TI LIU HNG DN DNG CRYSTAL BALL

1.5. Tng quan v xy dng m hnh v phn tch ri ro

Crystal Ball l mt cng c phn tch bng cch thc hin vic m phng trn m hnh bng tnh v
t cung cp cc thng tin cn thit h tr cho ngi ra quyt nh mt cch chnh xc hn, hiu
qu hn v tin cy hn. Trong phn ny s trnh by s lc v cc khi nim phn tch ri ro v lp
m hnh.
Ri ro v phn tch ri ro
S khng chc chc thng lin quan n ri ro, m bao gm kh nng xut hin cc s kin
khng mong mun rt ln. V d nh doanh s k vng thng ti s cao hn tng gi tr thng hin
hnh (s kin k vng), khi s c nhiu n hng hn v s lm gim lng hng tn kho. Nu
lng hng tn kho gim qu nhiu th s lm chm tr vic chuyn giao cc n hng (s kin
khng chc chn). S tr hon ny c th dn n vic nh mt cc n t hng v iu ny c kh
nng gy nn mt s ri ro. Khi s khng chc chn v ri ro tng ln, vic ra quyt nh s tr nn
kh khn hn rt nhiu.
C hai im phi nh khi phn tch ri ro l:

Ri ro u?

Mc m ri ro gy nn nh th no?
Hu ht cc s thay i tt hoc xu u tim n cc ri ro. S phn tch chng thng thng s gip
pht hin cc vng m ri ro tim n nh l: cc chi ph ngoi gi, s thiu ht hng tn kho, doanh
s tng lai, cc kt qu kho st a cht, s thay i bt thng v nhn s, nhu cu khng th d
bo, s thay i trong chi ph lao ng, cc quyt nh ca chnh ph, nhng s lin doanh lin kt
tim n, cc lut mi sp ban hnh,
Khi bn xc nh c cc ri ro ca mnh, mt m hnh ph hp c th gip bn nh lng
c chng. S nh lng ri ro c ngha l s xc nh cc thay i m ri ro c th xy ra v tn
tht m n c th gy ra. iu ny s gip bn quyt nh xem c ng phi chp nhn ri ro hay
khng nhm t c mc tiu mong mun. V d nh, nu bn c 5% kh nng b tr tin v nu
tr th bn phi tr khon tin pht ti $10.000 th khi bn c chp nhn ri r ny hay khng.
Vic tm kim mt s chc chn t c mt kt qu xc nh no thng thng chnh l mc
tiu ca m hnh phn tch. Phn tch ri ro s dng mt m hnh v xem xt cc bin no nh hng
n mc tiu cn phn tch. Phn tch ri ro c th:

Gip thot khi tnh trng khng iu khin v gip vic ra quyt nh tt hn
bng cch kho st nhanh tt c cc tnh hung c th xy ra.

Nhn dng c yu t hoc bin no nh hng nhiu nht ln mc tiu d bo.

Lm sng t cc yu t khng chc chn trong m hnh gip cho thng tin v cc
ri ro c nm bt tt hn.

M hnh l g?
Crystal Ball lm vic vi m hnh trn bng tnh, c bit l m hnh bng tnh Excel. Bng tnh ca
bn c th c sn mt m hnh ty thuc vo loi thng tin m bn c trn bng tnh v cch m bn
s dng n.

D liu i lp vi s phn tch:

Nu bn ch s dng bng tnh lu tr d liu: d liu v doanh thu, d liu hng tn kho, d liu
k ton, th bn cha c mt m hnh trn bng tnh. Thm ch khi bn c s dng cc cng thc
tnh ton trn d liu th c th bn vn cha c mt m hnh ph hp cho vic m phng.
Mt m hnh l mt bng tnh m c t chc v d liu ph hp cho mt cng c phn tch. Mt
m hnh phi biu din c s quan h gia cc bin u vo v u ra bng cch s dng phi hp
cc cng thc, cc hm v d liu.

Cc phn tch truyn thng trn bng tnh

Khi to mt m hnh bn phi xc nh c cc bin bin i ca m hnh bng cch t t cu hi
cho mnh Ti cm thy gi tr ca n (bin) chc chn nh th no? N c bin i hay khng? N
c c c lng tt nht hay cha hay n l mt s vic c bit ri?. T , bn c th thy
c trong m hnh ca mnh c mt vi yu t bin i m bn khng xc nh c mt cch chc
chn. iu , c th l do bn vn cha c d liu thc t (s liu v doanh s thng ny) hoc l do
s bin i khng th d bo c (chi ph n v sn phm).
Phn tch truyn thng trn bng tnh c gng kim sot s khng chn chn ny bng 3 cch:

c lng im: L cch c lng cc gi tr m bn cho l i din tt nht

cho cc bin khng chc chn. c lng ny th d thc hin nhng c th dn n cc
kt qu sai lm.

c lng khong: L vic phn chia thnh 3 tnh hung phn tch tnh hung
tt nht, tnh hung xu nht v tnh hung k vng. Cc kt qu phn tch cng th
hin gi tr dng khong nhng khng bit c xc sut xut hin ca cc kt qu ny.

Phn tch nhn qu: L dng phn tch nhm tr li cu hi iu g s xy ra

nu nh (what if). Phn tch ny xem xt yu t u vo no l quan trng nht
(yu t mang tnh cht ri ro) nh hng n kt qu bi ton (li nhun hoc chi ph).
Trong Excel h tr phn tch nhy 1 chiu v hai chiu, ngha l ch nh gi c
ti a 2 yu t ri ro. Phn tch nhy khng xt n mi quan h tng quan gia cc
bin.
Tuy nhin cc phng php phn tch trn c hai im hn ch chnh:

Mt ln bn ch c th thay i mt bng tnh. Nh th, bn gn nh khng

th kho st t m ton b dy kt qu c th c. Thc t, bn khng th xc nh c
lng ri ro ang tc ng vo kt qu phn tch.

Php phn tch nhn qu lun lun dn n nhng c lng im n, khng

cho bit kh nng t c mt kt qu c th no . Trong khi nhng c lng im
n cho bn bit ci g c th xy ra th chng li khng cho bn bit ci g c l ng.
M phng bng Crystal Ball khc phc c cc gii hn ny:

Bn c th m t mt phm vi cc gi tr c th c cho mi khng chc chn

trong bng tnh ca bn. Cc ny gi l gi thuyt v khi m phng th chng bin
i mt cch ng thi v cng ng thi tc ng n kt qu phn tch.

M phng Monte Carlo bng Crystal Ball m t cc kt qu trong th d bo

v trnh by ton b kt qu c th c km theo kh nng (xc sut ) xut hin ca mi
kt qu.

M phng Monte Carlo

Phn tch ri ro trn bng tnh s dng c m hnh bng tnh v m phng phn tch tc ng ca
cc i lng bin i u vo ln cc i lng u ra ca m hnh h thng. M phng Monte
Carlo cng l mt loi ca m phng trn bng tnh, n to ra cc gi tr ngu nhin cho cc yu t
(bin) khng chc chn dng m phng mt m hnh.

M phng Monte Carlo v c bn ch l mt th nghim ly mu vi mc ch c tnh s phn phi

ca mt bin kt qu m bin ny li ph thuc vo mt s bin bin i u vo. Thut ng m
phng Monte Carlo u tin c dng trong sut thi k pht trin bom nguyn t di tn gi m
phng my tnh ca qu trnh phn chia ht nhn. Cc nh nghin cu t tn thut ng ny cho m
phng v n tng t nh vic ly mu ngu nhin trong cc tr chi sng bc ni ting ca thnh
ph Monte Carlo.
1.6. Mt s thut ng

M hnh bng tnh (Spreadsheet model): L bng tnh biu din mt h thng thc
t hoc gi thuyt hay tp cc quan h.

Gi thuyt (Assumption): L gi tr c lng hoc gi tr u vo c c lng

cho mt m hnh bng tnh.

M phng Monte Carlo (Monte Carlo simulation): H thng s dng cc s ngu

nhin o lng nh hng ca s khng chc chn trong m hnh bng tnh.

D on (Forecast): Tm tt thng k ca nhng gi thuyt trong mt m hnh

bng tnh, trnh by di dng th v cc thng s.

Xc sut (Probability): Kh nng s vic xy ra.

S ngu nhin (Random number): Gi tr c chn mt cch ton hc, c pht

sinh (theo cng thc) hoc c chn (t bng) tun theo mt phn phi xc sut.

B pht s ngu nhin (Random number generator): L phng php theo

chng trnh my tnh thc thi sinh ra mt chui s ngu nhin c lp.

Phn phi xc sut (Probability Distribution): Tp hp tt c cc s kin c th c

v xc sut ca chng

lch chun (Standard Deviation): cn bc hai ca bnh phng ca phng sai

i vi mt phn phi. i lng o phn tn ca cc gi tr nm xung quanh tr trung
bnh.

Gi tr trung bnh (Mean): trung bnh s hc ca mt tp cc gi tr quan st (tng

ca cc gi tr quan st chia cho s quan st).

Phng sai (Variance): bnh phng ca lch chun, tc l trung bnh ca bnh
phng lch ca gi tr quan st so vi gi tr trung bnh.

2. S dng Crystal Ball chy m phng trn bng tnh Excel

Mt s m rng t nhin ca phn tch nhy v phn tch tnh hung

ng thi c tnh ti cc phn phi xc sut khc nhau v cc min gi tr tim

nng khc nhau i vi cc bin chnh ca vn cn phn tch (v d d n).

Cho php xt n s tng quan gia cc bin (ng bin/ nghch bin)

To ra mt phn phi xc sut cho cc kt qu cn phn tch ca d n (cc ngn

lu, NPV, IRR) thay v ch c tnh mt gi tr n l.

Phn phi xc sut ca cc kt qu phn tch d n h tr cho cc nh ra quyt

nh trong vic la chn cc phng n.
Qui trnh thit lp v chy m phng:
1.
2.

3.
4.
5.
6.
7.

Lp m hnh bi ton trn Excel

Xc nh cc bin nhy cm v khng chc chn: nh phn phi xc sut, cc
phn phi xc sut thng thng nht l: Phn phi xc xut chun, phn phi xc sut tam
gic, phn phi xc sut u, phn phi xc sut bc thang
Xc nh v nh ngha cc bin c tng quan: Tng quan ng bin hoc
nghch bin, mnh ca tng quan
nh ngha cc d bo: cc ch tiu cn phn tch trong bi ton
Thit lp cc thng s chy m phng: s ln th, chn phng php ly mu, tu
chn chy phn tch nhy, ty chn chy Macro ca ngi dng trong khi m phng,...
To cc bo co: th, bng thng k m t, ...
Phn tch cc kt qu:Cc tr thng k,Cc phn phi xc sut

Cch Crystal Ball s dng m phng Monte Carlo

Crystal Ball trin khai m phng Monte Carlo theo quy trnh lp 3 bc:
8.
i vi mi gi thuyt, Crystal Ball pht ra mt s theo phn phi xc sut bn
nh ngha v t n vo bng tnh.
9.
Crystal Ball tnh li m hnh bi ton trn bng tnh
10.
Sau Crystal Ball rt ra mt gi tr t mi d bo v thm n vo th trong
cc ca s d bo.
Mc d m phng Monte Carlo l mt phng tin v li mt tnh hung thc t, xin lu rng
m hnh bng tnh ch c th xp x cc thnh phn ca thc tin. Khi bn kho st bi ton, bn c
th loi mt s bin no v thm cc bin khc vo m hnh bng tnh. Hy tip tc iu chnh m
hnh cho n khi bn cm thy n m t tnh hung thc t cng chnh xc cng tt.
2.1. Lp m hnh bi ton trn Excel
Phn ny chng ta s kho st tnh hung Vision Research nhm tm hiu cc c tnh ca Crystal
Ball su hn. Bg tnh Vision Research m hnh ha mt tnh hung thng mi c y tnh
khng chc chn (ri ro). Vision Research pht trin ang pht trin mt loi thuc mi c tn m l
ClearView dng tr tt cn th. Sn phm mi ny c th pht trin hon chnh v kim nghim
kp a ra th trng trong nm ti nu c FDA cng nhn. Mc d thuc c tc dng tt trn mt
vi bnh nhn nhng tng t l thnh cng chung li rt hn ch v Vision Research khng chc FDA
c cng nhn sn phm ny hay khng?
Vision Research s dng Crystal Ball h tr ra quyt nh hy b d n hoc tip tc pht trin v

tip th loi thuc mi ny. D n ClearView l mt s mo him nhiu triu la. Crystal Ball l
mt chng trnh h tr ra quyt nh tim nng c thit k loi b nhng phn vn khi cc
quyt nh nh vy.
Bng tnh Vision Research chng ta c th tm thy trong phn Crystal Ball | Resources | Examples
Guide ca chng trnh.

Nhp chut ln lin kt Vision Research m m hnh bng tnh

M trc tip cc tp tin v d km theo phn mn ti th mc Examples trong th mc ci t

chng trnh.

M hnh bi ton lp sn trn Excel.

Chng ta c m hnh bi ton trn bng tnh, bc tip theo l khai bo cho Crystal Ball bit u
l cc bin ri ro ca d n.
Ghi ch: Crystal Ball c ng dng rt rng trong nhiu lnh vc, do vy ty vn m chng ta s
lp m hnh trn bng tnh khc nhau. Ti liu ny tp trung vo vic hng dn s dng cc tnh
nng ca phn mm.
Tp tin nh km
o
Vision Research.xls (62.5 KB, 133 ln ti)
2.2. Khai bo cc bin gi thuyt ca d n
Cc bin gi thuyt hay cn gi l cc bin ri ro bin i trong sut qu trnh thc hin d n v nh
hng trc tip hoc gin tip n kt qu ca d n. Khi khai bo cc bin gi thuyt ny, chng
phi thuc vo mt kiu phn phi no trong danh mc cc phn phi m Crystal Ball h tr.
Trong thc t, ty theo tp s liu thu thp c ca cc bin gi thuyt m chng c th c cc kiu
phn phi khc nhau, chng ta s thc hnh phn xc nh kiu phn phi ca mt tp s liu qu
kh cho trc phn sau.
Trong d n ClearView, c tt c 5 bin ri ro l: chi ph kim nghim (Testing costs), chi ph tip

th (Marketing costs), bnh nhn c iu tr (Patients Cured), t l gia tng ca tt cn th (Growth

Rate of Nearsightedness) v mc thm nhp th trng (Market Penetration). Chng ta s ln lt
khai bo cc bin ri ro ca d n ny cho chng trnh Crystal Ball.
2.2.1 Khai bo cho bin gi thuyt Chi ph kim nghim
Vision Research chi ra tng cng 10 triu USD pht trin d n ClearView v c tnh phi chi
thm t 3-5 triu USD na kim nghim n da trn nhng chi ph kim nghim trc y. Vision
Research cho rng, kh nng xut hin chi ph kim nghim ch c th dao ng trong khong 3-5
triu m thi v xc xut sut hin ca mi gi tr nm trong khong ny l nh nhau. Do vy, Vision
Research quyt nh bin chi ph kim nghim s tun theo phn phi u (Uniform distribution)
vi gi tr nh nht l 3 triu USD v ln nht l 5 triu USD.
Cc bc khai bo bin chi ph kim nghim thuc phn phi u nh sau:
Bc 1. M m hnh bng tnh Vision Research, chn C5,

Bc 2. Nhp chut vo nt Define Assumption t ngn Crystall Ball | nhm Define, ca s

Distribution Gallery xut hin

Bc 3. Chn kiu phn phi u (Uniform) v nhp nt OK

Bc 4. Ti hp Name bn s thy Crystal Ball hin th tn cho bin C5 l Testing costs c ly

t k bn. Bn khai bo thm gi tr ti hp Minimum l $3 v Maximun l $5 ri nhn nt OK.

Bn hon tt khai bo vi Crystal Ball thng tin v bin gi thuyt Chi ph kim nghim.
Phn phi u:
Trong phn phi u, tt c cc gi tr trong khong t gi tr nh nht n gi tr ln nht u c xc
sut xut hin nh nhau. Ba iu kin c bn c mt phn phi u:

Gi tr nh nht (Minimum) l c nh

Gi tr ln nht (Maximum) l c nh

Tt c cc gi tr trong khong t Min ti Max u c kh nng xut hin nh

nhau.
2.2.2. Khai bo cho bin gi thuyt Chi ph tip th
Vision Research lp k hoch chi mt khon ng k cho vic tip th ClearView nu c FDA
cng nhn. Vision Research s thu mt lng ln nhn vin bn hng v bt u chin dch qung
co rng ri gio dc cng chng v loi sn phm mi ny. Tng chi ph qung co v tin hoa
hng bn hng m Vision Research c tnh s nm trong khong gia t $12 triu n $18 triu v
kh nng xut hin cao nht l $16 triu.
Do tnh cht ca chi ph nh th nn Vision Research quyt nh chn kiu phn phi tam gic
(Triangular Distribution) m t cho bin ny.
Cc bc thc hin khai bo bin gi thuyt chi ph tip th theo phn phi tam gic:

Bc 1. M m hnh bng tnh Vision Research, chn C6

Bc 2. Nhp chut vo nt Define Assumption t ngn Crystall Ball | nhm Define, ca s
Distribution Gallery xut hin.
Bc 3. Chn kiu phn phi tam gic v nhp nt OK

Bc 4. Ti hp Name bn s thy Crystal Ball hin th tn cho bin C6 l Marketing Costs c

ly t k bn. Bn khai bo cho hp thoi ny nh sau:

Minimum: $12

Maximun: $18

Likeliest: $16

Nhn nt Enter xem hnh ca phn phi, sau nhn nt OK ng hp thoi

khai bo.

Phn phi tam gic:

Phn phi tam gic m t mt trng thi m bn bit c gi tr ti a v ti thiu v cc gi tr
thng xuyn xut hin nht. Cc iu kin c phn phi tam gic:

Gi tr nh nht (Minimum) l c nh

Gi tr ln nht (Maximum) l c nh

Gi tr thng xuyn xut hin nht ca bin nm gia gi tr nh nht v ln nht.

Tp tin nh km

Vision Research.xls (64.0 KB, 61 ln ti)

2.2.3. Khai bo cho bin gi thuyt bnh nhn c iu tr
Trc khi FDA cng nhn ClearView, Vision Research phi tin hnh kim nghim trn mu 100
bnh nhn trong vng mt nm. PDA quy nh rng h s chp thun ClearView cha khi tt cn th
cho t 20 bnh nhn ny tr ln m khng c bt k nh hng ph nghim trng no. Ni cch
khc, t nht 20% bnh nhn c kim nghim phi c cha khi sau khi dng ClearView trong
khong mt nm. Vision Research rt hy vng sau cuc kim nghim ny th t l thnh cng s l
khong 25%.
Vi thng tin kim nghim vi t l thnh cng l 25%, do vy Vision Research quyt nh s dng
phn phi nh thc (Binomial distribution) m t tnh khng chc chn trong tnh hung ny v
phn phi nh thc m t s cc th nghim thnh cng (l 25) trong tng s cc th nghim (l 100).
Cc bc khai bo cho bin ny nh sau:

Bc 1. M m hnh bng tnh Vision Research, chn C10

Bc 2. Nhp chut vo nt Define Assumption t ngn Crystall Ball | nhm Define, ca s
Distribution Gallery xut hin.
Bc 3. Chn nhm All, sau chn kiu phn phi nh thc v nhp nt OK

Bc 4. Ti hp Name bn s thy Crystal Ball hin th tn cho bin C10 l Patients Cured c
ly t k bn. Bn khai bo cho hp thoi ny nh sau:

Ti hp Probability: nhp vo t l thnh cng l 0.25 hoc 25% u c

Ti hp Trials: nhn vo s ln th nghim l 100

Nhn nt Enter xem hnh dng ca phn phi v nhn nt OK hon tt.

Phn phi nh thc:

Phn phi nh thc m t s ln xut hin ca mt bin c c th trong mt s ln th nht nh, v
d nh s mt nga trong 10 ln tung ng tin. Cc iu kin hnh thnh phn phi nh thc:

Vi mi ln th, ch c th xy ra hai kt qu

Cc ln th l c lp nhau. iu g xy ra trong ln th th nht s khng nh

hng n ln th th hai,

Xc sut mt bin c xy ra s khng i t ln th ny n ln th khc.