Every valuation discounts future cash at some rate, and that rate moves the answer more than almost anything else. Which is why most sites bury it. We print the whole build-up on every company page.
Cost of equity = the risk-free rate (the live US 10-year Treasury yield, fetched from treasury.gov nightly) plus beta × the equity risk premium (a published constant, currently Damodaran's implied ERP). Cost of debt = risk-free plus a spread, tax-adjusted. WACC blends the two by capital weights.
Two of these inputs, beta and the equity/debt weights, currently sit at fixed defaults, because doing them properly needs market-price data we haven't licensed yet. We say so on every valuation instead of hiding it, because the honest version of “we don't know yet” is a labelled assumption you can override.