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Sensitivity Analysis in Finance Explained

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0% found this document useful (0 votes)
21 views12 pages

Sensitivity Analysis in Finance Explained

this is sensitivity analysis in finance

Uploaded by

peshwamaharish
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd

Sensitivity Analysis in Financial

Modelling
Understanding Key Drivers and Risk
in Financial Decisions
Your Name / Organization / Date
Definition

• Sensitivity analysis examines how changes in


key assumptions affect outcomes.
• Helps understand the impact of uncertainty on
financial performance.
Importance

• Risk assessment: Identify high-impact


variables
• Decision support: Make informed investment
and project choices
• Prioritization: Focus on critical factors
• Scenario planning: Prepare best, worst, and
likely case outcomes
Key Variables

• Revenue drivers: sales volume, unit price


• Cost drivers: raw materials, labor, operating
expenses
• Financing variables: interest rates, debt levels
• Investment assumptions: capex, depreciation
• Macro variables: inflation, tax rate, exchange
rate
Step-by-Step Process

• 1. Build base case model


• 2. Select key inputs
• 3. Change one variable at a time
• 4. Record results
• 5. Analyze sensitivity
• 6. Visualize results
Types of Sensitivity Analysis

• Single-variable sensitivity
• Multi-variable sensitivity
• Percentage change sensitivity
• Break-even sensitivity
Example Scenario

• Base case: Revenue $12M, COGS $7M, OpEx


$2M, Discount rate 10%
• Questions:
• - Revenue drops by 10% → effect on NPV?
• - Costs rise by 5% → effect on profitability?
• - Discount rate increases 1% → impact on
valuation?
Visualization (Tornado Chart)

• Tornado charts rank variables by impact


• Largest effect variable on top
• Helps identify critical assumptions quickly
• Placeholder for sample tornado chart
Benefits

• Insight into financial risks


• Highlights critical assumptions
• Supports strategic decisions
• Prepares for best and worst case scenarios
Limitations

• Dependent on input accuracy


• Single-variable analysis may miss interactions
• Complex models may need scenario or Monte
Carlo analysis
Advanced Tips

• Use Excel conditional formatting for quick


visualization
• Combine with scenario manager for multiple
variables
• Evaluate sensitivity of discount rate and
terminal growth in valuations
Summary / Conclusion

• Sensitivity analysis is a powerful tool for


financial modelling
• Identifies risks, informs decisions, and
prioritizes focus areas
• Essential for scenario planning and strategic
financial management

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