Ulta Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV‑STK‑TV)
@SimSim
52 days ago
Intro
Const
Dist 1
Dist 2
Sim
Sim Vary
This model simulates the Present Value (PV) of a company to long-term
shareholders, where the excess cash and all future earnings are assumed to be
paid out as dividends. The model also simulates the Net Present Value
(NPV) and NPV Ratio .
This model does NOT simulate future share-prices. Instead the simulated
earnings for the final year are assumed to grow forever so they are used
to calculate
Terminal Values.
If you want to simulate future share-prices, then you should use another
model instead.
Docs
Related Models
2024-10-30T11:32:21.555046
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
8%
10%
12%
Discount Rate
-5%
-2.5%
0%
2.5%
5%
Terminal Growth
-5%
-2.5%
0%
2.5%
5%
Tax-Rate Dividends
This plot shows the probability distributions that are common for all
simulation years.
2024-10-30T11:32:22.980590
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
250m
500m
750m
1b
1.25b
Year 1
Earnings
Year 2
(Same as previous)
Earnings
This plot shows the probability distributions for individual
simulation years.
2024-10-30T11:32:15.603449
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
2.5b
5b
7.5b
10b
12.5b
15b
17.5b
20b
Present Value (USD)
SimSim.Run - Oct 30-2024 (UTC)
Ulta Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV-STK-TV)
Prob Loss: 0.0%
Normal Mean 8.79b / Std 2.4b
Kernel Density Estimate (KDE)
This histogram shows the simulated Present Value.
100% of 500k simulation trials had valid results. Outliers >10.0 IQR are removed.
2024-10-30T11:32:16.634997
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
-17.5b
-15b
-12.5b
-10b
-7.5b
-5b
-2.5b
0
2.5b
Net Present Value (USD)
SimSim.Run - Oct 30-2024 (UTC)
Ulta Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV-STK-TV)
Prob Loss: >99.9%
Normal Mean -10.1b / Std 2.4b
Kernel Density Estimate (KDE)
This histogram shows the simulated Net Present Value, when the
current share-price is USD 370.
100% of 500k simulation trials had valid results. Outliers >10.0 IQR are removed.
2024-10-30T11:32:17.567337
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
-80%
-60%
-40%
-20%
0%
Net Present Value Ratio
SimSim.Run - Oct 30-2024 (UTC)
Ulta Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV-STK-TV)
Prob Loss: >99.9%
Normal Mean -53.4% / Std 12%
Kernel Density Estimate (KDE)
This histogram shows the simulated Net Present Value Ratio, when
the current share-price is USD 370.
100% of 500k simulation trials had valid results. Outliers >10.0 IQR are removed.
2024-10-30T11:32:18.595095
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
200
250
300
350
400
450
500
550
Current Share-Price
-25b
-20b
-15b
-10b
-5b
0
5b
Net Present Value (USD)
SimSim.Run - Oct 30-2024 (UTC)
Ulta Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV-STK-TV)
Prob Loss: >99.9%
This 2D histogram shows how different share-prices would impact
the Net Present Value.
100% of 500k simulation trials had valid results. Outliers >10.0 IQR are removed.
More
The x-axis shows a range of share-prices around the current share-price of
USD 370, which is marked as a dashed blue line.
The red box at the bottom shows the probability of loss if the current
share-price is USD 370.
2024-10-30T11:32:20.687135
image/svg+xml
Matplotlib v3.9.2, https://matplotlib.org/
200
250
300
350
400
450
500
550
Current Share-Price
-75%
-50%
-25%
0%
25%
50%
75%
Net Present Value Ratio
SimSim.Run - Oct 30-2024 (UTC)
Ulta Beauty / Hist.Data / Zero Real Growth
Present Value of Stock using Terminal Values (Model PV-STK-TV)
Prob Loss: >99.9%
This 2D histogram shows how different share-prices would impact
the Net Present Value Ratio.
100% of 500k simulation trials had valid results. Outliers >10.0 IQR are removed.
More
The x-axis shows a range of share-prices around the current share-price of
USD 370, which is marked as a dashed blue line.
The red box at the bottom shows the probability of loss if the current
share-price is USD 370.
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