This article develops a new structural approach to equity valuation based on the physics-like architecture of the Potential Payback Period (PPP) and its derivative yield metric, the Stock Internal Rate of Return Including Price Appreciation (SIRRIPA). The model rests on five interdependent structural assumptions—full distribution of earnings, uniform discounting, linear convergence of growth, endogenous exit horizon equal to the PPP, and terminal equilibrium where Exit P/E = PPP. Together they create a closed-form equilibrium system in which all key valuation variables—including terminal growth, terminal valuation, horizon, intrinsic yield, and risk premium—become endogenous outputsrather than discretionary inputs. Within this structure, the risk-free rate functions as a universal constant anchoring the valuation system. The difference between intrinsic return and this baseline, the Structural Risk Premium (SRP) = SIRRIPA – r, emerges as the central predictive signal. Because SIRRIPA is structurally computed using , SRP measures the magnitude of equilibrium deviation, not the mere existence of excess return. Large SRPs indicate fundamental undervaluation; small SRPs indicate overvaluation. These deviations generate systematic price-adjustment forces that give the model its predictive power. The PPP–SIRRIPA framework also unifies valuation across asset classes by allowing both stocks and bonds to be benchmarked against the same risk-free baseline. This enables the creation of a universal risk-based hierarchy of returns, situating virtually all financial assets on a single, comparable yield continuum. While the framework’s predictive strength arises from its structural equilibrium, practical implementation still requires disciplined forecasting—particularly for earnings growth—making sensitivity analyses essential. Overall, the PPP–SIRRIPA system offers a standardized, endogenous, and empirically testable foundation for next-generation valuation and predictive financial modeling.