All NCFM Fundamental Analysis Formula list

Based on the provided source material, here is a comprehensive list of all formulas presented in the workbook, formatted in simple line format as requested:

Chapter 2: Financial Basics

  • Present Value: PV = FV / (1 + r)^t.
  • Future Value: FV = PV * (1 + r)^t.
  • Weighted Average Cost of Capital: WACC = (D / TC) * Kd * (1 - t) + (E / TC) * Ke + (P / TC) * Kp.
  • Cost of Equity (CAPM): Ke = Rf + β * (Rm - Rf).
  • Cost of Equity (Alternative): Ke = Rf + β * (Equity Risk Premium).
  • Beta (Statistical): βIM = Covim / σ²m.
  • Beta (Correlation): βIM = ρim * (σi / σm).
  • Sharpe Ratio (Risk-Adjusted Return): S = (R - Rf) / σ.

Chapter 3: Financial Ratios and Analysis

Liquidity Ratios

  • Current Ratio: Current Ratio = Current Assets / Current Liabilities.
  • Quick Ratio (Acid-Test): Quick Ratio = (Cash & Equivalents + Short-term Investments + Accounts Receivables) / Current Liabilities.
  • Cash Ratio: Cash Ratio = (Cash + Cash & Equivalents + Invested Funds) / Current Liabilities.

Profitability and Return Ratios

  • Gross Profit Margin: Gross Profit Margin = Gross Profit / Net Sales.
  • Operating Profit Margin: Operating Profit Margin = Operating Profit / Net Sales.
  • Pre-tax Profit Margin: Pre-tax Profit Margin = Pretax Profit / Net Sales.
  • Net Profit Margin: Net Profit Margin = Net Profit / Net Sales.
  • Effective Tax Rate: Effective Tax Rate = Income Tax Expense / Pretax Income.
  • Return on Assets (ROA): ROA = Net Income / Average Total Assets.
  • Return on Equity (ROE): ROE = Net Income / Average Shareholders’ Equity.
  • Return on Capital Employed (ROCE): ROCE = Net Income / (Debt + Equity).

Debt and Leverage Ratios

  • Debt Ratio: Debt Ratio = Total Liabilities / Total Assets.
  • Debt-Equity Ratio: Debt-Equity Ratio = Total Liabilities / Shareholders Equity.
  • Capitalization Ratio: Capitalization Ratio = Long term Debt / (Long term Debt + Shareholders’ Equity).
  • Interest Coverage Ratio: Interest Coverage Ratio = EBIT / Interest Expenses.
  • Cash Flow to Debt Ratio: Cash Flow to Debt Ratio = Operating Cash Flow / Total Debt.

Operating Performance Ratios

  • Fixed-Asset Turnover Ratio: Fixed-Asset Turnover Ratio = Net Sales / Property, Plant & Equipment.
  • Sales Per Employee: Sales Per Employee = Net Sales / Average Number of Employees.

DuPont Analysis

  • DuPont ROE: ROE = (Net Income / Sales) * (Sales / Average Assets) * (Average Assets / Average Equity).
  • Total Asset Turnover (TAT): TAT = Sales / Average Assets.
  • Leverage Multiplier: Leverage Multiplier = Average Assets / Average Equity.
  • Leverage Multiplier (Alternative 1): Leverage Multiplier = 1 / (1 - (Average Debt / Average Assets)).
  • Leverage Multiplier (Alternative 2): Leverage Multiplier = 1 + (Average Debt / Average Equity).
  • Extended DuPont Formula: ROE = (Net Income / EBIT) * (EBIT / EBITDA) * (EBITDA / Sales) * (Sales / Average Assets) * (Average Assets / Average Equity).

Cash Conversion Cycle (CCC)

  • Cash Conversion Cycle: CCC = Days Inventory Outstanding + Days Sales Outstanding - Days Payables Outstanding.

Chapter 4: Valuation Methodologies

Dividend Discount Models (DDM)

  • General DDM: Value per share of stock = Σ E(DPSt) / (1 + Ke)^t.
  • Gordon Growth Model: Value per share of stock = DPS1 / (Ke - g).
  • Expected Growth Rate: Expected Growth = Retention ratio * Return on equity.
  • Stable Period Payout Ratio: Stable Payout Ratio = Stable Growth Rate / Stable Period ROE.
  • Two-Stage Value: Value of the Stock = PV(Dividends during extraordinary phase) + PV(Terminal Price).
  • Terminal Price (at year n): Pn = DPSn+1 / (Ke - gn).

Free Cash Flow Models (FCFF & FCFE)

  • FCFF (from Net Income): FCFF = NI + NCC + I(1 - T) - FC - WC.
  • FCFF (from EBIT): FCFF = EBIT(1 - T) + NCC - FC - WC.
  • FCFF (from CFO): FCFF = CFO - FC + I(1 - t).
  • FCFE (from FCFF): FCFE = FCFF + Net Borrowing - I(1 - T).
  • FCFE (from Net Income): FCFE = NI + NCC - FC - WC + Net Borrowing.
  • FCFE (from CFO): FCFE = CFO + Net Borrowing - FC.
  • FCFE Terminal Value: TV = FCFEt / (Ke - g).
  • FCFE (Constant Debt Ratio): FCFE = NI - (1 - DR) * (Capital Spending - Depreciation) - (1 - DR) * Change in WC.

Relative Valuation Multiples

  • Price / Earnings Ratio: PE = Market Price per Share / Earnings Per Share.
  • Price / Book Value Ratio: P/B Ratio = Stock Price / (Total Assets - Intangible Assets and Liabilities).
  • Enterprise Value / EBITDA Multiplier: EV/EBITDA = (Market Value of Equity + Market Value of Debt - Cash) / EBITDA.
  • Price / Sales Ratio: P/S = Market Cap / Revenues.
  • Price / Sales Ratio (Per Share): P/S = Stock Price / Sales per Share.

Banking and Financial Service Ratios

  • Net Interest Margin (NIM): NIM = (Interest income - Interest expenses) / Average earning assets.
  • Operating Profit Margin (OPM): OPM = (Net Interest Income - Operating Expenses) / Total Interest Income.
  • Cost to Income Ratio: Cost to Income Ratio = Operating Expenses / (NII + Non-interest income).
  • Capital Adequacy Ratio (CAR): CAR = (Tier I capital + Tier II capital) / Risk weighted assets.
  • NPA Ratio: NPA Ratio = Net non-performing assets / Loans given.
  • Provision Coverage Ratio: Provision Coverage Ratio = (Cumulative provisions) / Gross NPAS.

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