As I was taking a look at Neflix NFLX the other day, I plugged its implied volatility numbers into the BSM Cone to compare my (wide) valuation range to the option market’s implied predicted future price range.

Much to my surprise and dismay, the BSM Cone application’s graph was showing an incorrect display of the stock’s price history. The data provider we were using to pull stock prices decommissioned the pricing data base and I missed the provider’s announcement email.

Over the last week, I have been comparing data vendors and running some tests. I finally settled on a firm called EOD Historical Data, which has a much larger coverage universe and is much more operationally stable than our previous vendor.

I rewrote the code for the model to draw from this source and finished testing it. I will post these models in the Knowledge Base as well, but you can also download them here.

Framework Investing BSM Cone Application – Best/Worst 

 

Framework Investing BSM Cone Application – Best/Worst/Likely 

For now, the BSM Cone is still a US company only application, but if there is demand for the application to draw in foreign company price data, we can upgrade our data license to include the following markets:

I’m happy to answer questions about the application and how one might use it during Office Hours!