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Montecarlo Simulation

The document presents a net present value (NPV) analysis of a project over 11 years using discounted cash flows. It runs 200 simulations of the cash flows which all result in an NPV of $16,882.61, indicating no variability or risk in the projected cash flows. A histogram of the results shows 200 occurrences at an NPV of $16,882.61, demonstrating that the simulations did not introduce any uncertainty into the cash flow projections.

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sobhinmylesamy4
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45 views27 pages

Montecarlo Simulation

The document presents a net present value (NPV) analysis of a project over 11 years using discounted cash flows. It runs 200 simulations of the cash flows which all result in an NPV of $16,882.61, indicating no variability or risk in the projected cash flows. A histogram of the results shows 200 occurrences at an NPV of $16,882.61, demonstrating that the simulations did not introduce any uncertainty into the cash flow projections.

Uploaded by

sobhinmylesamy4
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
You are on page 1/ 27

Table A hurdle rate k= 0.

13
A B C D E F
Discount Net Present
Year Infl ow Outfl ow Net Flow Factor Value
t A B C D= (B - C) 1/(1 + k + p)t D xE
0 2009 0 125,000 -125000 1 -125000
1 2010 0.00 100,000 -100000 0.8696 -86957
2 2011 0.00 90,000.00 -90000 0.7561 -68053
3 2012 50000 0 50000 0.6575 32876
4 2013 120000 15,000 105000 0.5718 60034
5 2014 115000 0 115000 0.4972 57175
6 2015 105000 15,000 90000 0.4323 38909
7 2016 97000 0 97000 0.3759 36466
8 2017 90000 15,000 75000 0.3269 24518
9 2018 82000 0 82000 0.2843 23310
10 2019 65000 0 65000 0.2472 16067
11 2019 35000 0 35000 0.2472 8651

Total NPV= 17996.773


G
inflation

0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
0.02
Table A
a c b
A B
Minimum MostLikely Maximum Intermediate Calculations for
Random No triangular distribution
Year Inflow Inflow Inflow to sample
t A B1 B2 B3 Trian distn
0 2009 0 0 0
1 2010 0 0 0
2 2011 0 0 0
3 2012 35000 50000 60000 0.240 0.600
4 2013 95000 120000 136000 0.772 0.610
5 2014 100000 115000 125000 0.625 0.600
6 2015 88000 105000 116000 0.923 0.607
7 2016 80000 97000 108000 0.344 0.607
8 2017 75000 90000 100000 0.907 0.600
9 2018 67000 82000 91000 0.484 0.625
10 2019 51000 65000 73000 0.935 0.636
10 2019 30000 35000 38000 0.703 0.625

Total
hurdle rate k= 0.13
C D E F
Intermediate Calculations for Predicted Discount Net Present
triangular distribution Inflow Outfl ow Net Flow Factor Value
B C D= (B - C) 1/(1 + k + p)t D xE
0 125,000 -125,000 1 -125000
0 100,000 -100000 0.8677 -86774
0 90,000.00 -90000 0.7530 -67767
44479.068 46212.391 44479 0 44479.068 0.6534 29062
123121.197 123757.170 123757 15,000 108757.17 0.5670 61662
115308.655 115316.850 115317 0 115316.85 0.4920 56734
108959.493 111126.928 111127 15,000 96126.928 0.4269 41038
92801.453 93788.673 92801 0 92801.453 0.3704 34378
93444.745 95183.958 95184 15,000 80183.958 0.3215 25775
80203.931 80445.678 80204 0 80203.931 0.2789 22372
67973.432 69627.625 69628 0 69627.625 0.2420 16853
35301.897 35329.057 35329 0 35329.057 0.2420 8551

NPV= 16882.611
NPV distri
G Simulaton Run NPV
1200
inflation 1 16882.61
N(0.02,0.0033) 2 16882.61 1000
0.022 3 16882.61
800
0.022 4 16882.61
0.022 5 16882.61 600

0.022 6 16882.61 400


0.022 7 16882.61
0.022 8 16882.61 200

0.022 9 16882.61 -25000 -20000 -15000


0 -10000 -5000
0.022 10 16882.61 Bin Frequency 00 00 000 000 000 0 000 000 000 000
0 0
25 20 15 10 -5 5 10 15 20 2
0.022 11 16882.61 -25000 0 - - - -
0.022 12 16882.61 -20000 0
0.022 13 16882.61 -15000 0
0.022 14 16882.61 -10000 0
0.022 15 16882.61 -5000 0
16 16882.61 0 0
17 16882.61 5000 0
18 16882.61 10000 0
19 16882.61 15000 0
20 16882.61 20000 1000
21 16882.61 25000 0
22 16882.61 30000 0
23 16882.61 35000 0
24 16882.61 40000 0
25 16882.61 45000 0
26 16882.61 50000 0
27 16882.61 55000 0
28 16882.61 60000 0
29 16882.61 65000 0
30 16882.61 More 0
31 16882.61
32 16882.61
33 16882.61
34 16882.61
35 16882.61
36 16882.61
37 16882.61
38 16882.61
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40 16882.61
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44 16882.61
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579 16882.61
580 16882.61
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619 16882.61
620 16882.61
621 16882.61
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625 16882.61
626 16882.61
627 16882.61
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629 16882.61
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664 16882.61
665 16882.61
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669 16882.61
670 16882.61
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672 16882.61
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722 16882.61
723 16882.61
724 16882.61
725 16882.61
726 16882.61
727 16882.61
728 16882.61
729 16882.61
730 16882.61
731 16882.61
732 16882.61
733 16882.61
734 16882.61
735 16882.61
736 16882.61
737 16882.61
738 16882.61
739 16882.61
740 16882.61
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745 16882.61
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887 16882.61
888 16882.61
889 16882.61
890 16882.61
891 16882.61
892 16882.61
893 16882.61
894 16882.61
895 16882.61
896 16882.61
897 16882.61
898 16882.61
899 16882.61
900 16882.61
901 16882.61
902 16882.61
903 16882.61
904 16882.61
905 16882.61
906 16882.61
907 16882.61
908 16882.61
909 16882.61
910 16882.61
911 16882.61
912 16882.61
913 16882.61
914 16882.61
915 16882.61
916 16882.61
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918 16882.61
919 16882.61
920 16882.61
921 16882.61
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924 16882.61
925 16882.61
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928 16882.61
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930 16882.61
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937 16882.61
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940 16882.61
941 16882.61
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944 16882.61
945 16882.61
946 16882.61
947 16882.61
948 16882.61
949 16882.61
950 16882.61
951 16882.61
952 16882.61
953 16882.61
954 16882.61
955 16882.61
956 16882.61
957 16882.61
958 16882.61
959 16882.61
960 16882.61
961 16882.61
962 16882.61
963 16882.61
964 16882.61
965 16882.61
966 16882.61
967 16882.61
968 16882.61
969 16882.61
970 16882.61
971 16882.61
972 16882.61
973 16882.61
974 16882.61
975 16882.61
976 16882.61
977 16882.61
978 16882.61
979 16882.61
980 16882.61
981 16882.61
982 16882.61
983 16882.61
984 16882.61
985 16882.61
986 16882.61
987 16882.61
988 16882.61
989 16882.61
990 16882.61
991 16882.61
992 16882.61
993 16882.61
994 16882.61
995 16882.61
996 16882.61
997 16882.61
998 16882.61
999 16882.61
1000 16882.61
NPV distribution

0 5000 10000 15000 20000 25000 30000 35000 40000 45000 50000
00 00 0 00 00 00 00 00 00 00 00 00 00 00 00 00 re
00 -50 50 100 150 200 250 300 350 400 450 500 550 600 650 Mo
55000 60000 65000

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