Monte Carlo
Quantitative Asset Projection Analysis
Monte Carlo Simulation for NVDA ยท generated on 2026-04-12 21:04
Executive Summary of the Simulation
Current closing price
โ
$180.77
Spot
Projected median
โ
$236.38
Simulation horizon
90% Range (P5โP95)
โ
$127.35 โ $384.31
Central interval
VaR 95% (relative)
โ
29.55%
Expected 5% loss
Prob. > +30%
โ
50.74%
Upper tail
Prob. < -15%
โ
11.66%
Lower tail
Average annual volatility
ฯ
48.73%
Annualized ฯ
Max drawdown (P95)
โฎ
50.08%
Tail severity
Scenario and Risk Visualization
Price trajectory projection
Distribution of final prices
Evolution of annualized volatility