finance-calculator-pro 1.2.0 → 1.2.1

package/README.md

@@ -11,7 +11,7 @@
 ![finance-calculator-pro banner](https://raw.githubusercontent.com/boffincoders/finance-calculator/refs/heads/master/.github/assets/finance-calculator-pro.png)
 
 > **Zero-dependency financial analysis engine for JavaScript and TypeScript.**
-> Calculate 60+ financial metrics — valuation ratios, profitability, liquidity, solvency, efficiency, intrinsic value, composite scoring, technical indicators (SMA, EMA, RSI, MACD, ATR, ADX, Bollinger Bands), and bankruptcy risk scores — from raw financial data. No API calls. No runtime dependencies. Works in Node.js, browsers, and edge runtimes.
+> Calculate 70+ financial metrics — valuation ratios, profitability, liquidity, solvency, efficiency, intrinsic value, composite scoring, TTM aggregation, historical analysis, and bankruptcy risk scores — from raw financial data. No API calls. No runtime dependencies. Works in Node.js, browsers, and edge runtimes.
 
 ---
 
@@ -50,7 +50,7 @@ Building a stock screener, neo-bank, or internal financial analysis tool? [Let's
 
 ---
 
-## Metrics Reference — 60+ Functions Across 12 Categories
+## Metrics Reference — 70+ Functions Across 11 Categories
 
 ### Valuation Ratios
 | Metric | Function | Formula |
@@ -150,21 +150,7 @@ Building a stock screener, neo-bank, or internal financial analysis tool? [Let's
 | `computeNYearSum()` | Rolling N-year sum of quarterly data |
 | `computeHistoricalPoint()` | Value at exactly N quarters back |
 
-### Technical Indicators *(native — zero dependencies)*
-| Function | Description |
-|---|---|
-| `sma(prices, period)` | Simple Moving Average |
-| `ema(prices, period)` | Exponential Moving Average |
-| `rsi(prices, period?)` | Relative Strength Index (default 14) |
-| `roc(prices, period?)` | Rate of Change (default 14) |
-| `macd(prices, fast?, slow?, signal?)` | MACD line, signal line, histogram |
-| `atr(highs, lows, closes, period?)` | Average True Range (default 14) |
-| `bollingerBands(prices, period?, mult?)` | Upper, Middle, Lower bands + Bandwidth |
-| `adx(highs, lows, closes, period?)` | ADX + +DI + −DI (default 14) |
-| `mfi(highs, lows, closes, volumes, period?)` | Money Flow Index (default 14) |
-| `vwap(highs, lows, closes, volumes)` | Volume-Weighted Average Price |
-| `beta(stockReturns, benchmarkReturns)` | Beta vs benchmark |
-| `pivotPoints(high, low, close)` | Classic Pivot Points (P, R1–R3, S1–S3) |
+
 
 ---
 
@@ -291,14 +277,46 @@ Import any function directly for lightweight single-metric use. Every function r
 
 ```typescript
 import {
+  // Valuation
   pe, pb, ps, peg, evEbitda, evRevenue, evFcf,
   priceToCashFlow, earningsYield, grahamNumber, calculateDCF,
-  roa, roe, roic, grossMargin, operatingMargin, netProfitMargin,
+  marketCapToDebtCap,
+
+  // Profitability
+  roa, roe, roic, grossMargin, operatingMargin, netProfitMargin, fcfMargin,
+
+  // Liquidity
   currentRatio, quickRatio, debtToEquity, interestCoverage,
+
+  // Solvency
   netDebt, netDebtToEbitda, debtToAssets,
-  assetTurnover, receivablesTurnover, daysSalesOutstanding,
+
+  // Efficiency
+  assetTurnover, inventoryTurnover, receivablesTurnover, daysSalesOutstanding,
+  payableDays, workingCapitalDays, cashConversionCycle,
+
+  // Quality
   payoutRatio, cashConversionRatio,
+
+  // Risk
   altmanZScore, piotroski, sharpe, targetUpside,
+
+  // Intrinsic Valuation
+  computeNCVPS, computeGFactor, computeIntrinsicValue,
+
+  // Composite Scoring
+  computeQualityScore, computeGrowthScore, computeValueScore, computeMomentumScore,
+
+  // Growth
+  calculateGrowthRate, yoyGrowth, qoqGrowth, cagr, medianGrowth,
+
+  // TTM
+  computeTTM, computeTTMAvg,
+
+  // Historical
+  computeNYearAverage, computeNYearSum, computeHistoricalPoint,
+
+  // Insights Engine
   evaluate,
 } from 'finance-calculator-pro';
 
@@ -306,7 +324,8 @@ import {
 pe(150, 5);                               // → 30
 priceToCashFlow(150_000, 7_000);          // → 21.43
 earningsYield(5, 150);                    // → 0.0333 (3.33%)
-grahamNumber(5, 20);                      // → 47.43  (null if EPS or book ≤ 0)
+grahamNumber(5, 20);                      // → 47.43
+marketCapToDebtCap(150_000, 20_000);      // → 0.882 (88.2% equity financed)
 
 // Solvency
 netDebtToEbitda(20_000, 5_000, 10_000);   // → 1.5
@@ -314,9 +333,8 @@ debtToAssets(20_000, 100_000);            // → 0.20
 
 // Efficiency
 daysSalesOutstanding(50_000, 6_250);      // → 45.6 days
-
-// Earnings Quality
-cashConversionRatio(7_000, 5_000);        // → 1.4
+payableDays(30_000, 200_000);             // → 54.75 days
+cashConversionCycle(45, 60, 55);          // → 50 days
 
 // Risk
 altmanZScore(15_000, 20_000, 7_500, 250_000, 50_000, 100_000, 60_000); // → 3.71
@@ -330,6 +348,36 @@ const result = piotroski({
 result.score;     // → 4
 result.maxScore;  // → 5
 
+// Intrinsic Valuation
+computeNCVPS(500_000, 300_000, 100_000);  // → 2.00 (net current value per share)
+computeIntrinsicValue(10, 0.15, 0.25);    // → 5-yr EPS projection with 25% safety margin
+computeGFactor(82, 78, 67);               // → composite G-Factor score
+
+// Composite Scoring
+computeQualityScore({ piotroskiScore: 7, roeVsSector: 1.1,
+  marginsImproving: true, pledgeFree: true, promoterStable: true }); // → 82
+computeGrowthScore({ revenueGrowthVsSector: 1.3, profitGrowthRate: 0.20,
+  epsGrowthRate: 0.18, cfoPositive: true, revenueAccelerating: true }); // → 78
+computeValueScore({ peVs3yrAvg: 0.8, pbVsSector: 0.75, peg: 0.9,
+  historicalPePercentile: 30 }); // → 72
+computeMomentumScore({ priceVsSma200: 1.08, rsi: 58, adx: 28,
+  volumeRatio: 1.2, roc125: 0.18 }); // → 67
+
+// TTM Aggregation
+const quarters = [2200, 2400, 2600, 2800]; // Q1–Q4 revenue
+computeTTM(quarters);     // → 10000  (annualised TTM)
+computeTTMAvg(quarters);  // → 2500   (average quarterly)
+
+// Historical Analysis
+const qData = [2000, 2200, 2400, 2600, 2800, 3000, 3200, 3400];
+computeNYearAverage(qData, 2);     // → 2700  (2-year average)
+computeNYearSum(qData, 1);         // → 12400 (last 4 quarters sum)
+computeHistoricalPoint(qData, 4);  // → 2600  (same quarter last year)
+
+// Growth
+cagr(1000, 2000, 5);                                       // → 0.1487 (14.87%)
+medianGrowth([800, 900, 1100, 1050, 1300]);                // → 0.176  (17.6%)
+
 // Pair raw math with the Insights Engine
 const ratio = pe(150, 5);  // → 30
 evaluate.pe(ratio);
@@ -416,7 +464,7 @@ interface CompanySnapshotInput {
 | `analyzeProfitability(data, insights?)` | Profitability | ROA, ROE, ROIC, all margins |
 | `analyzeLiquidity(data, insights?)` | Liquidity | Current, Quick, D/E, Interest Coverage |
 | `analyzeSolvency(data, insights?)` | Solvency | Net Debt, Net Debt/EBITDA, Debt/Assets |
-| `analyzeEfficiency(data, insights?)` | Efficiency | Asset Turnover, Inventory, Receivables, DSO |
+| `analyzeEfficiency(data, insights?)` | Efficiency | Asset Turnover, Inventory, Receivables, DSO, Payable Days, WC Days, CCC |
 | `analyzeRisk(data, insights?)` | Risk | Altman Z-Score, Sharpe, Piotroski F-Score |
 | `analyzeQuality(data, insights?)` | Quality | Payout Ratio, Cash Conversion Ratio |
 | `analyzeBatch(dataArray, insights?)` | Batch | Array of snapshots → array of analyses |
@@ -429,7 +477,7 @@ interface CompanySnapshotInput {
 | Feature | finance-calculator-pro |
 |---|---|
 | Dependencies | **Zero** |
-| Bundle size | **< 20 KB** (tree-shakeable) |
+| Bundle size | **< 50 KB** (tree-shakeable) |
 | TypeScript | **Full types included** |
 | Return type | `number \| null` (never throws) |
 | Insights engine | **Built-in** (value + status + insight) |

package/dist/index.d.mts

@@ -1252,142 +1252,4 @@ interface MomentumScoreInput {
  */
 declare const computeMomentumScore: (input: MomentumScoreInput) => number;
 
-/**
- * Technical Indicators
- *
- * All indicators are implemented natively with zero external dependencies.
- * Input arrays are expected in chronological order: oldest first, most recent last.
- * Functions return null when insufficient data is provided.
- */
-/**
- * Simple Moving Average (SMA)
- * Returns the average of the last `period` values.
- * Returns null if fewer values than `period` are provided.
- */
-declare const sma: (prices: number[], period: number) => number | null;
-/**
- * Exponential Moving Average (EMA)
- * Uses the standard smoothing factor k = 2 / (period + 1).
- * Seed: SMA of first `period` values, then EMA forward.
- * Returns null if fewer values than `period` are provided.
- */
-declare const ema: (prices: number[], period: number) => number | null;
-/**
- * Relative Strength Index (RSI)
- * Uses Wilder's Smoothed Moving Average (SMMA) — standard RSI formula.
- * Requires at least `period + 1` data points.
- * @param prices  Closing prices, oldest first.
- * @param period  Default 14.
- * Returns null if insufficient data.
- */
-declare const rsi: (prices: number[], period?: number) => number | null;
-/**
- * Rate of Change (ROC)
- * Formula: ((current - priorN) / priorN) × 100
- * Returns the percentage change over `period` bars.
- * Returns null if fewer than `period + 1` values are provided.
- */
-declare const roc: (prices: number[], period?: number) => number | null;
-interface MACDResult {
-    /** MACD line = EMA(fast) - EMA(slow) */
-    macdLine: number;
-    /** Signal line = EMA(macdLine, signal) */
-    signalLine: number;
-    /** Histogram = macdLine - signalLine */
-    histogram: number;
-}
-/**
- * MACD (Moving Average Convergence/Divergence)
- * Default: fast=12, slow=26, signal=9
- * Returns null if insufficient data.
- */
-declare const macd: (prices: number[], fastPeriod?: number, slowPeriod?: number, signalPeriod?: number) => MACDResult | null;
-/**
- * Average True Range (ATR)
- * Measures volatility by averaging the True Range over `period` bars.
- * True Range = max(high-low, |high-prevClose|, |low-prevClose|)
- * Uses Wilder's smoothing (same as RSI).
- * @param highs   Array of high prices, chronological.
- * @param lows    Array of low prices, chronological.
- * @param closes  Array of close prices, chronological.
- * @param period  Default 14.
- */
-declare const atr: (highs: number[], lows: number[], closes: number[], period?: number) => number | null;
-interface BollingerBandsResult {
-    upper: number;
-    middle: number;
-    lower: number;
-    /** Bandwidth: (upper - lower) / middle */
-    bandwidth: number;
-}
-/**
- * Bollinger Bands
- * Middle = SMA(period), Upper = SMA + (stdDev × multiplier), Lower = SMA - (stdDev × multiplier)
- * @param prices    Closing prices, chronological.
- * @param period    Default 20.
- * @param multiplier Default 2.
- */
-declare const bollingerBands: (prices: number[], period?: number, multiplier?: number) => BollingerBandsResult | null;
-interface ADXResult {
-    /** ADX: trend strength 0–100. > 25 = trending, < 20 = ranging */
-    adx: number;
-    /** +DI: positive directional indicator */
-    plusDI: number;
-    /** -DI: negative directional indicator */
-    minusDI: number;
-}
-/**
- * ADX (Average Directional Index) with +DI and -DI
- * Uses Wilder's smoothing (same period as ATR).
- * @param period Default 14.
- */
-declare const adx: (highs: number[], lows: number[], closes: number[], period?: number) => ADXResult | null;
-/**
- * Money Flow Index (MFI)
- * Volume-weighted RSI. Uses typical price = (high + low + close) / 3.
- * @param period Default 14.
- */
-declare const mfi: (highs: number[], lows: number[], closes: number[], volumes: number[], period?: number) => number | null;
-/**
- * VWAP (Volume-Weighted Average Price)
- * Typically computed intraday (resets each session), but useful as a rolling
- * VWAP over the provided data window.
- * Formula: sum(typicalPrice × volume) / sum(volume)
- */
-declare const vwap: (highs: number[], lows: number[], closes: number[], volumes: number[]) => number | null;
-/**
- * Beta
- * Measures the stock's return volatility relative to a benchmark (e.g. index).
- * Beta = Covariance(stock, benchmark) / Variance(benchmark)
- * @param stockReturns     Array of periodic returns for the stock.
- * @param benchmarkReturns Array of periodic returns for the benchmark.
- *                         Must be the same length as stockReturns.
- * Returns null if inputs are invalid or benchmark has zero variance.
- */
-declare const beta: (stockReturns: number[], benchmarkReturns: number[]) => number | null;
-interface PivotPointsResult {
-    /** Central pivot point */
-    pivot: number;
-    /** Resistance levels */
-    r1: number;
-    r2: number;
-    r3: number;
-    /** Support levels */
-    s1: number;
-    s2: number;
-    s3: number;
-}
-/**
- * Classic Pivot Points
- * Computed from the prior session's high, low, and close.
- *   Pivot   = (high + low + close) / 3
- *   R1 = 2×Pivot − low
- *   S1 = 2×Pivot − high
- *   R2 = Pivot + (high − low)
- *   S2 = Pivot − (high − low)
- *   R3 = high + 2×(Pivot − low)
- *   S3 = low − 2×(high − Pivot)
- */
-declare const pivotPoints: (high: number, low: number, close: number) => PivotPointsResult;
-
-export { type ADXResult, type BollingerBandsResult, type CompanySnapshotInput, type EvaluatedMetric, type FundamentalTimeseriesInput, type GrowthScoreInput, type MACDResult, type MetricStatus, type MomentumScoreInput, type PiotroskiInput, type PiotroskiResult, type PiotroskiSignals, type PivotPointsResult, type QualityScoreInput, type ValueScoreInput, adx, altmanZScore, analyzeBatch, analyzeCompany, analyzeEfficiency, analyzeFundamentalTrends, analyzeLiquidity, analyzeProfitability, analyzeQuality, analyzeRisk, analyzeSolvency, analyzeValuation, assetTurnover, atr, beta, bollingerBands, cagr, calculateDCF, calculateEnterpriseValue, calculateGrowthRate, cashConversionCycle, cashConversionRatio, computeGFactor, computeGrowthScore, computeHistoricalPoint, computeIntrinsicValue, computeMomentumScore, computeNCVPS, computeNYearAverage, computeNYearSum, computeQualityScore, computeTTM, computeTTMAvg, computeValueScore, currentRatio, daysSalesOutstanding, debtToAssets, debtToEquity, dividendYield, earningsYield, ema, evEbitda, evFcf, evRevenue, evaluate, fcfMargin, grahamNumber, grossMargin, impliedSharePrice, interestCoverage, inventoryTurnover, macd, marketCapToDebtCap, medianGrowth, mfi, netDebt, netDebtToEbitda, netProfitMargin, operatingMargin, payableDays, payoutRatio, pb, pbFromMarketCap, pe, peg, piotroski, pivotPoints, priceToCashFlow, priceToCashFlowPerShare, ps, psFromMarketCap, qoqGrowth, quickRatio, receivablesTurnover, roa, roc, roe, roic, rsi, safeDivide, sharpe, sma, targetUpside, vwap, workingCapitalDays, yoyGrowth };
+export { type CompanySnapshotInput, type EvaluatedMetric, type FundamentalTimeseriesInput, type GrowthScoreInput, type MetricStatus, type MomentumScoreInput, type PiotroskiInput, type PiotroskiResult, type PiotroskiSignals, type QualityScoreInput, type ValueScoreInput, altmanZScore, analyzeBatch, analyzeCompany, analyzeEfficiency, analyzeFundamentalTrends, analyzeLiquidity, analyzeProfitability, analyzeQuality, analyzeRisk, analyzeSolvency, analyzeValuation, assetTurnover, cagr, calculateDCF, calculateEnterpriseValue, calculateGrowthRate, cashConversionCycle, cashConversionRatio, computeGFactor, computeGrowthScore, computeHistoricalPoint, computeIntrinsicValue, computeMomentumScore, computeNCVPS, computeNYearAverage, computeNYearSum, computeQualityScore, computeTTM, computeTTMAvg, computeValueScore, currentRatio, daysSalesOutstanding, debtToAssets, debtToEquity, dividendYield, earningsYield, evEbitda, evFcf, evRevenue, evaluate, fcfMargin, grahamNumber, grossMargin, impliedSharePrice, interestCoverage, inventoryTurnover, marketCapToDebtCap, medianGrowth, netDebt, netDebtToEbitda, netProfitMargin, operatingMargin, payableDays, payoutRatio, pb, pbFromMarketCap, pe, peg, piotroski, priceToCashFlow, priceToCashFlowPerShare, ps, psFromMarketCap, qoqGrowth, quickRatio, receivablesTurnover, roa, roe, roic, safeDivide, sharpe, targetUpside, workingCapitalDays, yoyGrowth };

package/dist/index.d.ts

@@ -1252,142 +1252,4 @@ interface MomentumScoreInput {
  */
 declare const computeMomentumScore: (input: MomentumScoreInput) => number;
 
-/**
- * Technical Indicators
- *
- * All indicators are implemented natively with zero external dependencies.
- * Input arrays are expected in chronological order: oldest first, most recent last.
- * Functions return null when insufficient data is provided.
- */
-/**
- * Simple Moving Average (SMA)
- * Returns the average of the last `period` values.
- * Returns null if fewer values than `period` are provided.
- */
-declare const sma: (prices: number[], period: number) => number | null;
-/**
- * Exponential Moving Average (EMA)
- * Uses the standard smoothing factor k = 2 / (period + 1).
- * Seed: SMA of first `period` values, then EMA forward.
- * Returns null if fewer values than `period` are provided.
- */
-declare const ema: (prices: number[], period: number) => number | null;
-/**
- * Relative Strength Index (RSI)
- * Uses Wilder's Smoothed Moving Average (SMMA) — standard RSI formula.
- * Requires at least `period + 1` data points.
- * @param prices  Closing prices, oldest first.
- * @param period  Default 14.
- * Returns null if insufficient data.
- */
-declare const rsi: (prices: number[], period?: number) => number | null;
-/**
- * Rate of Change (ROC)
- * Formula: ((current - priorN) / priorN) × 100
- * Returns the percentage change over `period` bars.
- * Returns null if fewer than `period + 1` values are provided.
- */
-declare const roc: (prices: number[], period?: number) => number | null;
-interface MACDResult {
-    /** MACD line = EMA(fast) - EMA(slow) */
-    macdLine: number;
-    /** Signal line = EMA(macdLine, signal) */
-    signalLine: number;
-    /** Histogram = macdLine - signalLine */
-    histogram: number;
-}
-/**
- * MACD (Moving Average Convergence/Divergence)
- * Default: fast=12, slow=26, signal=9
- * Returns null if insufficient data.
- */
-declare const macd: (prices: number[], fastPeriod?: number, slowPeriod?: number, signalPeriod?: number) => MACDResult | null;
-/**
- * Average True Range (ATR)
- * Measures volatility by averaging the True Range over `period` bars.
- * True Range = max(high-low, |high-prevClose|, |low-prevClose|)
- * Uses Wilder's smoothing (same as RSI).
- * @param highs   Array of high prices, chronological.
- * @param lows    Array of low prices, chronological.
- * @param closes  Array of close prices, chronological.
- * @param period  Default 14.
- */
-declare const atr: (highs: number[], lows: number[], closes: number[], period?: number) => number | null;
-interface BollingerBandsResult {
-    upper: number;
-    middle: number;
-    lower: number;
-    /** Bandwidth: (upper - lower) / middle */
-    bandwidth: number;
-}
-/**
- * Bollinger Bands
- * Middle = SMA(period), Upper = SMA + (stdDev × multiplier), Lower = SMA - (stdDev × multiplier)
- * @param prices    Closing prices, chronological.
- * @param period    Default 20.
- * @param multiplier Default 2.
- */
-declare const bollingerBands: (prices: number[], period?: number, multiplier?: number) => BollingerBandsResult | null;
-interface ADXResult {
-    /** ADX: trend strength 0–100. > 25 = trending, < 20 = ranging */
-    adx: number;
-    /** +DI: positive directional indicator */
-    plusDI: number;
-    /** -DI: negative directional indicator */
-    minusDI: number;
-}
-/**
- * ADX (Average Directional Index) with +DI and -DI
- * Uses Wilder's smoothing (same period as ATR).
- * @param period Default 14.
- */
-declare const adx: (highs: number[], lows: number[], closes: number[], period?: number) => ADXResult | null;
-/**
- * Money Flow Index (MFI)
- * Volume-weighted RSI. Uses typical price = (high + low + close) / 3.
- * @param period Default 14.
- */
-declare const mfi: (highs: number[], lows: number[], closes: number[], volumes: number[], period?: number) => number | null;
-/**
- * VWAP (Volume-Weighted Average Price)
- * Typically computed intraday (resets each session), but useful as a rolling
- * VWAP over the provided data window.
- * Formula: sum(typicalPrice × volume) / sum(volume)
- */
-declare const vwap: (highs: number[], lows: number[], closes: number[], volumes: number[]) => number | null;
-/**
- * Beta
- * Measures the stock's return volatility relative to a benchmark (e.g. index).
- * Beta = Covariance(stock, benchmark) / Variance(benchmark)
- * @param stockReturns     Array of periodic returns for the stock.
- * @param benchmarkReturns Array of periodic returns for the benchmark.
- *                         Must be the same length as stockReturns.
- * Returns null if inputs are invalid or benchmark has zero variance.
- */
-declare const beta: (stockReturns: number[], benchmarkReturns: number[]) => number | null;
-interface PivotPointsResult {
-    /** Central pivot point */
-    pivot: number;
-    /** Resistance levels */
-    r1: number;
-    r2: number;
-    r3: number;
-    /** Support levels */
-    s1: number;
-    s2: number;
-    s3: number;
-}
-/**
- * Classic Pivot Points
- * Computed from the prior session's high, low, and close.
- *   Pivot   = (high + low + close) / 3
- *   R1 = 2×Pivot − low
- *   S1 = 2×Pivot − high
- *   R2 = Pivot + (high − low)
- *   S2 = Pivot − (high − low)
- *   R3 = high + 2×(Pivot − low)
- *   S3 = low − 2×(high − Pivot)
- */
-declare const pivotPoints: (high: number, low: number, close: number) => PivotPointsResult;
-
-export { type ADXResult, type BollingerBandsResult, type CompanySnapshotInput, type EvaluatedMetric, type FundamentalTimeseriesInput, type GrowthScoreInput, type MACDResult, type MetricStatus, type MomentumScoreInput, type PiotroskiInput, type PiotroskiResult, type PiotroskiSignals, type PivotPointsResult, type QualityScoreInput, type ValueScoreInput, adx, altmanZScore, analyzeBatch, analyzeCompany, analyzeEfficiency, analyzeFundamentalTrends, analyzeLiquidity, analyzeProfitability, analyzeQuality, analyzeRisk, analyzeSolvency, analyzeValuation, assetTurnover, atr, beta, bollingerBands, cagr, calculateDCF, calculateEnterpriseValue, calculateGrowthRate, cashConversionCycle, cashConversionRatio, computeGFactor, computeGrowthScore, computeHistoricalPoint, computeIntrinsicValue, computeMomentumScore, computeNCVPS, computeNYearAverage, computeNYearSum, computeQualityScore, computeTTM, computeTTMAvg, computeValueScore, currentRatio, daysSalesOutstanding, debtToAssets, debtToEquity, dividendYield, earningsYield, ema, evEbitda, evFcf, evRevenue, evaluate, fcfMargin, grahamNumber, grossMargin, impliedSharePrice, interestCoverage, inventoryTurnover, macd, marketCapToDebtCap, medianGrowth, mfi, netDebt, netDebtToEbitda, netProfitMargin, operatingMargin, payableDays, payoutRatio, pb, pbFromMarketCap, pe, peg, piotroski, pivotPoints, priceToCashFlow, priceToCashFlowPerShare, ps, psFromMarketCap, qoqGrowth, quickRatio, receivablesTurnover, roa, roc, roe, roic, rsi, safeDivide, sharpe, sma, targetUpside, vwap, workingCapitalDays, yoyGrowth };
+export { type CompanySnapshotInput, type EvaluatedMetric, type FundamentalTimeseriesInput, type GrowthScoreInput, type MetricStatus, type MomentumScoreInput, type PiotroskiInput, type PiotroskiResult, type PiotroskiSignals, type QualityScoreInput, type ValueScoreInput, altmanZScore, analyzeBatch, analyzeCompany, analyzeEfficiency, analyzeFundamentalTrends, analyzeLiquidity, analyzeProfitability, analyzeQuality, analyzeRisk, analyzeSolvency, analyzeValuation, assetTurnover, cagr, calculateDCF, calculateEnterpriseValue, calculateGrowthRate, cashConversionCycle, cashConversionRatio, computeGFactor, computeGrowthScore, computeHistoricalPoint, computeIntrinsicValue, computeMomentumScore, computeNCVPS, computeNYearAverage, computeNYearSum, computeQualityScore, computeTTM, computeTTMAvg, computeValueScore, currentRatio, daysSalesOutstanding, debtToAssets, debtToEquity, dividendYield, earningsYield, evEbitda, evFcf, evRevenue, evaluate, fcfMargin, grahamNumber, grossMargin, impliedSharePrice, interestCoverage, inventoryTurnover, marketCapToDebtCap, medianGrowth, netDebt, netDebtToEbitda, netProfitMargin, operatingMargin, payableDays, payoutRatio, pb, pbFromMarketCap, pe, peg, piotroski, priceToCashFlow, priceToCashFlowPerShare, ps, psFromMarketCap, qoqGrowth, quickRatio, receivablesTurnover, roa, roe, roic, safeDivide, sharpe, targetUpside, workingCapitalDays, yoyGrowth };

package/dist/index.js

@@ -19,7 +19,6 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 // src/index.ts
 var index_exports = {};
 __export(index_exports, {
-  adx: () => adx,
   altmanZScore: () => altmanZScore,
   analyzeBatch: () => analyzeBatch,
   analyzeCompany: () => analyzeCompany,
@@ -32,9 +31,6 @@ __export(index_exports, {
   analyzeSolvency: () => analyzeSolvency,
   analyzeValuation: () => analyzeValuation,
   assetTurnover: () => assetTurnover,
-  atr: () => atr,
-  beta: () => beta,
-  bollingerBands: () => bollingerBands,
   cagr: () => cagr,
   calculateDCF: () => calculateDCF,
   calculateEnterpriseValue: () => calculateEnterpriseValue,
@@ -59,7 +55,6 @@ __export(index_exports, {
   debtToEquity: () => debtToEquity,
   dividendYield: () => dividendYield,
   earningsYield: () => earningsYield,
-  ema: () => ema,
   evEbitda: () => evEbitda,
   evFcf: () => evFcf,
   evRevenue: () => evRevenue,
@@ -70,10 +65,8 @@ __export(index_exports, {
   impliedSharePrice: () => impliedSharePrice,
   interestCoverage: () => interestCoverage,
   inventoryTurnover: () => inventoryTurnover,
-  macd: () => macd,
   marketCapToDebtCap: () => marketCapToDebtCap,
   medianGrowth: () => medianGrowth,
-  mfi: () => mfi,
   netDebt: () => netDebt,
   netDebtToEbitda: () => netDebtToEbitda,
   netProfitMargin: () => netProfitMargin,
@@ -85,7 +78,6 @@ __export(index_exports, {
   pe: () => pe,
   peg: () => peg,
   piotroski: () => piotroski,
-  pivotPoints: () => pivotPoints,
   priceToCashFlow: () => priceToCashFlow,
   priceToCashFlowPerShare: () => priceToCashFlowPerShare,
   ps: () => ps,
@@ -94,15 +86,11 @@ __export(index_exports, {
   quickRatio: () => quickRatio,
   receivablesTurnover: () => receivablesTurnover,
   roa: () => roa,
-  roc: () => roc,
   roe: () => roe,
   roic: () => roic,
-  rsi: () => rsi,
   safeDivide: () => safeDivide,
   sharpe: () => sharpe,
-  sma: () => sma,
   targetUpside: () => targetUpside,
-  vwap: () => vwap,
   workingCapitalDays: () => workingCapitalDays,
   yoyGrowth: () => yoyGrowth
 });
@@ -934,224 +922,16 @@ var computeValueScore = (input) => {
   return peAvgScore * 0.3 + pbScore * 0.25 + pegScore * 0.25 + histScore * 0.2;
 };
 var computeMomentumScore = (input) => {
-  const { priceVsSma200, rsi: rsi2, adx: adx2, volumeRatio, roc125 } = input;
+  const { priceVsSma200, rsi, adx, volumeRatio, roc125 } = input;
   const smaScore = Math.min(Math.max((priceVsSma200 - 0.9) / 0.2 * 100, 0), 100);
-  const rsiScore = rsi2 <= 0 || rsi2 >= 100 ? 0 : Math.max(0, 100 - Math.abs(rsi2 - 57.5) * 2.5);
-  const adxScore = Math.min(Math.max(adx2 / 30 * 100, 0), 100);
+  const rsiScore = rsi <= 0 || rsi >= 100 ? 0 : Math.max(0, 100 - Math.abs(rsi - 57.5) * 2.5);
+  const adxScore = Math.min(Math.max(adx / 30 * 100, 0), 100);
   const volScore = Math.min(Math.max((volumeRatio - 0.5) / 1 * 100, 0), 100);
   const rocScore = Math.min(Math.max(roc125 / 0.4 * 100, 0), 100);
   return smaScore * 0.25 + rsiScore * 0.2 + adxScore * 0.2 + volScore * 0.2 + rocScore * 0.15;
 };
-
-// src/technicals/index.ts
-var sma = (prices, period) => {
-  if (!prices || prices.length < period || period <= 0) return null;
-  const slice = prices.slice(-period);
-  return slice.reduce((sum, p) => sum + p, 0) / period;
-};
-var ema = (prices, period) => {
-  if (!prices || prices.length < period || period <= 0) return null;
-  const k = 2 / (period + 1);
-  let currentEma = prices.slice(0, period).reduce((s, p) => s + p, 0) / period;
-  for (let i = period; i < prices.length; i++) {
-    currentEma = prices[i] * k + currentEma * (1 - k);
-  }
-  return currentEma;
-};
-var emaSeries = (prices, period) => {
-  if (!prices || prices.length < period || period <= 0) return [];
-  const k = 2 / (period + 1);
-  let currentEma = prices.slice(0, period).reduce((s, p) => s + p, 0) / period;
-  const result = [currentEma];
-  for (let i = period; i < prices.length; i++) {
-    currentEma = prices[i] * k + currentEma * (1 - k);
-    result.push(currentEma);
-  }
-  return result;
-};
-var rsi = (prices, period = 14) => {
-  if (!prices || prices.length < period + 1) return null;
-  const changes = prices.slice(1).map((p, i) => p - prices[i]);
-  const gains = changes.map((c) => Math.max(c, 0));
-  const losses = changes.map((c) => Math.max(-c, 0));
-  let avgGain = gains.slice(0, period).reduce((s, v) => s + v, 0) / period;
-  let avgLoss = losses.slice(0, period).reduce((s, v) => s + v, 0) / period;
-  for (let i = period; i < changes.length; i++) {
-    avgGain = (avgGain * (period - 1) + gains[i]) / period;
-    avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
-  }
-  if (avgLoss === 0) return 100;
-  const rs = avgGain / avgLoss;
-  return 100 - 100 / (1 + rs);
-};
-var roc = (prices, period = 14) => {
-  if (!prices || prices.length < period + 1 || period <= 0) return null;
-  const current = prices[prices.length - 1];
-  const prior = prices[prices.length - 1 - period];
-  if (prior === 0) return null;
-  return (current - prior) / prior * 100;
-};
-var macd = (prices, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) => {
-  if (!prices || prices.length < slowPeriod + signalPeriod) return null;
-  const fastSeries = emaSeries(prices, fastPeriod);
-  const slowSeries = emaSeries(prices, slowPeriod);
-  const offset = fastSeries.length - slowSeries.length;
-  const macdSeries = slowSeries.map((slow, i) => fastSeries[i + offset] - slow);
-  if (macdSeries.length < signalPeriod) return null;
-  const sigSeries = emaSeries(macdSeries, signalPeriod);
-  if (sigSeries.length === 0) return null;
-  const macdLine = macdSeries[macdSeries.length - 1];
-  const signalLine = sigSeries[sigSeries.length - 1];
-  return {
-    macdLine,
-    signalLine,
-    histogram: macdLine - signalLine
-  };
-};
-var atr = (highs, lows, closes, period = 14) => {
-  if (!highs || !lows || !closes || highs.length < period + 1 || highs.length !== lows.length || highs.length !== closes.length) return null;
-  const trueRanges = [];
-  for (let i = 1; i < closes.length; i++) {
-    const hl = highs[i] - lows[i];
-    const hc = Math.abs(highs[i] - closes[i - 1]);
-    const lc = Math.abs(lows[i] - closes[i - 1]);
-    trueRanges.push(Math.max(hl, hc, lc));
-  }
-  let currentAtr = trueRanges.slice(0, period).reduce((s, v) => s + v, 0) / period;
-  for (let i = period; i < trueRanges.length; i++) {
-    currentAtr = (currentAtr * (period - 1) + trueRanges[i]) / period;
-  }
-  return currentAtr;
-};
-var bollingerBands = (prices, period = 20, multiplier = 2) => {
-  if (!prices || prices.length < period || period <= 0) return null;
-  const slice = prices.slice(-period);
-  const middle = slice.reduce((s, p) => s + p, 0) / period;
-  const variance = slice.reduce((s, p) => s + Math.pow(p - middle, 2), 0) / period;
-  const stdDev = Math.sqrt(variance);
-  const upper = middle + multiplier * stdDev;
-  const lower = middle - multiplier * stdDev;
-  return {
-    upper,
-    middle,
-    lower,
-    bandwidth: middle !== 0 ? (upper - lower) / middle : 0
-  };
-};
-var adx = (highs, lows, closes, period = 14) => {
-  if (!highs || highs.length < period * 2 + 1 || highs.length !== lows.length || highs.length !== closes.length) return null;
-  const plusDMs = [];
-  const minusDMs = [];
-  const trs = [];
-  for (let i = 1; i < closes.length; i++) {
-    const upMove = highs[i] - highs[i - 1];
-    const downMove = lows[i - 1] - lows[i];
-    plusDMs.push(upMove > downMove && upMove > 0 ? upMove : 0);
-    minusDMs.push(downMove > upMove && downMove > 0 ? downMove : 0);
-    const tr = Math.max(
-      highs[i] - lows[i],
-      Math.abs(highs[i] - closes[i - 1]),
-      Math.abs(lows[i] - closes[i - 1])
-    );
-    trs.push(tr);
-  }
-  const wilderSmooth = (arr, p) => {
-    let val = arr.slice(0, p).reduce((s, v) => s + v, 0);
-    const out = [val];
-    for (let i = p; i < arr.length; i++) {
-      val = val - val / p + arr[i];
-      out.push(val);
-    }
-    return out;
-  };
-  const smoothedTR = wilderSmooth(trs, period);
-  const smoothedPlusDM = wilderSmooth(plusDMs, period);
-  const smoothedMinusDM = wilderSmooth(minusDMs, period);
-  const dxValues = [];
-  for (let i = 0; i < smoothedTR.length; i++) {
-    const tr = smoothedTR[i];
-    if (tr === 0) {
-      dxValues.push(0);
-      continue;
-    }
-    const pdi = smoothedPlusDM[i] / tr * 100;
-    const mdi = smoothedMinusDM[i] / tr * 100;
-    const diSum = pdi + mdi;
-    const dx = diSum === 0 ? 0 : Math.abs(pdi - mdi) / diSum * 100;
-    dxValues.push(dx);
-  }
-  let adxVal = dxValues.slice(0, period).reduce((s, v) => s + v, 0) / period;
-  for (let i = period; i < dxValues.length; i++) {
-    adxVal = (adxVal * (period - 1) + dxValues[i]) / period;
-  }
-  const last = smoothedTR.length - 1;
-  const finalTR = smoothedTR[last];
-  const plusDI = finalTR !== 0 ? smoothedPlusDM[last] / finalTR * 100 : 0;
-  const minusDI = finalTR !== 0 ? smoothedMinusDM[last] / finalTR * 100 : 0;
-  return { adx: adxVal, plusDI, minusDI };
-};
-var mfi = (highs, lows, closes, volumes, period = 14) => {
-  if (!highs || highs.length < period + 1 || highs.length !== lows.length || highs.length !== closes.length || highs.length !== volumes.length) return null;
-  const typicalPrices = highs.map((h, i) => (h + lows[i] + closes[i]) / 3);
-  const moneyFlows = typicalPrices.map((tp, i) => tp * volumes[i]);
-  const slice = typicalPrices.slice(-period - 1);
-  const mfSlice = moneyFlows.slice(-period - 1);
-  let posFlow = 0;
-  let negFlow = 0;
-  for (let i = 1; i <= period; i++) {
-    if (slice[i] > slice[i - 1]) {
-      posFlow += mfSlice[i];
-    } else {
-      negFlow += mfSlice[i];
-    }
-  }
-  if (negFlow === 0) return 100;
-  const mfr = posFlow / negFlow;
-  return 100 - 100 / (1 + mfr);
-};
-var vwap = (highs, lows, closes, volumes) => {
-  if (!highs || highs.length === 0 || highs.length !== lows.length || highs.length !== closes.length || highs.length !== volumes.length) return null;
-  let tpvSum = 0;
-  let volSum = 0;
-  for (let i = 0; i < highs.length; i++) {
-    const tp = (highs[i] + lows[i] + closes[i]) / 3;
-    tpvSum += tp * volumes[i];
-    volSum += volumes[i];
-  }
-  return volSum === 0 ? null : tpvSum / volSum;
-};
-var beta = (stockReturns, benchmarkReturns) => {
-  if (!stockReturns || !benchmarkReturns || stockReturns.length < 2 || stockReturns.length !== benchmarkReturns.length) return null;
-  const n = stockReturns.length;
-  const avgS = stockReturns.reduce((s, v) => s + v, 0) / n;
-  const avgB = benchmarkReturns.reduce((s, v) => s + v, 0) / n;
-  let covar = 0;
-  let varB = 0;
-  for (let i = 0; i < n; i++) {
-    const ds = stockReturns[i] - avgS;
-    const db = benchmarkReturns[i] - avgB;
-    covar += ds * db;
-    varB += db * db;
-  }
-  if (varB === 0) return null;
-  return covar / varB;
-};
-var pivotPoints = (high, low, close) => {
-  const pivot = (high + low + close) / 3;
-  const range = high - low;
-  return {
-    pivot,
-    r1: 2 * pivot - low,
-    r2: pivot + range,
-    r3: high + 2 * (pivot - low),
-    s1: 2 * pivot - high,
-    s2: pivot - range,
-    s3: low - 2 * (high - pivot)
-  };
-};
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
-  adx,
   altmanZScore,
   analyzeBatch,
   analyzeCompany,
@@ -1164,9 +944,6 @@ var pivotPoints = (high, low, close) => {
   analyzeSolvency,
   analyzeValuation,
   assetTurnover,
-  atr,
-  beta,
-  bollingerBands,
   cagr,
   calculateDCF,
   calculateEnterpriseValue,
@@ -1191,7 +968,6 @@ var pivotPoints = (high, low, close) => {
   debtToEquity,
   dividendYield,
   earningsYield,
-  ema,
   evEbitda,
   evFcf,
   evRevenue,
@@ -1202,10 +978,8 @@ var pivotPoints = (high, low, close) => {
   impliedSharePrice,
   interestCoverage,
   inventoryTurnover,
-  macd,
   marketCapToDebtCap,
   medianGrowth,
-  mfi,
   netDebt,
   netDebtToEbitda,
   netProfitMargin,
@@ -1217,7 +991,6 @@ var pivotPoints = (high, low, close) => {
   pe,
   peg,
   piotroski,
-  pivotPoints,
   priceToCashFlow,
   priceToCashFlowPerShare,
   ps,
@@ -1226,15 +999,11 @@ var pivotPoints = (high, low, close) => {
   quickRatio,
   receivablesTurnover,
   roa,
-  roc,
   roe,
   roic,
-  rsi,
   safeDivide,
   sharpe,
-  sma,
   targetUpside,
-  vwap,
   workingCapitalDays,
   yoyGrowth
 });

package/dist/index.mjs

@@ -824,223 +824,15 @@ var computeValueScore = (input) => {
   return peAvgScore * 0.3 + pbScore * 0.25 + pegScore * 0.25 + histScore * 0.2;
 };
 var computeMomentumScore = (input) => {
-  const { priceVsSma200, rsi: rsi2, adx: adx2, volumeRatio, roc125 } = input;
+  const { priceVsSma200, rsi, adx, volumeRatio, roc125 } = input;
   const smaScore = Math.min(Math.max((priceVsSma200 - 0.9) / 0.2 * 100, 0), 100);
-  const rsiScore = rsi2 <= 0 || rsi2 >= 100 ? 0 : Math.max(0, 100 - Math.abs(rsi2 - 57.5) * 2.5);
-  const adxScore = Math.min(Math.max(adx2 / 30 * 100, 0), 100);
+  const rsiScore = rsi <= 0 || rsi >= 100 ? 0 : Math.max(0, 100 - Math.abs(rsi - 57.5) * 2.5);
+  const adxScore = Math.min(Math.max(adx / 30 * 100, 0), 100);
   const volScore = Math.min(Math.max((volumeRatio - 0.5) / 1 * 100, 0), 100);
   const rocScore = Math.min(Math.max(roc125 / 0.4 * 100, 0), 100);
   return smaScore * 0.25 + rsiScore * 0.2 + adxScore * 0.2 + volScore * 0.2 + rocScore * 0.15;
 };
-
-// src/technicals/index.ts
-var sma = (prices, period) => {
-  if (!prices || prices.length < period || period <= 0) return null;
-  const slice = prices.slice(-period);
-  return slice.reduce((sum, p) => sum + p, 0) / period;
-};
-var ema = (prices, period) => {
-  if (!prices || prices.length < period || period <= 0) return null;
-  const k = 2 / (period + 1);
-  let currentEma = prices.slice(0, period).reduce((s, p) => s + p, 0) / period;
-  for (let i = period; i < prices.length; i++) {
-    currentEma = prices[i] * k + currentEma * (1 - k);
-  }
-  return currentEma;
-};
-var emaSeries = (prices, period) => {
-  if (!prices || prices.length < period || period <= 0) return [];
-  const k = 2 / (period + 1);
-  let currentEma = prices.slice(0, period).reduce((s, p) => s + p, 0) / period;
-  const result = [currentEma];
-  for (let i = period; i < prices.length; i++) {
-    currentEma = prices[i] * k + currentEma * (1 - k);
-    result.push(currentEma);
-  }
-  return result;
-};
-var rsi = (prices, period = 14) => {
-  if (!prices || prices.length < period + 1) return null;
-  const changes = prices.slice(1).map((p, i) => p - prices[i]);
-  const gains = changes.map((c) => Math.max(c, 0));
-  const losses = changes.map((c) => Math.max(-c, 0));
-  let avgGain = gains.slice(0, period).reduce((s, v) => s + v, 0) / period;
-  let avgLoss = losses.slice(0, period).reduce((s, v) => s + v, 0) / period;
-  for (let i = period; i < changes.length; i++) {
-    avgGain = (avgGain * (period - 1) + gains[i]) / period;
-    avgLoss = (avgLoss * (period - 1) + losses[i]) / period;
-  }
-  if (avgLoss === 0) return 100;
-  const rs = avgGain / avgLoss;
-  return 100 - 100 / (1 + rs);
-};
-var roc = (prices, period = 14) => {
-  if (!prices || prices.length < period + 1 || period <= 0) return null;
-  const current = prices[prices.length - 1];
-  const prior = prices[prices.length - 1 - period];
-  if (prior === 0) return null;
-  return (current - prior) / prior * 100;
-};
-var macd = (prices, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) => {
-  if (!prices || prices.length < slowPeriod + signalPeriod) return null;
-  const fastSeries = emaSeries(prices, fastPeriod);
-  const slowSeries = emaSeries(prices, slowPeriod);
-  const offset = fastSeries.length - slowSeries.length;
-  const macdSeries = slowSeries.map((slow, i) => fastSeries[i + offset] - slow);
-  if (macdSeries.length < signalPeriod) return null;
-  const sigSeries = emaSeries(macdSeries, signalPeriod);
-  if (sigSeries.length === 0) return null;
-  const macdLine = macdSeries[macdSeries.length - 1];
-  const signalLine = sigSeries[sigSeries.length - 1];
-  return {
-    macdLine,
-    signalLine,
-    histogram: macdLine - signalLine
-  };
-};
-var atr = (highs, lows, closes, period = 14) => {
-  if (!highs || !lows || !closes || highs.length < period + 1 || highs.length !== lows.length || highs.length !== closes.length) return null;
-  const trueRanges = [];
-  for (let i = 1; i < closes.length; i++) {
-    const hl = highs[i] - lows[i];
-    const hc = Math.abs(highs[i] - closes[i - 1]);
-    const lc = Math.abs(lows[i] - closes[i - 1]);
-    trueRanges.push(Math.max(hl, hc, lc));
-  }
-  let currentAtr = trueRanges.slice(0, period).reduce((s, v) => s + v, 0) / period;
-  for (let i = period; i < trueRanges.length; i++) {
-    currentAtr = (currentAtr * (period - 1) + trueRanges[i]) / period;
-  }
-  return currentAtr;
-};
-var bollingerBands = (prices, period = 20, multiplier = 2) => {
-  if (!prices || prices.length < period || period <= 0) return null;
-  const slice = prices.slice(-period);
-  const middle = slice.reduce((s, p) => s + p, 0) / period;
-  const variance = slice.reduce((s, p) => s + Math.pow(p - middle, 2), 0) / period;
-  const stdDev = Math.sqrt(variance);
-  const upper = middle + multiplier * stdDev;
-  const lower = middle - multiplier * stdDev;
-  return {
-    upper,
-    middle,
-    lower,
-    bandwidth: middle !== 0 ? (upper - lower) / middle : 0
-  };
-};
-var adx = (highs, lows, closes, period = 14) => {
-  if (!highs || highs.length < period * 2 + 1 || highs.length !== lows.length || highs.length !== closes.length) return null;
-  const plusDMs = [];
-  const minusDMs = [];
-  const trs = [];
-  for (let i = 1; i < closes.length; i++) {
-    const upMove = highs[i] - highs[i - 1];
-    const downMove = lows[i - 1] - lows[i];
-    plusDMs.push(upMove > downMove && upMove > 0 ? upMove : 0);
-    minusDMs.push(downMove > upMove && downMove > 0 ? downMove : 0);
-    const tr = Math.max(
-      highs[i] - lows[i],
-      Math.abs(highs[i] - closes[i - 1]),
-      Math.abs(lows[i] - closes[i - 1])
-    );
-    trs.push(tr);
-  }
-  const wilderSmooth = (arr, p) => {
-    let val = arr.slice(0, p).reduce((s, v) => s + v, 0);
-    const out = [val];
-    for (let i = p; i < arr.length; i++) {
-      val = val - val / p + arr[i];
-      out.push(val);
-    }
-    return out;
-  };
-  const smoothedTR = wilderSmooth(trs, period);
-  const smoothedPlusDM = wilderSmooth(plusDMs, period);
-  const smoothedMinusDM = wilderSmooth(minusDMs, period);
-  const dxValues = [];
-  for (let i = 0; i < smoothedTR.length; i++) {
-    const tr = smoothedTR[i];
-    if (tr === 0) {
-      dxValues.push(0);
-      continue;
-    }
-    const pdi = smoothedPlusDM[i] / tr * 100;
-    const mdi = smoothedMinusDM[i] / tr * 100;
-    const diSum = pdi + mdi;
-    const dx = diSum === 0 ? 0 : Math.abs(pdi - mdi) / diSum * 100;
-    dxValues.push(dx);
-  }
-  let adxVal = dxValues.slice(0, period).reduce((s, v) => s + v, 0) / period;
-  for (let i = period; i < dxValues.length; i++) {
-    adxVal = (adxVal * (period - 1) + dxValues[i]) / period;
-  }
-  const last = smoothedTR.length - 1;
-  const finalTR = smoothedTR[last];
-  const plusDI = finalTR !== 0 ? smoothedPlusDM[last] / finalTR * 100 : 0;
-  const minusDI = finalTR !== 0 ? smoothedMinusDM[last] / finalTR * 100 : 0;
-  return { adx: adxVal, plusDI, minusDI };
-};
-var mfi = (highs, lows, closes, volumes, period = 14) => {
-  if (!highs || highs.length < period + 1 || highs.length !== lows.length || highs.length !== closes.length || highs.length !== volumes.length) return null;
-  const typicalPrices = highs.map((h, i) => (h + lows[i] + closes[i]) / 3);
-  const moneyFlows = typicalPrices.map((tp, i) => tp * volumes[i]);
-  const slice = typicalPrices.slice(-period - 1);
-  const mfSlice = moneyFlows.slice(-period - 1);
-  let posFlow = 0;
-  let negFlow = 0;
-  for (let i = 1; i <= period; i++) {
-    if (slice[i] > slice[i - 1]) {
-      posFlow += mfSlice[i];
-    } else {
-      negFlow += mfSlice[i];
-    }
-  }
-  if (negFlow === 0) return 100;
-  const mfr = posFlow / negFlow;
-  return 100 - 100 / (1 + mfr);
-};
-var vwap = (highs, lows, closes, volumes) => {
-  if (!highs || highs.length === 0 || highs.length !== lows.length || highs.length !== closes.length || highs.length !== volumes.length) return null;
-  let tpvSum = 0;
-  let volSum = 0;
-  for (let i = 0; i < highs.length; i++) {
-    const tp = (highs[i] + lows[i] + closes[i]) / 3;
-    tpvSum += tp * volumes[i];
-    volSum += volumes[i];
-  }
-  return volSum === 0 ? null : tpvSum / volSum;
-};
-var beta = (stockReturns, benchmarkReturns) => {
-  if (!stockReturns || !benchmarkReturns || stockReturns.length < 2 || stockReturns.length !== benchmarkReturns.length) return null;
-  const n = stockReturns.length;
-  const avgS = stockReturns.reduce((s, v) => s + v, 0) / n;
-  const avgB = benchmarkReturns.reduce((s, v) => s + v, 0) / n;
-  let covar = 0;
-  let varB = 0;
-  for (let i = 0; i < n; i++) {
-    const ds = stockReturns[i] - avgS;
-    const db = benchmarkReturns[i] - avgB;
-    covar += ds * db;
-    varB += db * db;
-  }
-  if (varB === 0) return null;
-  return covar / varB;
-};
-var pivotPoints = (high, low, close) => {
-  const pivot = (high + low + close) / 3;
-  const range = high - low;
-  return {
-    pivot,
-    r1: 2 * pivot - low,
-    r2: pivot + range,
-    r3: high + 2 * (pivot - low),
-    s1: 2 * pivot - high,
-    s2: pivot - range,
-    s3: low - 2 * (high - pivot)
-  };
-};
 export {
-  adx,
   altmanZScore,
   analyzeBatch,
   analyzeCompany,
@@ -1053,9 +845,6 @@ export {
   analyzeSolvency,
   analyzeValuation,
   assetTurnover,
-  atr,
-  beta,
-  bollingerBands,
   cagr,
   calculateDCF,
   calculateEnterpriseValue,
@@ -1080,7 +869,6 @@ export {
   debtToEquity,
   dividendYield,
   earningsYield,
-  ema,
   evEbitda,
   evFcf,
   evRevenue,
@@ -1091,10 +879,8 @@ export {
   impliedSharePrice,
   interestCoverage,
   inventoryTurnover,
-  macd,
   marketCapToDebtCap,
   medianGrowth,
-  mfi,
   netDebt,
   netDebtToEbitda,
   netProfitMargin,
@@ -1106,7 +892,6 @@ export {
   pe,
   peg,
   piotroski,
-  pivotPoints,
   priceToCashFlow,
   priceToCashFlowPerShare,
   ps,
@@ -1115,15 +900,11 @@ export {
   quickRatio,
   receivablesTurnover,
   roa,
-  roc,
   roe,
   roic,
-  rsi,
   safeDivide,
   sharpe,
-  sma,
   targetUpside,
-  vwap,
   workingCapitalDays,
   yoyGrowth
 };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "finance-calculator-pro",
-  "version": "1.2.0",
+  "version": "1.2.1",
   "author": "boffincoders",
   "repository": {
     "type": "git",