Dawo's analytical engines don't just compute numbers — every calculation is tested against peer-reviewed academic papers, regulatory standards, and mathematical identities.67 tests across 16 benchmark categories, running continuously.
Are Dawo's Undervalued / Overvalued / Fair assessments reasonable? We cross-reference every valuation against sell-side consensus, price targets, and internal signal consistency.
Every financial metric is validated against its original published academic paper, regulatory standard, or mathematical identity. If a computation deviates from the reference, deployment is blocked.
8-variable model detecting earnings manipulation. Validated against Enron FY2000 (M = -0.55, correctly flagged).
9-criterion binary scoring system measuring financial strength from balance sheet and income statement signals.
Accruals-based earnings quality. Low accruals (CFO >> NI) indicate high-quality, sustainable earnings.
Cash conversion ratio, receivables-vs-revenue growth divergence, and share dilution tracking.
Capital allocation quality signals: buyback yield, dividend sustainability, capex intensity, and ROIC.
Realized beta via Cov(Ri,Rm)/Var(Rm) against textbook CAPM with known analytical solutions.
Risk-adjusted return computation. Sharpe penalizes all volatility; Sortino only downside.
Peak-to-trough drawdown on cumulative wealth index for portfolio risk monitoring.
Value at Risk and Conditional VaR via historical simulation. CVaR is a coherent risk measure.
Pairwise correlation for portfolio diversification analysis.
Discounted cash flow: present value, terminal value (Gordon Growth), sensitivity analysis.
PE, EV/EBITDA, FCF yield, earnings yield, and PEG ratio computations.
Weighted Average Cost of Capital via CAPM formula with size premium.
Herfindahl-Hirschman Index against published DOJ/FTC thresholds for concentration.
Days Sales Outstanding, Days Inventory Outstanding, interest coverage ratio.
Mathematical identities and relationships validated across different engine computations.
Every financial metric is validated against its original published paper. Beneish coefficients match Table 4 of the 1999 paper. CAPM beta matches Sharpe (1964). DCF matches Damodaran Chapter 12.
All 67 benchmark tests run on every deployment. If any metric deviates from its published reference value, the issue is flagged immediately.
Each benchmark tests not just the happy path but adversarial inputs: missing data, zero divisions, extreme values, and boundary conditions that would break naive implementations.
We verify mathematical identities across engines: FCF = CFO - CapEx, PE * Earnings Yield = 1, EV = Market Cap + Debt - Cash. If engines disagree, tests catch it.
Every number is validated against the original academic paper. See the difference yourself.