Trading & Investing Tools

Project dividend income, DRIP compounding, yield on cost, income targets, and dividend-growth sensitivity.

Model a stock with FCF DCF, earnings DCF, reverse DCF, Graham Number, and valuation sensitivity analysis.

Estimate weighted average cost of capital from market-value debt and equity weights, CAPM cost of equity, after-tax cost of debt, and reader-entered tax assumptions.

Model gross share issuance, repurchase spending, net share-count change, and the mechanical effect of dilution or buybacks on earnings or free cash flow per share.

Calculate current yield, YTM, effective annual yield, duration, convexity, rate sensitivity, and an optional simple call-yield scenario from your own bond assumptions.

Explore supported SEC-traceable insider holdings, reporting-owner roles, position values, filing links, and recent published transactions.

Browse recent supported SEC-reported insider transactions across published company coverage, with exact filing links and explicit coverage limits.

Model reproducible portfolio paths using your own return, volatility, recurring cash flow, dated spending goals or contributions, inflation, target, horizon, and seed assumptions.

Analyze portfolio correlation, volatility, current-weight risk contribution, diversification, drawdown, historical tail risk and stress windows, beta, sample risk allocations, and a long-only historical efficient frontier over maintained stock history.

Stress a reader-entered long margin position across leverage, financing cost, maintenance cushion, maintenance-threshold drawdown, and common market shocks.

Calculate mechanical buy and sell amounts from current supported-stock positions and user-entered targets, with optional cash flow, trade tolerance, and a current-vs-target concentration and historical risk preview.

Compare money-weighted XIRR and cash-flow-neutral time-weighted return from your own dated portfolio values, contributions, and withdrawals.

Analyze current holdings with source-backed prices, cost-basis P/L, concentration, sector and industry exposure, trailing dividends, valuation ratios, and historical risk.

Simulate supported stock portfolios with starting weights, dated target-weight changes, recurring contributions, calendar or drift-band rebalancing, transaction costs, a trading and rebalance audit, holding-level performance contribution, one- and three-year rolling return consistency, monthly and annual calendar returns, cash-flow-neutral drawdown and recovery analysis, Sharpe, Sortino, Calmar, and benchmark-relative active return, tracking error, information ratio, and capture diagnostics, plus beta, regression alpha, R², and correlation.

Size a long or short stock position from account equity, stop risk, an optional position cap, and an optional target reward/risk assumption.

Compare full, half, and quarter Kelly risk fractions from a reader-entered win rate and average win/loss ratio, with account-risk dollar translations and explicit estimation-risk caveats.

Calculate the exact finite-horizon probability that a fixed-fraction binary trading process ever crosses a reader-chosen starting-equity loss threshold.

Analyze aggregate winning and losing trade results with expectancy per trade, profit factor, win rate, average win/loss, payoff ratio, and payoff-implied break-even diagnostics.

Model covered-call premium income, current-mark breakeven, capped expiration P/L, downside cushion, assignment proceeds, and expiration stock-price scenarios.

Model cash-secured put collateral, premium yield, effective purchase price, finite downside risk, and expiration P/L versus buying the represented shares today.

Model one cash-secured-put to covered-call sequence with separate unassigned and assigned branches, combined premiums, effective share basis, and second-stage expiration scenarios.

Model expiration profit and loss for a single long or short call or put, including premium cash flow, breakeven, maximum profit/loss, and stock-price scenarios.

Estimate Black-Scholes-Merton theoretical call or put value plus Delta, Gamma, Theta, Vega, and Rho from reader-entered price, volatility, rate, dividend, and expiration assumptions.

Solve Black-Scholes-Merton implied volatility from a reader-entered option premium, stock price, strike, expiration, rate, and dividend-yield assumption.

Compare current implied volatility with a reader-entered prior sample using IV Rank, IV Percentile, comparison range, and below/equal/above observation counts.

Estimate Black-Scholes-Merton risk-neutral probabilities that an underlying finishes below, between, or above reader-entered price targets from volatility, rate, dividend, and time assumptions.

Combine up to four same-expiration call and put legs and solve aggregate expiration P/L, exact breakevens, bounded outcomes, unlimited payoff directions, and risk-neutral probability of profit from reader-entered model assumptions.

Size defined-risk option structures from account equity, a reader-entered risk limit, and the canonical maximum expiration loss of one strategy unit.

Size ES, MES, NQ, and MNQ positions from account equity, risk limit, and stop distance.

Stress-test how annual turnover and per-dollar trading friction reduce gross backtest alpha.

Calculate the exact chance of a losing streak across a finite trade sample and the fixed-fraction drawdown it would create.

Measure sampling uncertainty around an observed backtest win rate with a Wilson confidence interval and payoff-ratio break-even comparison.

Measure how testing many strategy variants raises false-positive risk and compare Bonferroni and Sidak family-wise thresholds.

Estimate how much confidence sits behind an observed Sharpe ratio after accounting for track-record length, skewness, and kurtosis.

Estimate beta-adjusted ES, MES, or NES futures contracts for an equity portfolio hedge.

Measure protective-put cost, breakeven, downside floor, and modeled protection for a stock position.

Model a same-expiration stock collar with a protective put and covered call, including net option cost or credit, downside floor, upside cap, breakeven, and expiration scenarios.

Model fixed or inflation-adjusted portfolio withdrawals across reproducible simulated return paths, including funding probability, depletion timing, sequence risk, and ending balances.

Calculate a financial independence target and modeled years to FI from invested assets, contributions, spending, withdrawal-rate, return, and inflation assumptions.

Compare two management-fee and fund-expense structures against the same no-fee growth path, including direct fees, lost compounding, and ending-value drag.

Build a 12-month dividend-income calendar from your own holdings, annual dividend assumptions, payment frequencies, and anchor payment months.

Plan staggered bond maturities from your own rung assumptions, including coupon income, principal-return timing, weighted YTM and duration, and maturity concentration.

Compare Roth-style and Traditional-style retirement contributions using the same pre-tax savings budget, return horizon, and reader-entered current and future tax rates.

Compare reader-entered tax lots before a stock sale, including proceeds, basis, realized gains and losses, assumed tax effects, and remaining shares.

Project savings and investment growth using contributions, time, and compound returns.