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Returns Analysis

Compute IRR and MOIC sensitivity matrices from private equity deal inputs.

4|1|Updated Mar 25, 2026
Search Tags:#financial-modeling#sensitivity-analysis#scenario-analysis#irr#private-equity#returns-analysis#moic
One-click install
npx skills add https://github.com/pynbj1001/alpha-sense --skill returns-analysis-pynbj1001
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: Returns Analysis
Source: https://github.com/pynbj1001/alpha-sense/tree/main/.github/skills/fsp-private-equity-returns-analysis
Command: npx skills add https://github.com/pynbj1001/alpha-sense --skill returns-analysis-pynbj1001

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This tool solves the need to quickly model and stress-test private equity deal returns (IRR and MOIC) across multiple scenarios.

Core Features & Use Cases

  • Base-case returns computation for Entry EV/EBITDA, leverage, and exit multiple.
  • Two-way and multi-scenario sensitivity analysis showing drivers of value.
  • Use Case: assess deal attractiveness, IC materials, and investment decision-making.

Quick Start

Provide the deal inputs and run the model to generate IRR/MOIC sensitivity tables and the outputs workbook.

Frequently Asked Questions about Returns Analysis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate IRR and MOIC sensitivity for private equity deals?▼

To calculate IRR and MOIC sensitivity, you provide deal inputs like entry EV/EBITDA, leverage, and exit multiple, and the model generates base-case returns and sensitivity matrices for scenario planning.

Can I run scenario analysis for PE deal sizing and IC preparation?▼

Yes, scenario analysis for PE deal sizing and IC preparation is supported by computing returns across multiple scenarios and outputting an executable workbook and summary for investment decision-making.

What financial modeling inputs are needed to stress-test private equity returns?▼

Stress-testing private equity returns requires financial modeling inputs including entry EV/EBITDA, leverage, growth assumptions, hold period, and exit multiple to build the sensitivity matrices.

Does this returns analysis tool support two-way sensitivity tables for entry and exit multiples?▼

Yes, the returns analysis tool supports two-way and multi-scenario sensitivity analysis, showing drivers of value by varying entry EV/EBITDA, leverage, and exit multiples to assess deal attractiveness.

What is the best way to model base-case returns for a leveraged buyout?▼

Modeling base-case returns for a leveraged buyout involves collecting deal inputs to compute initial IRR and MOIC, which then serve as the foundation for building sensitivity tables and stress-testing scenarios.

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