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Risk Analysis 2020 St..hellier Model
Risk Analysis 2020 St..hellier Model
Risk Analysis 2020 St..hellier Model
Vari
200 0.3 60 34680
600 0.5 300 1800
900 0.2 180 25920
Average NPV 540
Variance 62400
St. Dev. 249.7999
Lower Higher
1 sigma 68% 290.20008 789.7999
2 sigma 95% 40.4001601 1039.6
3 sigma 99.70%
Discount rate Project life Tax rate Depreciation
12% 10 33.33%
2475.0633073
Variance SD
5095246.6143 2257.2652955
Disc.SD
3888.0020936
Year 3
Cash flow y 2 Variance Variance*p Net Cash Flow Probability Cash flow y 3
400 4000000 800000 3000 0.3 900
2400 0 0 5000 0.4 2000
1200 4000000 800000 7000 0.3 2100
4000 Variance 1600000 5000
1.1236 St. Dev. 1264.9110641 (1+r)^t 1.191016
3559.9857601 Ct/(1+r)^t 4198.0964152
st. Dev.^2/(1+r)^2t 1267349.8612
st. dev./(1+r)^t 1125.766344
Variance Variance*p
4000000 1200000
0 0
4000000 1200000
Variance 2400000
St. Dev. 1549.193