Financial modeling (DCF, LBO, WACC, cap tables, exit waterfalls, SAFE conversion, M&A accretion/dilution, burn & runway, sensitivity grids), due diligence (Quality of Earnings, AI investment memo), and LP & fund strategy (vintage benchmarks, fund economics & waterfall, power-law fund returns, mandate-matched deal flow). Six tools stay free — DCF, WACC, burn-rate & runway calculators, the QoE parser, curated public-disclosure data, and private-company comps. Nine are Pro+ — the full DCF/LBO modeler, the venture cap-table & dilution suite (cap table, exit waterfall, SAFE / note converter), fund economics with the fee/carry waterfall, the power-law fund-returns modeler, the M&A accretion/dilution screen, mandate-matched private-markets discovery, and the AI-generated IC memo.
Choose one sequence and move through the tools in order.
5-year FCF projection with linear margin glide, Gordon Growth terminal, and a 5×5 WACC × terminal-growth sensitivity grid. Pure client-side math, shareable URL.
Paste 3 years of P&L → auto-flags SBC dependency, margin volatility, persistent "one-time" items, customer concentration. Produces a normalized Adjusted EBITDA schedule.
50 named venture / growth / tech-buyout funds with representative cohort net IRR / TVPI / DPI. Filter by vintage, strategy, fund size. Compute quartile benchmarks live.
institutional-grade peer sets across the QL pre-IPO universe: valuation dispersion, revenue multiples, capital efficiency, IPO-window signals, investor overlap, market-map quadrants, and CSV export.
Net monthly burn, growth-adjusted runway, the exact zero-cash date, months to breakeven, and Paul Graham's default-alive test from a month-by-month cash simulation. Shareable URL.
CAPM cost of equity, after-tax cost of debt, market-value weights → WACC, plus Hamada unlever / relever on beta and a capital-structure sensitivity grid. Feeds the DCF & LBO modelers.
Full CAPM-based WACC builder, LBO sources & uses + debt amortization + cash sweep + exit MOIC / IRR, 5×5 sensitivity on any axes, 3-scenario comparison (bear / base / bull).
Define your firm's mandate once (sector, stage, check, geo, keywords) — the QL pre-IPO tracker re-ranks live with a 0-100 mandate-fit score per name. Saved to your profile.
Wraps the 10-agent multi-agent diligence panel + your DCF / LBO scenarios + QoE outputs + filings into a structured 6-section IC memo. Saves to your workbench. Coming soon — join the waitlist.
Model founder, ESOP, and investor ownership across up to 5 priced rounds with the pre-money option-pool shuffle. Live price-per-share, per-round dilution, and the full founder ownership trajectory. Pure client-side math.
Distribute exit proceeds across a seniority-ranked preference stack — non-participating, full, and capped participation — with the iterative convert-vs-preference decision per class, MOIC, and an exit-value sensitivity sweep.
Model pre- and post-money SAFEs and convertible notes (cap, discount, interest accrual) converting at the next priced round → per-instrument conversion price, shares, and a pro-forma post-round cap table with founder dilution.
Forward-looking fund construction: size, fees, carry, reserves, and a power-law outcome distribution → gross & net TVPI / DPI / IRR, follow-on-into-winners, power-law concentration, and home-run sensitivity.
Lifetime management fees, then the full 4-tier European whole-fund waterfall — return of capital, preferred return, GP catch-up, carry split — into net-to-LP MOIC and the gross-to-net spread. The LPA-conversation model.
Cash / stock / debt consideration mix, new-debt interest, foregone interest on cash, and after-tax synergies → pro-forma EPS, accretion / dilution %, breakeven synergies, and pro-forma ownership. The first screen of any merger model.
Educational research and analytical tooling. Not investment advice. Always verify quantitative outputs and underlying data before any investment decision rides on them. QuantLogix is not a registered investment advisor.