}
else if (other.GetMinGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1) == other.GetMaxGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1))
{
estimatedValues.MinValueThreeYears = estimatedValue - estimatedValue * 0.1;
estimatedValues.EspectedValueThreeYears = estimatedValue3Years;
estimatedValues.MaxValueThreeYears = estimatedValue + estimatedValue * 0.1;
}
else
{
estimatedValues.MinValueThreeYears = other.GetMaxGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1);
estimatedValues.EspectedValueThreeYears = estimatedValue3Years;
estimatedValues.MaxValueThreeYears = other.GetMinGrowthValue(valuesThreeYearsList, DateTime.Now.Year + 1);
}
return(estimatedValues);
}
