Scenarios - Monte Carlo
Simulate input scenarios with Monte Carlo and transform output values into a range.
Parameters
Input Variable(s): Input driver(s) of the model simulated with any of the distributions in the Monte Carlo module.
Output Variable: Output of interest (e.g. Valuation, Profit, NPV, IRR etc.). Add Name and Reference.
Notes
Input Cell references can be any cell in Excel (i.e. including cells with formulas).
You can choose the number of samples for the Monte Carlo simulation. Available options are 1000, 2500, 5000 and 10000.
Typical simulation time is 2+, 5+, 8+ and 15+ minutes respectively.
Circular References or embedded Data Tables increase simulation time by 5 to 10x.
Outputs
Output Plot: Histogram of output variable distribution.
Input Plots: Histograms of input variables distributions.
Data: Confidence Intervals, Summary Statistics and Percentiles for all variables. See a sample Monte Carlo output.