Returns Analysis

IRR and MOIC sensitivity tables are calculated by computing entry enterprise value, equity invested, and exit equity value across two-way variable matrices like entry vs exit multiple, leverage, growth, and hold period to output returns for each scenario cell.

An LBO returns attribution waterfall is built by separating total equity value creation into contributions from EBITDA growth, multiple movement, and debt paydown, then summarizing bull, base, and bear scenarios into a one-page IC exhibit.

Stress-testing private equity returns across multiples involves generating a two-way sensitivity matrix that calculates IRR and MOIC for each combination of entry and exit multiples, revealing returns resilience under varying market conditions.

You can generate formatted Excel workbooks for LBO deal sizing by inputting base assumptions like entry EBITDA, leverage, and hold period to automatically produce sensitivity tables and one-page summaries without manual modeling.

To produce cash-on-cash return analysis for a buyout, you need entry EBITDA, entry multiple, leverage percentage, hold period, annual EBITDA growth rate, and an exit multiple range to calculate equity invested and exit equity value.

A two-way sensitivity matrix is needed when evaluating private equity returns to visualize how IRR and MOIC fluctuate across interacting variables like leverage vs exit multiple or growth vs exit multiple, enabling robust deal sizing.