Sensitivity Analysis
Sensitivity analysis in stock valuation tests how changes in key input assumptions affect the output (intrinsic value). A sensitivity heatmap typically varies the discount rate (WACC) and growth rate simultaneously, revealing the range of plausible intrinsic values.
示例
Running a DCF sensitivity analysis on a stock might show intrinsic value ranging from $45 (pessimistic: 11% WACC, 4% growth) to $95 (optimistic: 7% WACC, 12% growth). This range captures the model's uncertainty and is critical for responsible stock valuation.
为什么重要
No single set of assumptions is correct. Sensitivity analysis turns a point estimate into a probability-weighted range, making stock valuation more intellectually honest. It also reveals which inputs matter most — helping investors focus their research on the highest-leverage assumptions.
MiniValuator 如何使用 Sensitivity Analysis
Sensitivity analysis is a core feature of MiniValuator. Every DCF stock valuation automatically generates a color-coded 3×3 heatmap showing how intrinsic value changes across a grid of growth rate and terminal-value assumption combinations, while the discount rate is held fixed.
实战应用
相关术语
- Discounted Cash Flow (DCF) — Discounted Cash Flow (DCF) is a fundamental stock valuation methodology that estimates the present v...
- Weighted Average Cost of Capital (WACC) — WACC is the blended rate of return that a company must earn on its invested capital to satisfy all o...
- Terminal Value — Terminal value represents the present value of all future cash flows beyond the explicit forecast pe...
- Margin of Safety — Margin of safety is the percentage discount between a stock's estimated intrinsic value and its curr...
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