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). Nine tools stay free — DCF, WACC, burn-rate & runway calculators, the QoE parser, the SaaS metrics grader, trading comps, the venture-debt vs equity pricer, 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.
ARR, burn, retention, and S&M spend → Rule of 40, Bessemer burn-multiple bands, magic number, NDR, and CAC payback, each graded against venture benchmarks with an overall efficiency grade.
Up to six peers' EV/Revenue, EV/EBITDA, and P/E multiples applied to target financials → implied enterprise value, equity value, and per-share range drawn as a football field. Shareable URL.
The same raise priced both ways — equity dilution cost at exit vs interest + fees + warrant coverage — with the breakeven exit valuation where the two routes cost the same.
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. Streams live, caches for 24h, and hands off from the QoE Analyzer.
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.