FINVERCO methodology: calculations and limits

Scope and implementation version

This page documents the scoring, technical and scenario implementation reviewed through October 15, 2026. The current analysis path can use a fresher active-session price during pre-market or after-hours when that timestamp is newer than the regular-session quote. This describes implemented behavior, not predictive accuracy or an independent audit of the entire platform. Price, company accounts, news and valuation can update on different schedules, so each timestamp should be read separately.

The research collection uses public company disclosures for its dated case studies. It does not imply that every figure in those disclosures is already present in the live data pipeline.

Score weights and eligibility

The seven nominal weights sum to 100. Available component scores are combined as a weighted average, rounded and clamped to 0–100. Missing components are omitted, not assigned zero. A result requires at least 45 nominal weight points of available scoring dimensions. Unavailable or error data modes do not publish a score.

That 45-point condition concerns dimension availability. Detailed coverage measures sub-input availability and can differ. The distinction matters when an otherwise calculable component is missing a long moving average or some financial inputs.

Risk caps and direction labels

The final total is subject to caps. Bankruptcy/going-concern flags cap it at 30; offering/dilution or reverse-split flags at 48. A regulatory/legal flag with risk below 35 caps it at 55. Independently, a risk component below 20 caps the total at 40; below 35 caps it at 60. Where several rules apply, the stricter resulting cap prevails.

Bullish means score ≥68; bearish means score ≤42; intermediate results are neutral. These classification labels are not suitability decisions, return forecasts or trading instructions.

Coverage and confidence

Coverage reflects available sub-inputs under the component weighting system. Score confidence is round(40 + 0.6 × coverage), clamped to 0–100, only when a score exists. Thus coverage 50 gives confidence 70. It is not an independently calibrated probability of profit or direction. A coverage percentage also says nothing, on its own, about source correctness or freshness.

Technical windows and level estimation

Price-sensitive technical calculations normally use the historical daily close series. When a fresher pre-market price is active, FINVERCO appends it as a provisional price observation; when a fresher after-hours price is active, it replaces the latest close for provisional price-sensitive calculations. Extended-hours volume is not synthesized. Relative volume continues to use regular-session daily-bar volume divided by the mean of the latest 20 available regular volumes, including the latest bar. It requires 20 bars and has no same-time-of-day adjustment. Five-day momentum and other price-sensitive indicators can therefore react provisionally to the active extended-hours price while volume evidence remains based on regular-session bars.

Support/resistance requires 30 bars and uses up to the latest 60. It sorts lows ascending and highs descending, selects zero-based positions floor(n × 0.18) and floor(n × 0.05), and rounds levels. These historical range heuristics are not guaranteed barriers and are not forced onto the expected side of current price. A six-month history request may not supply enough observations for a 200-day average.

Financial and news limitations

Generic fundamental inputs include revenue growth, EPS, current ratio, debt/equity, P/E and capitalization. Their economic meaning varies by sector; industrial liquidity and debt thresholds may fit a bank poorly. Missing or older inputs should narrow the conclusion.

The news component considers available recent items within a 14-day window, including freshness, sentiment and event labels. Provider gaps or absence of items do not establish absence of relevant events. Read the original announcement before acting on a catalyst classification.

Scenario prices and valuation are separate

The current scenario generator multiplies its reference price by 1.28, 1.06 and 0.78 for bull, base and bear. The reference price follows the active analysis price, so a fresher pre-market or after-hours quote can become that reference during extended sessions. Scenario confidence labels remain fixed at 52, 58 and 55. No investment horizon or company-specific financial forecast enters that numeric calculation. These are illustrations, not analyst price targets or calibrated probabilities.

The Score does not calculate intrinsic value. Fair-value outputs have separate model assumptions and publication checks. This page documents the score and scenario implementation; it does not certify the complete valuation pipeline. Inspect the financial period and calculation time of any displayed valuation.

What this version does not establish

No backtested win rate, calibrated return probability or independent investment-performance validation is claimed for these labels. Strong data coverage does not eliminate market risk. Use the tools to organize questions, verify original sources and identify what remains unknown. Report factual or methodological errors through the contact page.

Sources and evidence

1. FINVERCO guides and worked examples

The editorial policy explains AI assistance and the limits of these studies.

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