The objective of sensitivity analysis is to define the impact of changing the initial data of a project on its financial result.
Sensitivity analysis is about defining the critical limits of factor changes. For example, the maximum possible sales or price reduction for works or service where net present value is positive.
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Scenario approach estimates possible outcomes of the problem being solved on the basis of expert assessments.
When defining the probability for each of the manually set scenarios and the assumption of a normal distribution of final values it is also possible to estimate risk of non achievement of the set value
(risk zone). When applying this approach VaR value - value at risk – can be calculated.
Monte Carlo analysis
As a rule, the most influential model parameters found in the sensitivity analysis are considered for Monte Carlo modelling.
Within a model framework their impact during simultaneous change is estimated.
User specifies the number of such experiments and distribution law of the related random value.
The frequency graph for the resulting values shows the distribution density of the final random value.
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Random variable distribution law may be defined on the basis of a historical data sample. When launching the tool “Distribution adjustment”, an automatic or manual selection of parameters for chosen distributions can be performed.
Histogram of distribution density of baseline data and graphs related to distribution laws are shown directly in the tool interface. More details ...
Example of using EVA – Risk Analysis
To have practical exposure
to EvA use a demo version
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