Mosaic Lab · market-implied expectations
Mosaic LabMarket-implied expectationsFree to use
What this is

The market's model of a stock, open to read.

For every covered company, we reverse-engineer what the share price assumes about growth, margins and returns, and publish the model. Free to use.

I

Section oneWhat a model is.

A living model, not a report. Each one reconstructs the expectations already sitting inside the share price — the growth, the margins and the returns on capital the market is paying for — from the company's filings and from market data, with base, upside and downside cases built against them.

Every figure that carries weight resolves to its source, and judgements are labelled as judgements, so you can see precisely where a judgement was made rather than a fact recorded — and therefore precisely where there is something to argue about. Then you argue: each model opens in a workbench where you push on any assumption yourself and watch the implied value move against the price, computed by the same engine that built it.

II

Section twoHow it is built.

Arithmetic is not the model's work. A deterministic financial modelling engine computes every number, so identical inputs produce identical outputs and no figure anywhere is the result of a language model doing mental arithmetic.

The AI orchestrates, and it does that inside skills: narrow, repeatable procedures for one task each, every one with a defined input, a defined output, and a place to record what was judged and on what basis. Before anything is published it has to pass a set of gates:

Publish gates5 / 5 clear
01Passthe model recomputes identically,
02Passsegments reconcile to consolidated results,
03Passthe valuation bridge closes,
04Passthe figures tie to the company's reported financials,
05Passand the market's model has to price out against the actual market capitalisation.
A model that fails a gate is not published.

The engine does the math. The call stays yours.

III

Section threeThe method.

The first question is not what a stock is worth, but what the market already believes about it. This is the expectations investing method set out by Rappaport and Mauboussin, and it is where each model begins: reverse-engineering the growth, margins and returns implied by today's price. The base is not our view. It is the market's view, reconstructed, and it is not settled until it prices out against the actual market capitalisation over a plausible horizon. The method is old and proven. The medium is new.

The full argument is in the launch essay.

Section fourThe writing.

One company at a time, published as each model is finished, with the essay behind it. New models and essays are announced on our Substack.

The intent behind all of it is to champion the individual investor: to hand over the full apparatus an analyst works with, not just the conclusion an analyst reaches.


Important information

Mosaic Lab publishes financial models. Everything on this site — the published models, the workings behind them, the essays and any figure produced within them — is provided for general information only.

Each model is prepared as of a stated date, using the information available at that date, and is not maintained or updated thereafter. A model reconstructs what a share price appeared to assume at a moment in time; it is not a current view of any company or security, and it should not be read as one. Figures generated from assumptions selected inside the application are illustrative analytical exercises, not forecasts.

Nothing here is investment advice, a recommendation, or an offer or solicitation to buy or sell any security, and nothing here takes account of your circumstances or objectives. Mosaic Labs is not a licensed investment adviser and does not provide personal financial advice. If you need advice, speak to a qualified adviser.

Investing puts your capital at risk. The value of investments can fall as well as rise, you may get back less than you put in, and past performance is not a guide to future results. No model, method or tool changes that.