Elixir Finance Library 🏦
A financial modeling library for elixir. Contains functions that can be used as building blocks for complex financial modeling.
Hex
Installation
The package can be installed by adding financial to your list of dependencies in mix.exs:
def deps do
[
{:financials, "~> 0.1.0"}
]
endUsage
Requests return a 2-tuple with the standard :ok or :error status.
# Successful response
{:ok, result} = Financials.debt_to_equity(Decimal<100.23>, Decimal<25.32>)
# Unsuccessful response due to argument type
{:error, "Arguments must be decimals"} = Financials.net_income(123.23, "23.45")
# Unsuccessful response due to argument value
{:error, "total_equity can't be zero (Divide by zero error)"} = Financials.net_income(Decimal<100000.00>, Decimal<0>)Future plans
- 🎯 Improve decimal and rounding accuracy
- 🔢 Config settings for parsing numerical values from string format
Contributing
Open an issue or create a fork and submit a pull request.
Functions
@params :: All arguments must be decimals with the exception of "integer-type" arguments such as days which may be either decimal, float or int
@return :: All results within :ok tuples are Decimals
Net Income
net_income(total_revenues, total_expenses)Earnings
earnings(net_income, preferred_dividends)Retained Earnings
retained_earnings(beginning_period_retained_earnings, net_income, cash_dividends, stock_dividends)Operating Cash Flow
ocf(operating_income, depreciation, taxes, change_in_working_capital)Return on Revenue
ror(net_income, sales_revenue)Return on Sales
ros(operating_profit, net_sales)COGS -- Cost of Goods Sold
cogs(beginning_inventory, purchases, ending_inventory)EBIT -- Earnings Before Interest and Taxes
ebit(revenue, cogs, operating_expenses)EBITA -- Earnings Before Interest, Taxes, and Amortization
ebita(revenue, cogs, operating_expenses, amortization)EBITDA -- Earnings Before Interest, Taxes, Depreciation, and Amortization
ebitda(net_income, interest_expense, taxes, depreciation, amortization)Receivable Turnover Ratio
receivable_turnover_ratio(net_credit_sales, average_accounts_receivable)Accumulated Depreciation to Fixed Assets
accumulated_depreciation_to_fixed_assets(accumulated_depreciation, total_fixed_assets)Asset Coverage
asset_coverage(total_assets, intangible_assets, current_liabilities, short_term_debt, total_debt)Asset Turnover
asset_turnover(net_sales, average_total_sales)Average Inventory Period
average_inventory_period(days, inventory_turnover)Average Payment Period
average_payment_period(average_accounts_payable, total_credit_purchases, days)Break Even Analysis
break_even_analysis(fixed_costs, sales_price_per_unit, variable_cost_per_unit)Capitalization Ratio
capitalization_ratio(total_debt, shareholders_equity)Cash Conversion Cycle
cash_conversion_cycle(days_inventory_outstanding, days_sales_outstanding, days_payables_outstanding)Cash Flow Coverage
cash_flow_coverage(operating_cash_flows, total_debt)Cash Ratio
cash_ratio(cash, cash_equivalents, total_current_liabilities)CAGR -- Compounded Annual Growth Rate
cagr(beginning_investment_value, ending_investment_value, years)Contribution Margin
contribution_margin(net_sales, variable_costs)Current Ratio
current_ratio(current_assets, current_liabilities)DPO -- Days Payable Outstanding
dpo(accounts_payable, cost_of_sales, days)Days Sales in Inventory
days_sales_in_inventory(ending_inventory, cogs)Days Sales Outstanding
days_sales_outstanding(accounts_receivable, net_credit_sales)Debt Ratio
debt_ratio(total_liabilities, total_assets)Debt Service Coverage Ratio
dscr(operating_income, total_debt_service_costs)Debt to Asset Ratio
debt_to_asset(total_debt, total_assets)Debt to Capital Ratio
debt_to_capital(total_debt, shareholders_equity)Debt to Equity Ratio
debt_to_equity(total_liabilities, total_equity)Debt to Income Ratio
dti(total_monthly_debt_payments, gross_monthly_income)Defensive Interval Ratio
dir(defensive_assets, daily_operational_expenses)EPS -- Earnings Per Share - Basic
eps_basic(earnings, shares_outstanding)Diluted Earnings Per Share
eps_diluted(earnings, shares_outstanding, diluted_shares)Pro-Forma Earnings Per Share
eps_pro_forma(acquirers_net_income, targets_net_income, incremental_adjustments, shares_outstanding, diluted_shares)Book Value Earning Per Share
eps_book_value(total_equity, preferred_equity, shares_outstanding)Retained Earnings Per Share
eps_retained(retained_earnings, shares_outstanding)Cash Earnings Per Share
eps_cash(operating_cash_flow, shares_outstanding)PE -- Price to Earnings Ratio
pe_ratio(price, earnings_per_share)Price to Earnings to Growth Ratio
peg_ratio(price_to_earnings, earnings_growth)Dividend Payout Ratio
dividend_payout(net_dividends, net_income)Dividend Yield
dividend_yield(cash_dividends_per_share, market_value_per_share)DuPont Analysis
du_pont_analysis(profit_margin, total_asset_turnover, financial_leverage)Enterprise Value
ev(market_capitalization, debt, current_cash)Equity Multiplier
equity_multiplier(total_assets, total_stockholders_equity)Equity Ratio
equity_ratio(total_equity, total_assets)Expense Ratio
expense_ratio(operating_expenses, average_value_of_fund_assets)Fixed Asset Turnover Ratio
fixed_asset_turnover_ratio(net_sales, fixed_assets, accumulated_depreciation)Fixed Charge Coverage Ratio
fixed_charge_coverage_ratio(ebit, fixed_charges_before_taxes, interest)Free Cash Flow
fcf(operating_cash_flow, capital_expenditures)Goodwill to Assets
goodwill_to_assets(goodwill, assets)Gross Margin Ratio
gross_margin_ratio(gross_margin, net_sales)Gross Profit
gross_profit(total_sales, cogs)Interest Coverage Ratio
interest_coverage_ratio(ebit, interest_expense)Inventory Turnover Ratio
inventory_turnover_ratio(cogs, average_inventory)Loan to Value Ratio
ltv(mortgage_amount, appraised_value_of_property)Long Term Debt to Total Asset Ratio
long_term_debt_to_total_asset_ratio(long_term_debt, total_assets)Margin of Safety
margin_of_safety(actual_sales, break_even_point)Margin of Safety Ratio
margin_of_safety_ratio(actual_sales, break_even_point)Margin of Revenue
margin_of_revenue(change_in_total_revenues, change_in_quantity_sold)