@insiderfinance/totalfinance/fundamentals/scores

interface

AltmanComponent

One Altman component.

/** One Altman component. */
export interface AltmanComponent {
    component: 'X1' | 'X2' | 'X3' | 'X4' | 'X5';
    definition: string;
    value: number;
    coefficient: number;
    contribution: number;
}

Fields, parameters & returned members (5)

Name / type	Meaning & unit	Optional / default
`coefficient` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`component` `'X1' \| 'X2' \| 'X3' \| 'X4' \| 'X5'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`contribution` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`definition` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`value` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

AltmanInput

Input for {@link altmanZScore}.

/** Input for {@link altmanZScore}. */
export interface AltmanInput {
    statements: FinancialStatements;
    variant: AltmanVariant;
    /** REQUIRED for `public-manufacturing` (its X4 uses market equity); rejected otherwise. */
    marketEquity?: number;
}

Fields, parameters & returned members (85)

Name / type	Meaning & unit	Optional / default
`marketEquity` `number`	REQUIRED for `public-manufacturing` (its X4 uses market equity); rejected otherwise. unitless by name	Optional No @default declared; consult the signature and description.
`statements` `FinancialStatements`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.balance` `import('@insiderfinance/totalfinance/fundamentals').BalanceSheet`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.balance.accountsPayable` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.accountsReceivable` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.cashAndCashEquivalents` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.balance.currentAssets` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.currentLiabilities` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.inventory` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.longTermDebt` `number`	Interest-bearing debt due beyond one year. unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.metadata` `Record<string, unknown>`	Source-specific extras, preserved verbatim and never consumed by compute functions. unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.minorityInterest` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.period` `import('@insiderfinance/totalfinance/fundamentals').FundamentalPeriod`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.balance.period.accession` `string`	Source accession identifier, when known. unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.period.availableTimestampMs` `number`	When the data became AVAILABLE to an observer — the point-in-time eligibility instant. A backtest or event study must not see this period before this time; `periodEndDate` never controls eligibility. epoch milliseconds (UTC instant)	Required / declared member No @default declared; consult the signature and description.
`statements.balance.period.currency` `string`	ISO 4217 currency of the monetary figures. unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.balance.period.filedTimestampMs` `number`	When the filing was made, when known. epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.
`statements.balance.period.fiscalQuarter` `1 \| 2 \| 3 \| 4`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.period.fiscalYear` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.balance.period.form` `string`	Source form (e.g. `10-Q`), when known. unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.period.monetaryScale` `1 \| 1000 \| 1000000`	Monetary figures are reported in units of this scale. unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.balance.period.periodEndDate` `string`	Strict `YYYY-MM-DD` calendar date the period ends on. calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`statements.balance.period.periodStartDate` `string`	Strict `YYYY-MM-DD` calendar date; optional because some sources report only period ends. calendar date (YYYY-MM-DD)	Optional No @default declared; consult the signature and description.
`statements.balance.period.periodType` `'quarter' \| 'year' \| 'trailing-twelve-months'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.balance.period.restatementOf` `string`	When this record restates an earlier one, the accession (or identifier) it restates. unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.preferredEquity` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.propertyPlantEquipmentNet` `number`	Net property, plant, and equipment. unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.retainedEarnings` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.shortTermDebt` `number`	Interest-bearing debt due within one year. unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.shortTermInvestments` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.totalAssets` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.balance.totalDebt` `number`	Total interest-bearing debt. When absent and both maturities are present, consumers may derive `shortTermDebt + longTermDebt` and say so; "debt" NEVER silently means total liabilities. unitless by name	Optional No @default declared; consult the signature and description.
`statements.balance.totalEquity` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.balance.totalLiabilities` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow` `import('@insiderfinance/totalfinance/fundamentals').CashFlowStatement`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.acquisitions` `number`	Positive magnitude of cash spent on acquisitions. unitless by name	Optional No @default declared; consult the signature and description.
`statements.cashFlow.capitalExpenditure` `number`	Positive magnitude of cash spent on property, plant, and equipment. unitless by name	Optional No @default declared; consult the signature and description.
`statements.cashFlow.depreciationAndAmortization` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.cashFlow.dividendsPaid` `number`	Positive magnitude of cash paid out as dividends. unitless by name	Optional No @default declared; consult the signature and description.
`statements.cashFlow.financingCashFlow` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.investingCashFlow` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.metadata` `Record<string, unknown>`	Source-specific extras, preserved verbatim and never consumed by compute functions. unitless by name	Optional No @default declared; consult the signature and description.
`statements.cashFlow.operatingCashFlow` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.period` `import('@insiderfinance/totalfinance/fundamentals').FundamentalPeriod`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.period.accession` `string`	Source accession identifier, when known. unitless by name	Optional No @default declared; consult the signature and description.
`statements.cashFlow.period.availableTimestampMs` `number`	When the data became AVAILABLE to an observer — the point-in-time eligibility instant. A backtest or event study must not see this period before this time; `periodEndDate` never controls eligibility. epoch milliseconds (UTC instant)	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.period.currency` `string`	ISO 4217 currency of the monetary figures. unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.period.filedTimestampMs` `number`	When the filing was made, when known. epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.
`statements.cashFlow.period.fiscalQuarter` `1 \| 2 \| 3 \| 4`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.cashFlow.period.fiscalYear` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.period.form` `string`	Source form (e.g. `10-Q`), when known. unitless by name	Optional No @default declared; consult the signature and description.
`statements.cashFlow.period.monetaryScale` `1 \| 1000 \| 1000000`	Monetary figures are reported in units of this scale. unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.period.periodEndDate` `string`	Strict `YYYY-MM-DD` calendar date the period ends on. calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.period.periodStartDate` `string`	Strict `YYYY-MM-DD` calendar date; optional because some sources report only period ends. calendar date (YYYY-MM-DD)	Optional No @default declared; consult the signature and description.
`statements.cashFlow.period.periodType` `'quarter' \| 'year' \| 'trailing-twelve-months'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.cashFlow.period.restatementOf` `string`	When this record restates an earlier one, the accession (or identifier) it restates. unitless by name	Optional No @default declared; consult the signature and description.
`statements.cashFlow.shareRepurchases` `number`	Positive magnitude of cash spent repurchasing shares. unitless by name	Optional No @default declared; consult the signature and description.
`statements.cashFlow.stockBasedCompensation` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.income` `import('@insiderfinance/totalfinance/fundamentals').IncomeStatement`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.income.costOfRevenue` `number`	Positive magnitude. unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.dilutedSharesOutstanding` `number`	Split-adjusted weighted-average diluted shares for the period. unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.grossProfit` `number`	Reported gross profit; when absent, consumers may derive `revenue - costOfRevenue` and say so. unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.incomeFromContinuingOperations` `number`	When reported separately from `netIncome` (the Beneish accrual basis prefers it). unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.incomeTaxExpense` `number`	Positive magnitude (a net tax benefit is a negative amount and is stated as such). unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.interestExpense` `number`	Positive magnitude. unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.metadata` `Record<string, unknown>`	Source-specific extras, preserved verbatim and never consumed by compute functions. unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.netIncome` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.income.operatingExpenses` `number`	Positive magnitude of total operating expenses below gross profit. unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.operatingIncome` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.income.period` `import('@insiderfinance/totalfinance/fundamentals').FundamentalPeriod`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.income.period.accession` `string`	Source accession identifier, when known. unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.period.availableTimestampMs` `number`	When the data became AVAILABLE to an observer — the point-in-time eligibility instant. A backtest or event study must not see this period before this time; `periodEndDate` never controls eligibility. epoch milliseconds (UTC instant)	Required / declared member No @default declared; consult the signature and description.
`statements.income.period.currency` `string`	ISO 4217 currency of the monetary figures. unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.income.period.filedTimestampMs` `number`	When the filing was made, when known. epoch milliseconds (UTC instant)	Optional No @default declared; consult the signature and description.
`statements.income.period.fiscalQuarter` `1 \| 2 \| 3 \| 4`	unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.period.fiscalYear` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.income.period.form` `string`	Source form (e.g. `10-Q`), when known. unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.period.monetaryScale` `1 \| 1000 \| 1000000`	Monetary figures are reported in units of this scale. unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.income.period.periodEndDate` `string`	Strict `YYYY-MM-DD` calendar date the period ends on. calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`statements.income.period.periodStartDate` `string`	Strict `YYYY-MM-DD` calendar date; optional because some sources report only period ends. calendar date (YYYY-MM-DD)	Optional No @default declared; consult the signature and description.
`statements.income.period.periodType` `'quarter' \| 'year' \| 'trailing-twelve-months'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.income.period.restatementOf` `string`	When this record restates an earlier one, the accession (or identifier) it restates. unitless by name	Optional No @default declared; consult the signature and description.
`statements.income.revenue` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`statements.income.sellingGeneralAdministrativeExpense` `number`	Positive magnitude (Beneish SGAI consumes it). unitless by name	Optional No @default declared; consult the signature and description.
`variant` `AltmanVariant`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

AltmanResult

Result of {@link altmanZScore}.

/** Result of {@link altmanZScore}. */
export interface AltmanResult {
    assumptions: {
        /** The published model name (a label, deliberately not a literal type). */
        model: string;
        variant: AltmanVariant;
        equityBasis: 'market' | 'book';
    };
    diagnostics: {
        warnings: string[];
    };
    zScore: number;
    variant: AltmanVariant;
    components: AltmanComponent[];
}

Fields, parameters & returned members (9)

Name / type	Meaning & unit	Optional / default
`assumptions` `{ equityBasis: 'market' \| 'book'; model: string; variant: AltmanVariant; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.equityBasis` `'market' \| 'book'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.model` `string`	The published model name (a label, deliberately not a literal type). unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.variant` `AltmanVariant`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`components` `AltmanComponent[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `{ warnings: string[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.warnings` `string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`variant` `AltmanVariant`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`zScore` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

AltmanVariant

The published Altman variants; each fixes its coefficients and its equity basis.

// ---------------------------------------------------------------------------------------------------
// Altman Z-score
// ---------------------------------------------------------------------------------------------------
/** The published Altman variants; each fixes its coefficients and its equity basis. */
export type AltmanVariant = 'public-manufacturing' | 'private-manufacturing' | 'non-manufacturing';

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

BeneishComponent

One Beneish component index.

/** One Beneish component index. */
export interface BeneishComponent {
    index: 'DSRI' | 'GMI' | 'AQI' | 'SGI' | 'DEPI' | 'SGAI' | 'LVGI' | 'TATA';
    expandedName: string;
    value: number;
    coefficient: number;
    contribution: number;
    currentPeriodEndDate: string;
    priorPeriodEndDate: string;
}

Fields, parameters & returned members (7)

Name / type	Meaning & unit	Optional / default
`coefficient` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`contribution` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`currentPeriodEndDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`expandedName` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`index` `'DSRI' \| 'GMI' \| 'AQI' \| 'SGI' \| 'DEPI' \| 'SGAI' \| 'LVGI' \| 'TATA'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`priorPeriodEndDate` `string`	calendar date (YYYY-MM-DD)	Required / declared member No @default declared; consult the signature and description.
`value` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

BeneishInput

Input for {@link beneishMScore}: two consecutive periods.

// ---------------------------------------------------------------------------------------------------
// Beneish M-score
// ---------------------------------------------------------------------------------------------------
/** Input for {@link beneishMScore}: two consecutive periods. */
export interface BeneishInput {
    current: FinancialStatements;
    prior: FinancialStatements;
}

Fields, parameters & returned members (166)

This large namespace is split into complete field pages. No fields are omitted.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

BeneishResult

Result of {@link beneishMScore}.

/** Result of {@link beneishMScore}. */
export interface BeneishResult {
    assumptions: {
        /** The published model name (a label, deliberately not a literal type). */
        model: string;
    };
    diagnostics: {
        /** Conventions the inputs forced (e.g. D&A standing in for pure depreciation) — disclosed. */
        warnings: string[];
    };
    mScore: number;
    components: BeneishComponent[];
    /** The same disclosures as `diagnostics.warnings` (kept for direct reading). */
    notes: string[];
}

Fields, parameters & returned members (7)

Name / type	Meaning & unit	Optional / default
`assumptions` `{ model: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.model` `string`	The published model name (a label, deliberately not a literal type). unitless by name	Required / declared member No @default declared; consult the signature and description.
`components` `BeneishComponent[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `{ warnings: string[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.warnings` `string[]`	Conventions the inputs forced (e.g. D&A standing in for pure depreciation) — disclosed. unitless by name	Required / declared member No @default declared; consult the signature and description.
`mScore` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`notes` `string[]`	The same disclosures as `diagnostics.warnings` (kept for direct reading). unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

PiotroskiInput

Input for {@link piotroskiFScore}: three consecutive periods of one entity.

// ---------------------------------------------------------------------------------------------------
// Piotroski F-score
// ---------------------------------------------------------------------------------------------------
/** Input for {@link piotroskiFScore}: three consecutive periods of one entity. */
export interface PiotroskiInput {
    current: FinancialStatements;
    prior: FinancialStatements;
    /**
     * The period before `prior`. Needed because the paper's return and turnover use BEGINNING
     * assets, so the prior year's own signal needs the balance sheet one further back.
     */
    priorPrior: FinancialStatements;
}

Fields, parameters & returned members (249)

This large namespace is split into complete field pages. No fields are omitted.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

PiotroskiResult

Result of {@link piotroskiFScore}.

/** Result of {@link piotroskiFScore}. */
export interface PiotroskiResult {
    assumptions: {
        /** The published model name (a label, deliberately not a literal type). */
        model: string;
        /** Returns and turnover use BEGINNING total assets, per the paper. */
        returnBasis: 'beginning total assets';
    };
    diagnostics: {
        /** One warning per unevaluable signal. */
        warnings: string[];
    };
    /** Sum of the evaluable signals (each 0 or 1). */
    fScore: number;
    /** How many of the nine signals could be evaluated; 9 when every input line was present. */
    evaluableSignals: number;
    signals: PiotroskiSignal[];
}

Fields, parameters & returned members (8)

Name / type	Meaning & unit	Optional / default
`assumptions` `{ model: string; returnBasis: 'beginning total assets'; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.model` `string`	The published model name (a label, deliberately not a literal type). unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.returnBasis` `'beginning total assets'`	Returns and turnover use BEGINNING total assets, per the paper. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `{ warnings: string[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.warnings` `string[]`	One warning per unevaluable signal. unitless by name	Required / declared member No @default declared; consult the signature and description.
`evaluableSignals` `number`	How many of the nine signals could be evaluated; 9 when every input line was present. unitless by name	Required / declared member No @default declared; consult the signature and description.
`fScore` `number`	Sum of the evaluable signals (each 0 or 1). unitless by name	Required / declared member No @default declared; consult the signature and description.
`signals` `PiotroskiSignal[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

PiotroskiSignal

One of the nine binary signals.

/** One of the nine binary signals. */
export interface PiotroskiSignal {
    signal: string;
    /** 1 or 0 per the paper; `null` with `reason` when an optional statement line is absent. */
    value: 0 | 1 | null;
    detail: string;
    reason?: string;
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`detail` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`reason` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`signal` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`value` `0 \| 1 \| null`	1 or 0 per the paper; `null` with `reason` when an optional statement line is absent. unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

function

altmanZScore

The Altman Z-score with the published coefficients and denominator definitions per variant. `X1` working capital / assets, `X2` retained earnings / assets, `X3` operating income / assets, `X4` the variant's equity basis / total liabilities, `X5` sales / assets where the variant has one. The variant is REQUIRED — there is no default bankruptcy model.

export declare function altmanZScore(input: AltmanInput): AltmanResult;

Fields, parameters & returned members (13)

Name / type	Meaning & unit	Optional / default
`(input)` `AltmanInput`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).marketEquity` `number`	REQUIRED for `public-manufacturing` (its X4 uses market equity); rejected otherwise. unitless by name	Optional No @default declared; consult the signature and description.
`(input).statements` `FinancialStatements`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).variant` `AltmanVariant`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions` `{ equityBasis: 'market' \| 'book'; model: string; variant: AltmanVariant; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions.equityBasis` `'market' \| 'book'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions.model` `string`	The published model name (a label, deliberately not a literal type). unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions.variant` `AltmanVariant`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.components` `AltmanComponent[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics` `{ warnings: string[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics.warnings` `string[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.variant` `AltmanVariant`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.zScore` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

function

beneishMScore

The original eight-variable 1999 Beneish equation `-4.84 + 0.920 DSRI + 0.528 GMI + 0.404 AQI + 0.892 SGI + 0.115 DEPI - 0.172 SGAI + 4.679 TATA - 0.327 LVGI`, with the component definitions fixed to the paper. Every variable the model needs must be present in both periods — there is NO five-variable fallback, silent or otherwise.

export declare function beneishMScore(input: BeneishInput): BeneishResult;

Fields, parameters & returned members (10)

Name / type	Meaning & unit	Optional / default
`(input)` `BeneishInput`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).current` `FinancialStatements`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).prior` `FinancialStatements`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions` `{ model: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions.model` `string`	The published model name (a label, deliberately not a literal type). unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.components` `BeneishComponent[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics` `{ warnings: string[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics.warnings` `string[]`	Conventions the inputs forced (e.g. D&A standing in for pure depreciation) — disclosed. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.mScore` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.notes` `string[]`	The same disclosures as `diagnostics.warnings` (kept for direct reading). unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

function

piotroskiFScore

The standard nine binary signals, per the paper: profitability (return on beginning assets, operating cash flow, their improvement, accruals), leverage/liquidity/funding (falling long-term-debt ratio, improving current ratio, no net share issuance), and efficiency (improving gross margin, improving beginning-assets turnover). Each signal is reported, not only the total; a signal whose statement line is absent reports `null` with the reason and is excluded from `fScore` — never guessed to 0 or 1.

export declare function piotroskiFScore(input: PiotroskiInput): PiotroskiResult;

Fields, parameters & returned members (12)

Name / type	Meaning & unit	Optional / default
`(input)` `PiotroskiInput`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).current` `FinancialStatements`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).prior` `FinancialStatements`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(input).priorPrior` `FinancialStatements`	The period before `prior`. Needed because the paper's return and turnover use BEGINNING assets, so the prior year's own signal needs the balance sheet one further back. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions` `{ model: string; returnBasis: 'beginning total assets'; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions.model` `string`	The published model name (a label, deliberately not a literal type). unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions.returnBasis` `'beginning total assets'`	Returns and turnover use BEGINNING total assets, per the paper. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics` `{ warnings: string[]; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics.warnings` `string[]`	One warning per unevaluable signal. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.evaluableSignals` `number`	How many of the nine signals could be evaluated; 9 when every input line was present. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.fScore` `number`	Sum of the evaluable signals (each 0 or 1). unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.signals` `PiotroskiSignal[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)