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Scenarios & Monte Carlo

Stress-test with 100,000 simulation paths.

A single-point DCF is a fiction. ModelForge runs structured scenario analysis (Base / Bull / Bear / Stress) and full Monte Carlo simulation across key driver distributions. The output is a probability-weighted valuation range — not just a number, but a view of risk.

What It Does

  • 3–5 scenario presets with one-click toggle
  • Monte Carlo: 10 k–100 k paths, configurable distributions
  • Key drivers: revenue growth, EBIT margin, WACC, terminal growth
  • Output: probability distribution of implied share prices
  • Value at Risk (VaR) and expected shortfall for downside framing

Key Outputs

Scenario comparison table
Monte Carlo histogram
P10 / P50 / P90 implied values

This layer is live inside ModelForge — no setup required.

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