Initial Commit

MarketData/MarketDataLib/Generator/GrahamGenerator.cs

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+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace MarketData.Generator
+{
+  public class GrahamGenerator
+  {
+// EPS: Earnings per share
+// Growth: eps growth in decimal percent  (i.e.) .25 represents 25%
+// Benjamin Graham Formula.  EPS=Trailing Twelve month, 8.5=PE base for no growth company, g=reasonably expected 7-10 year growth rate
+    public static double IntrinsicValue(double eps,double growth)
+    {
+      return eps * (8.5 + (2 * (growth * 100)));
+    }
+// Grahams revision which includes a required rate of return of 4.4% which is what the going risk free rate was.  Today we divied by AAA Corporate Bond Rate
+    public static double IntrinsicValueRevised(double eps,double growth,double riskFreeRate)
+    {
+      double requiredReturn=4.4;
+      return (eps * (8.5 + (2 * (growth * 100))) * requiredReturn) / riskFreeRate;
+    }
+//  The Graham number is a figure that measures a stock's fundamental value by taking into account the company's earnings per share and book value per share.
+//  The Graham number is the upper bound of the price range that a defensive investor should pay for the stock. According to the theory, any stock price below
+//    the Graham number is considered undervalued and thus worth investing in. The formula is as follows:
+    public static double GrahamNumber(double eps,double bvps)
+    {
+      return Math.Sqrt(22.5*eps*bvps);
+    }
+  }
+}