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scenario-sensitivity-generator

Generate scenario skew, sensitivity, breakpoint, and PM-action tables from a public-equity base case.

488|76|Updated Jun 2, 2026
Search Tags:#model#scenario#valuation#tables#portfolio-management#sensitivity#equity
One-click install
npx skills add https://github.com/openai/role-specific-plugins --skill scenario-sensitivity-generator
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: scenario-sensitivity-generator
Source: https://github.com/openai/role-specific-plugins/tree/main/plugins/financial-markets/skills/scenario-sensitivity-generator
Command: npx skills add https://github.com/openai/role-specific-plugins --skill scenario-sensitivity-generator

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

Turn a public-equity base case into a structured set of scenario skew, sensitivities, breakpoints, and PM-action thresholds.

Core Features & Use Cases

  • Generate scenario-tables such as price_target_scenario, valuation_sensitivity, eps_revision_sensitivity, kpi_driver_sensitivity, equity_liquidity_downside, event_probability_tree, macro_factor_sensitivity, and thesis_trigger_table.
  • Provide deterministic materialization for PM decision support, dashboards, and memo content by routing outputs to downstream workflows.
  • Supports scenario overlays on base-case analyses to reveal skew, probability-weighted returns, and action thresholds across multiple axes.

Quick Start

Run the materializer to generate tables from the current base case.

Frequently Asked Questions about scenario-sensitivity-generator

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

FAQPage Schema
How do I generate scenario skew and sensitivity tables from a public equity valuation?▼

Scenario skew and sensitivity tables are generated by feeding a public-equity base case into a deterministic materializer, which routes outputs like price_target_scenario and valuation_sensitivity to downstream workflows.

What is the best way to build a probability-weighted event tree for portfolio management decisions?▼

Building a probability-weighted event tree requires a base-case analysis routed through a materializer schema, producing an event_probability_tree table that reveals action thresholds and skew for portfolio management decisions.

How do I create PM-action thresholds from equity liquidity downside scenarios?▼

PM-action thresholds are created by applying scenario overlays to a base case, materializing an equity_liquidity_downside table that maps breakpoints and probability-weighted returns to actionable portfolio decisions.

Do I need a specific data format to generate KPI driver and EPS revision sensitivity tables?▼

Generating KPI driver and EPS revision sensitivity tables requires inputs following the materializer schema with proper source posture and as-of dating; missing data yields input-required rows instead of calculated outputs.

Why does my macro factor sensitivity table return input-required rows instead of values?▼

Macro factor sensitivity tables return input-required rows when the base-case inputs do not follow the materializer schema or lack proper source posture and as-of dating needed for deterministic materialization.

What thesis trigger tables can I produce for public equity portfolio management?▼

Thesis trigger tables for portfolio management include price_target_scenario, valuation_sensitivity, kpi_driver_sensitivity, macro_factor_sensitivity, and thesis_trigger_table, all materialized deterministically from a base case.

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