FinRatioAnalysis 0.1.0

Quantitative Finance Ratio Analysis

FinRatioAnalysis (Package Under maintenance)

A comprehensive Python package for financial ratio analysis and fundamental analysis of publicly traded companies using real-time data from Yahoo Finance.

Features

Profitability & Return Metrics:

• Return on Equity (ROE)
• Return on Assets (ROA)
• Return on Capital Employed (ROCE)
• Gross Margin, Operating Margin, Net Profit Margin

Leverage & Solvency:

• Debt-to-Equity Ratio
• Equity Ratio, Debt Ratio
• Interest Coverage Ratios

Efficiency Ratios:

• Asset Turnover
• Receivables Turnover
• Inventory Turnover
• Fixed Asset Turnover

Liquidity Analysis:

• Current Ratio, Quick Ratio, Cash Ratio
• Days Inventory Ratio (DIR)
• Operating Cash Flow Ratios

Advanced Metrics:

• Cash Conversion Cycle (CCC)
• Altman Z-Score (bankruptcy prediction)
• Capital Asset Pricing Model (CAPM)
• Sharpe Ratio
• Weighted Average Cost of Capital (WACC)

Special Features:

• ✅ Supports both tech companies and financial institutions (banks)
• ✅ Automatic fallback logic for missing financial data
• ✅ Quarterly and yearly data frequency
• ✅ Interactive Z-Score visualization with Plotly
• ✅ 108 comprehensive unit and integration tests

Installation

pip install FinRatioAnalysis

Dependencies (automatically installed):

• yfinance - Real-time financial data
• pandas - Data manipulation
• numpy - Numerical operations
• plotly - Interactive visualizations
• requests - API calls

Quick Start

from FinRatioAnalysis import FinRatioAnalysis

# Create analyzer instance
apple = FinRatioAnalysis('AAPL', freq='yearly')  # freq: 'yearly' or 'quarterly'

# Calculate profitability ratios
returns = apple.return_ratios()
print(returns)  # ROE, ROA, ROCE, Gross Margin, Operating Margin, Net Profit

# Calculate leverage ratios
leverage = apple.leverage_ratios()
print(leverage)  # Debt-to-Equity, Equity Ratio, Debt Ratio

# Calculate efficiency ratios
efficiency = apple.efficiency_ratios()
print(efficiency)  # Asset Turnover, Receivables Turnover, etc.

# Calculate liquidity ratios
liquidity = apple.liquidity_ratios()
print(liquidity)  # Current Ratio, Quick Ratio, Cash Ratio, etc.

# Cash Conversion Cycle
ccc = apple.ccc()
print(ccc)  # DIO, DSO, DPO, CCC

# Altman Z-Score (bankruptcy risk)
z_score = apple.z_score()
print(z_score)  # Z-Score value and classification

# Visualize Z-Score
apple.z_score_plot()  # Interactive Plotly chart

# CAPM and Sharpe Ratio
capm = apple.capm(market_ticker='^GSPC')  # S&P 500 as market
print(capm)  # Beta, Expected Return, Sharpe Ratio

# Weighted Average Cost of Capital
wacc = apple.wacc(market_ticker='^GSPC')
print(wacc)  # WACC percentage

Example: Analyzing Multiple Companies

from FinRatioAnalysis import FinRatioAnalysis
import pandas as pd

tickers = ['AAPL', 'MSFT', 'GOOGL', 'JPM']  # Tech + Bank
results = {}

for ticker in tickers:
    analyzer = FinRatioAnalysis(ticker, freq='yearly')
    results[ticker] = {
        'ROE': analyzer.return_ratios()['ROE'].iloc[0],
        'Debt/Equity': analyzer.leverage_ratios()['DebtEquityRatio'].iloc[0],
        'Z-Score': analyzer.z_score()['Z-score'].iloc[0],
        'WACC': analyzer.wacc()['WACC'].iloc[0]
    }

df = pd.DataFrame(results).T
print(df)

Supported Company Types

The package intelligently handles different types of companies:

Tech/Manufacturing Companies: Full metrics including ROCE, Gross Margin, Operating Margin

Financial Institutions (Banks): Automatically adapts metrics - uses alternative calculations when standard fields (like GrossProfit, CurrentLiabilities) are unavailable

Documentation

For detailed financial ratio formulas and interpretations:

• CFI Financial Ratios Cheat Sheet

Testing

The package includes 108 comprehensive tests:

# Run all tests
pytest

# Run specific test categories
pytest tests/test_return_ratios.py
pytest tests/test_integration_real_data.py
pytest -m integration  # Real data tests only

License

MIT License - See LICENCE file

Author

Lorenzo Cárdenas Cárdenas

• GitHub: @lorenzo1285
• LinkedIn: lorenzocardenas

Contributing

<<<<<<< Updated upstream

Installation

Install FinanceAnalysis, yahoo finance, pandas-datareader and plotly with pip

  pip install yfinance
  pip install FinRatioAnalysis
  pip install pandas-datareader
  pip install plotly

======= Contributions are welcome! Please feel free to submit a Pull Request.

Stashed changes