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value-metrics

Core equity valuation ratios — the handful of numbers a deep-value screen runs on: price-to-earnings, price-to-book, earnings yield, EV/EBIT, and dividend yield. Cheap-on-the-multiples is the starting point of value investing; this crate computes all five from per-share inputs.

value-metrics is a pure-Rust, zero-dependency crate that returns each ratio as an f64. It is the signal layer behind the DeepValueRadar value screener, a free tool for screening stocks on classic value multiples.

Why these ratios

A valuation ratio puts a stock's price in context against something the business actually produces (earnings, book value, cash flow, dividends). The lower the multiple — relative to the company's history and its sector — the cheaper the stock:

Ratio Formula Reads as "cheap" when…
P/E price ÷ eps Low vs. sector / vs. own history.
P/B price ÷ book/share < 1 trades below liquidation value.
Earnings yield eps ÷ price High; comparable to a bond yield.
EV/EBIT enterprise_value ÷ ebit Low; neutral to leverage.
Dividend yield dividend/share ÷ price High and well-covered.

Earnings yield is the reciprocal of P/E — useful when comparing stocks to bonds, because it is itself a yield (e.g. a 20 P/E → 5% earnings yield).

Install

[dependencies]
value-metrics = "0.1"

Quick start

use value_metrics::*;

let pe = price_to_earnings(100.0, 5.0);   // 20.0
let ey = earnings_yield(5.0, 100.0);      // 0.05  (1/pe)
let pb = price_to_book(50.0, 25.0);       // 2.0
let ev = ev_to_ebit(1_000_000.0, 100_000.0); // 10.0
let dy = dividend_yield(4.0, 100.0);      // 0.04

println!("P/E={pe}, EY={:.1}%, P/B={pb}, EV/EBIT={ev}, DY={:.1}%", ey*100.0, dy*100.0);

Screen a whole universe interactively

The crate gives you the per-stock ratios. To rank a universe of tickers, apply sector medians, and flag deep-value candidates, use the DeepValueRadar value screener.

Features

  • Pure Rust, no deps — f64 arithmetic, single file, no features.
  • Five ratios — P/E, P/B, earnings yield, EV/EBIT, dividend yield.
  • Division-safe — non-positive denominators return INFINITY or 0.0 rather than panicking.
  • MIT licensed — embed anywhere (screeners, dashboards, backtests).