... quarter of year, and abandon the
project if three consecutive quarters of cash flow below −$6 occur; and (2) expand if
88 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 5. 21 Step 3 in using ... ≈ 40 percent.
FIGURE 5. 13 Crystal Ball forecast for NPV1 for the case of no flexibility
in the Project.xls model.
82 FINANCIAL MODELING WITH CRYSTAL BALL AND...
... model.
30 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
TABLE 3.1 Stochastic assumptions to be added to AKGolf.xls.
Assumption Cell Distribution
Demand during Golf Season C6 Triangular (50 0,800, 150 0)
Initial ... with a minimum of $ 355 , and a maximum
of $3 95. The average end-of-season sales price is uniform with a minimum of $1 75,
and a maximum of $1 95. Table 3.1...
... indicator variables in the
cells directly above them, C5:C10, F5:F16,andI5:I22, respectively. The cells
50 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 4.17 Distribution of sum of 30 days’ ... copied to other cells in your spreadsheet using Crystal
Ball s CopyData and PasteData commands.
Selecting Crystal Ball Assumptions
55
FIGURE 4.22 Crystal Ball mode...
... forecast window for Portfolio Loss in
Figure 10.1.
144 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 10.4 Crystal Ball model to find VaR and CVaR.
normally distributed, but truncated at −100 ... lose
140
146 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
TABLE 10.2 VaR and CVaR for
independent investments modeled in
CVaRSubadditivity.xls.
1% VaR 1% C...
... Ford.
156 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 11.8 Crystal Ball model on the ‘‘Vector
Random Walk’’ worksheet of
RandomWalkWithDrift.xls for forecasting a vector time
series with ... 11.7 Crystal Ball model on the ‘‘Scalar Random Walk’’
worksheet of RandomWalkWithDrift.xls for forecasting a time
series with a random walk with drift process. Cells...
... approximation to reality.
4 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
In short, probability and statistics help you weigh the potential rewards and
punishments associated with the decisions you ... distributed with mean, 100 +( 15 × 50 ) = $ 850 , and standard deviation,
15 ×10 = $ 150 . Using a table of cumulative probabilities for the standard normal
distrib...
... band extends from
the 45th to 55 th percentile, the 25 percent band extends from the 37.5th percentile
to the 62.5th percentile, the 50 percent band extends from the 25th percentile to
the 75th ... tool.
18 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 2 .5 Frequency distributions depicting negative (Skewness =−2), positive (+2), and near-zero
(0.02) skewness at to...
... increase the precision of the
estimate of the mean.
100 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 6 .5 Run Preferences Sampling tab.
these random numbers has the capability to produce over ... FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
and wish to do things Excel doesn’t already do, or you wish to do extra processing
during each trial of the si...
... deterministically, the
Sensitivity Analysis feature of Crystal Ball obtains its results through a statistical
120 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 7. 15 NPV Forecast for ScooterSimulation.xls.
FIGURE ... year. These are
106 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 7.1 Spreadsheet segment to model annuity with deterministic
c...
... up with a good
model for defining sales assumptions.
128 FINANCIAL MODELING WITH CRYSTAL BALL AND EXCEL
FIGURE 8.4 Crystal Ball model for income statement in Sengupta2.xls. Cells J6,
J7, J10,andJ12 ... Cells J6,
J7, J10,andJ12 are Crystal Ball assumptions, and I3 is a forecast.
FIGURE 8 .5 Tornado chart for Crystal Ball model in Sengupta2.xls.
The values of the...