What is StockQuantix?
A structured financial data platform — from raw source data to market context and company valuation, in one place.
Sound analysis starts with sound data. Not aggregated, not pre-interpreted — but sourced directly from verifiable, authoritative inputs: SEC EDGAR filings, XBRL reports, and FRED (Federal Reserve Economic Data). We collect the raw data ourselves, build our own processing pipelines, and construct every output from the ground up. No dependency on third-party data vendors.
The result is a complete pipeline: from a raw filing or a central bank data release — through our own normalization, modelling, and calculation layers — to a market snapshot, a fair value estimate, or a full company valuation. Consistently. Automatically. And updated as close to real-time as publicly available sources allow.
📊 S&P 500 Fair Value & Implicit ERP
Updated daily — typically within hours after US market close (T-1). Based on a shareholder-yield DCF model. The Implicit ERP is recalculated each trading day: a consistent, model-based signal of what return the market is currently pricing in. Historical data available with backtest by date.
📈 Yield Curve & Credit Spreads
US Treasury yield curve updated to T-1, with historical data back to 1990 — selectable by date on the chart. Credit spreads from AAA to D, updated to T-1/T-2, fully navigable historically back to 2000.
🏛️ Treasury Auctions & Market Snapshot
Latest US Treasury auction results by tenor — yields, bid-to-cover ratios, bidder breakdown — with trend context. A market snapshot gives an at-a-glance read of current conditions: yield levels, spreads, and valuation signals together.
📄 Financial Statements & Company Valuation
10-K filings for US public companies sourced directly from SEC EDGAR via XBRL — as-reported and normalized. Enter a ticker and get a full DCF valuation: NOPLAT, FCFF, WACC, terminal value, fair price per share, with industry benchmarks, historical context, and sensitivity analysis.
StockQuantix is not a real-time trading feed. It is a platform where verified data, consistent methodology, and transparent modelling come together — so you can form your own view, grounded in the actual numbers. We are actively developing: new pipelines, broader coverage, and additional features are added on an ongoing basis.
📊 S&P 500 Fair Value Analysis
What is S&P 500 Fair Value?
Fair value is derived from an ensemble of shareholder-yield DCF models — combining dividends, net buybacks, and a terminal growth rate anchored to sustainable ROE — discounted at a required return comprising the current risk-free rate and an equity risk premium. The Implicit ERP is the market-consistent, model-implied risk premium that equates the DCF fair value to the observed index level: not a normative benchmark, but a time-varying signal of the return currently demanded by the market.
📈 Current Status: The market is currently (T-1) calculating...
📈 US Treasury Yield Curve
The yield curve shows the relationship between maturity and yield for US Treasury securities. Comparing curves across time reveals shifts in market expectations for growth, inflation, and monetary policy.
🏛️ US Treasury Auctions
The US Treasury regularly auctions Bills (short-term, up to 52 weeks), Notes (2–10 years), Bonds (30 years), and TIPS (inflation-protected). These auctions are a key indicator of government borrowing costs and market demand for US debt.
The chart below shows the latest auction yields by tenor — blue bars are nominal Treasuries, orange bars are TIPS (real yields, before inflation adjustment).
Latest Auction Results by Tenor — one row per tenor, most recent completed auction.
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How to read this table:
BTC (Bid-to-Cover) measures auction demand: total bids divided by the amount sold. A ratio above 2.0x is generally healthy. BTC 6auc is the average of the last 6 auctions for that tenor; BTC 2Y is the 2-year trailing average. A current BTC above these averages signals stronger-than-usual demand — shown in green. Below average is shown in red.
High / Avg / Low Yield: the range of accepted yields. The difference between High Yield and Avg Yield is called the tail — it measures how dispersed the bids were. A large tail (e.g. above 2-3 bps) means the market was uncertain or some bidders demanded a significant premium to participate. A small tail signals tight, confident bidding. A large tail is generally a weak auction signal even if the BTC ratio looks acceptable.
Direct bidders are primarily domestic institutions (pension funds, insurance companies). Indirect bidders represent foreign central banks and international investors — a high indirect share signals strong global demand for US debt. Primary dealers are the large banks required to bid; a high primary dealer share means fewer "real" investors showed up, which can be a weak demand signal.