For private equitys

Buyouts, growth equity, and private credit: screening, LBOs, diligence, portfolio value creation.

Screen targets on public comps, run LBO returns with sources and uses, turn a CIM into a first-read memo, coordinate quality-of-earnings findings, track covenants and the 100-day plan, and prepare IC materials with every number cited.

Start as private equity

All roles

117: tools for this seat
7: specialties covered
364h: of analyst time per full pass

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A company page assembled from XBRL facts, not a scraped summary

SNOW332.43▼ 1.76%DDOG229.92▼ 2.58%MDB383.56▼ 2.51%NET323.99▼ 2.98%CRWD237.65▼ 3.28%GTLB49.23▼ 2.07%PLTR177.64▲ 0.79%NOW135.47▼ 2.17%ESTC86.96▼ 2.26%CCL21.84▼ 1.49%AAL12.96▲ 0.15%LUMN6.40▼ 1.23%SNOW332.43▼ 1.76%DDOG229.92▼ 2.58%MDB383.56▼ 2.51%NET323.99▼ 2.98%CRWD237.65▼ 3.28%GTLB49.23▼ 2.07%PLTR177.64▲ 0.79%NOW135.47▼ 2.17%ESTC86.96▼ 2.26%CCL21.84▼ 1.49%AAL12.96▲ 0.15%LUMN6.40▼ 1.23%

The day, by level

Associate

Screens the funnel, reads CIMs, builds the LBO, coordinates quality-of-earnings, drafts the IC memo, tracks portfolio KPIs.

VP / Principal

Owns diligence workstreams and the lender process, negotiates the SPA schedule of exceptions, runs the 100-day plan with management.

Partner

Originates, prices, and decides. Needs the one-page version with the downside quantified.

What it takes off your plate

First-read memos from a CIM, with the red flags already listed
LBO returns with attribution across EBITDA growth, multiple expansion and deleveraging
Add-back testing against a defensible allowed-versus-disallowed taxonomy
Net working capital peg from monthly balances, with the seasonality visible
Take-private precedents with premiums and sponsor names pulled from proxies

Data behind it

•Public comps as the pricing anchor for private targets
•DEFM14A and SC 13E-3 take-private terms
•Covenant and leverage data from credit agreements
•Your own CIM excerpts, QoE databooks and portfolio KPI exports

The toolkit

117 tools for private equitys

Diligence

Merger proxy miner

Background of the merger, fairness ranges, adviser fees and projections out of a DEFM14A.

Deal protection benchmark

Termination fees, reverse fees and go-shops, benchmarked against real merger agreements.

CIM first-read memo

Paste the CIM pages; get the screening memo, the red flags, and a first-pass LBO frame.

Quality of earnings add-back tester

Every proposed add-back categorized, tested, and priced at your entry multiple.

Net debt & debt-like items checklist

Everything that should come off the purchase price before the wire goes out.

Management meeting prep

The questions that decide the bid, ordered by what they would change.

Infrastructure asset diligence

Contracted cash flows, counterparty credit, regulatory regime, and what happens after the contract ends.

Net working capital peg

Monthly balances in, trailing-twelve-month peg out, with seasonality and the true-up.

Customer & reference call guide

The script, the sample and the synthesis for customer diligence.

Cohort & retention analysis

Cohort triangles, NRR, GRR and churn from a raw subscription export.

Term sheet analyzer

Every term diffed against NVCA standard, with the off-market ones flagged.

Peer benchmark builder

Quartile benchmarking on margins, SG&A, R&D and working capital, with the gap to median in dollars.

Revenue build & cohort engine

Cohort retention, GRR and NRR, concentration and pipeline coverage from a transaction export.

Segmentation & referencing plan

Cuts the customer base into segments that behave differently, then names who to call and why.

Add-back tester

Every seller add-back tested for recurrence, support and category, with the price impact at the multiple.

NWC peg analyzer

Monthly working capital, seasonality, the TTM-average peg, and the adjustments that move the price.

Technology due diligence checklist

Architecture, technical debt, velocity, security and IT cost, scored with the evidence to request.

NWC peg: TTM average & seasonality

Monthly working capital, four candidate pegs, the seasonal index and the price impact.

Benchmark quartile spread

Quartiles, the subject's percentile, and the gap to median and top quartile in dollars.

Quality of earnings databook

Adjusted EBITDA built from a monthly P&L, with every add-back ruled on.

Net working capital analysis and peg

Monthly balances turned into a defensible peg, with the debt-like items pulled out.

Valuation

Peer benchmarking

Growth, margins, cash conversion, and leverage versus a peer set, with the gaps explained.

Precedent transactions from EDGAR

Real deals from merger proxies and 8-Ks: EV, multiples, premiums, and terms.

DCF valuation

Unlevered free cash flow, two terminal methods, and a WACC × growth sensitivity.

WACC

Cost of equity via CAPM, after-tax cost of debt, and the weighted rate with a beta × ERP grid.

Football field assembler

Every valuation method on one page, with the offer price as the line to beat.

Premiums paid analysis

Premiums to the unaffected price across four windows, with the reference date the proxy used.

E&P reserves, PV-10 & NAV reader

Supplemental oil and gas disclosures turned into PV-10, NAV and EV per flowing barrel.

Treasury stock method & EV bridge

Options, RSUs, warrants and converts to diluted shares, then equity value to enterprise value.

Premium analysis

Premiums to every reference price, and the multiples the offer implies.

Calendarization & LTM / NTM

Off-cycle fiscal years standardized to December, with LTM built from the stubs.

Take-private precedent finder

Sponsor take-privates from merger proxies and 13E-3s: premiums, multiples, financing, and who bid.

Exit route analysis

IPO versus strategic sale versus sponsor-to-sponsor versus recap, priced off public comps.

Continuation vehicle analysis

GP-led secondary: the reference price, the conflict, and whether LPs should roll or cash.

Secondaries pricing

Roll NAV forward, price the unfunded, and solve the bid that hits your IRR.

Ability to pay

Solve the maximum entry multiple that still clears your hurdle IRR.

Public comps for a late-stage round

What the public market would pay, and what that implies for this private price.

Direct secondary pricing

What a block of private shares is worth, and the discount to expect.

Relief from royalty

Trademark or technology value from avoided royalties, with the tax amortization benefit.

Monte Carlo DCF

A DCF as a distribution: correlated inputs, P10/P50/P90 per share, and what drives the spread

Beta estimator

Raw, Blume-adjusted and Welch betas with standard errors, and the cost of equity

Modeling

NPV, IRR & payback

Capital budgeting on any cash-flow schedule with a discount-rate sensitivity.

Merger model: accretion / dilution

Offer, sources and uses, purchase accounting, pro forma EPS and the break-even synergies.

LBO: sources, uses & returns

Tranched capital structure, debt schedule with a sweep, IRR and MOIC with returns attribution.

LBO returns & attribution

Debt schedule with a cash sweep, IRR and MOIC, and the split between growth, multiple and deleveraging.

Paper LBO

The five-minute interview LBO, with every step of the arithmetic shown.

Sources & uses and debt schedule

Build the funding table and the full tranche-by-tranche schedule with sweep and PIK.

Dividend recapitalization

Size the dividend, re-lever, and see what it does to IRR versus holding.

Management equity (MIP) waterfall

Hurdles, catch-up, ratchet and vesting: what management actually receives at exit.

Fund model: fees, carry and DPI/TVPI curves

Deployment pacing, management fees, a European waterfall, and the J-curve.

Infrastructure DSCR & project finance

CFADS, debt sculpting to a target DSCR, coverage ratios, and the equity IRR.

Exit waterfall & liquidation preferences

Who gets what at each exit value, and which classes convert.

Market model workbench

Top-down and bottom-up sizing, reconciled, with every input sourced and confidence-tagged.

Pricing & pocket-price analysis

List to pocket price leakage by customer, with the durability test on every price increase.

Market sizing: top-down & bottom-up

TAM to SAM to SOM, a unit-economics bottom-up, and the 15% convergence test between them.

Price-volume-mix decomposition

SKU-level price, volume, mix, new and discontinued effects that tie to the dollar.

Cost to serve & unit economics

Activity-based cost per customer, contribution after serving, and the whale curve.

Research

10-K / 10-Q teardown

What changed, what management said, and what the footnotes hide.

Research brief

A sourced answer to any market, company, or deal question.

Sponsor activity map

Who has been buying in your sector, at what price, with what structure.

GP manager diligence

Operational and investment due diligence on a fund manager, with the questions LPs actually ask.

Market sizing for a startup

Bottom-up TAM from buyers and price, reconciled against a top-down check.

Five forces from filings

Porter's five forces scored 1-5 with the filing language that justifies each score.

Profit pool mapper

Revenue and margin by value-chain step from segment disclosures, reconciled to the industry total.

Competitor profile generator

One sourced page per competitor from their own 10-K, with a confidence tag on every field.

Survey designer & cross-tab plan

A CDD-grade instrument: screener, KPC importance and performance, NPS, switching and willingness to pay.

Expert network call planner

Who to call, in what order, and the ten questions each expert is uniquely able to answer.

Interview guide & synthesis

Guides by respondent type, then transcripts coded into a theme by source grid with quotes.

NPS & survey statistics

Net promoter score with its confidence interval, plus the sample size the read-out needs.

Credit & restructuring

Capital structure table builder

Every tranche in priority order with leverage through, reconciled to the balance sheet.

Precedent restructurings comps

Plan outcomes: recoveries by class, equity splits, rights offerings and backstop fees.

Liquidity runway & 13-week cash flow

Weekly receipts and disbursements to the trough week and the date a deal is required.

Covenant headroom & breach EBITDA

Headroom by quarter, the EBITDA decline that breaches, and what an add-back haircut does.

Recovery waterfall & fulcrum

Absolute priority across classes at several enterprise values, with the fulcrum identified.

Private credit investment memo

The lender's memo: cash flow coverage, downside recovery, documentation, and pricing.

Credit agreement term extraction

Pull the EBITDA definition, covenants, baskets and leakage risk out of the real documents.

Covenant compliance & headroom

Net leverage, coverage and FCCR against the levels, with the EBITDA cushion in dollars.

Unitranche pricing & leverage grid

All-in yield with OID and fees, borrower coverage, and the leverage-versus-spread grid.

Credit scorecard

Altman Z and Z'', Ohlson O-score and Merton distance to default, as one implied rating

Screening

Target list & acquisition screen

Buy-side long list to short list, scored on fit, multiple and affordability.

Distress screener

Going-concern language, Item 1.03 and 2.04 filings, and the leverage and liquidity that rank names.

Target screen from public comps

Build the buy-list: public peers, the private universe they imply, and the ones that screen for a sponsor.

Growth equity investment screen

Efficiency-adjusted growth against public comps, and what the round has to price at.

SaaS metrics benchmark

Where a company sits against stage benchmarks, and whether it clears the bar.

SaaS metrics calculator

Burn multiple, runway, CAC payback, magic number, LTV/CAC and Rule of 40 in one pass.

Capital markets

Credit comps builder

Issuer, tranche, coupon, spread and leverage in one grid, from filings.

Term sheet grid generator

TLB versus unitranche versus high yield, priced and papered side by side.

Dual-track: IPO versus sale

Two exit paths priced against each other, with the calendar overlaid.

Debt capacity solver

The binding constraint among leverage, coverage, fixed charges and covenant cushion.

Refinancing NPV

Present value of the savings against the premium and fees, with the break-even.

Lender package builder

The financing memo and bank grid: credit stats, the lender case, and who to call.

Portfolio

100-day plan builder

Thesis translated into workstreams, owners, and 30/60/90 milestones.

Value creation plan with quantified levers

Every lever sized in EBITDA dollars against public benchmarks, bridged to the exit.

Portfolio monitoring review

Paste the KPI export; get the exception report the deal teams need to act on.

LP secondaries portfolio review

Price an LP portfolio line by line: NAV quality, unfunded, and the bid that clears.

Value creation & 100-day plan

An EBITDA bridge by initiative, with the first 100 days carved out and owned.

Value at risk with a backtest

One-day VaR and expected shortfall three ways, a GARCH forecast, and a Kupiec test

Planning & forecasting

Fund model

Fees, pacing, reserves and a power-law outcome set into TVPI, DPI and net IRR.

Cost baseline & zero-based targets

GL mapped to categories and owners, then targets set from peer SG&A quartiles rather than last year.

Cost structure benchmark from SEC data

Cost of revenue, SG&A, R&D and working-capital days against peer quartiles, with the tag on every line.

Zero-based budgeting savings scenario

Category gaps to a peer benchmark, a capture rate, the ramp, and the year-one landing.

Forecast with honest intervals

Paste a series, get the M4-style forecast and conformal 80%/95% bands with a backtest

Deliverables

Company one-pager

A pitch-ready profile of any US-listed company, every number cited.

Investment committee memo

The full IC memo: thesis, returns, diligence findings, risks, and the recommendation.

IOI / LOI drafter

The bid letter: price, structure, diligence remaining, and the conditions you can defend.

CDD report assembler

The commercial diligence report skeleton, filled to the red-flag thresholds a deal team tests.

Reporting

LP quarterly report drafter

The quarterly letter and performance summary, drafted from the portfolio and mark data.

Portfolio update / LP letter

The quarterly letter: new investments, markups, markdowns, DPI and what you are seeing.

Number tie-out guardian

Every number in the deck checked against the model, by slide, cell and magnitude.

Price-volume-mix bridge

SKU-level price, volume, mix, new and discontinued effects that sum exactly to the revenue change.

Sourcing & deals

Sponsor coverage page

A sponsor's funds, portfolio debt, maturities and the deals to pitch them.

Add-on acquisition screen

Bolt-on candidates for a platform, with the multiple arbitrage and integration order.

Pipeline forecast

How many deals close and what they are worth, as a range, not a weighted total

Accounting & audit

Quarterly mark & valuation memo

Roll forward a Level 3 mark with a documented basis the auditor will accept.

Earnings-quality check

Beneish M-score with its probability, and accruals, from two years of statements

Tax

M&A tax structuring options

Asset versus stock, 338(h)(10), and what the step-up is worth.

Section 382 limitation

What a loss carryforward is worth after an ownership change.

Set up your private equity desk

The survey asks your group, level and sectors, then wires the watchlists, function keys and tools to match.