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Monte Carlo NPV / Tornado Calculator

10,000-iteration probabilistic NPV — P10/P50/P90 & tornado sensitivity

CAPEX (USD MM)

Min

Mode

Max

Revenue @ plateau (USD MM/yr)

Min

Mode

Max

OPEX (USD MM/yr)

Min

Mode

Max

Life (years)

Min

Mode

Max

Ramp-up (years)

Min

Mode

Max

Decline rate (%/yr)

Min

Mode

Max

Hurdle / Iterations

Discount rate (%)

%

Iterations N

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📚 Theory

Why MC for E&P, triangular vs lognormal, correlation between variables, reading a tornado chart.

Read Guide →

Equations

NPV per iteration:

NPV = −CAPEX + Σ_t CF_t / (1 + r)^t

Cash flow:

CF_t = Rev · ramp(t) · (1 − d)^t−ramp − OPEX

Tornado: one-at-a-time min↔max with all others at mode.