CEPRES Portfolio Forecasting

Forecast your portfolio outcomes and better optimize your portfolio allocation

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See around corners

CEPRES Portfolio Forecasting enables you to use the most accurate cash, NAV, return and risk forecasts to manage your current and future portfolio requirements. Get the forecasts you need to manage your portfolio better and that your board and risk team demand. CEPRES Portfolio Forecasting gets fed by the most granular and accurate market trend data with stochastic Monte Carlo simulations to give you probability outputs to truly understand your likely portfolio outcomes.

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Scenario plan

Conduct macro-shock scenarios to stress test your portfolio strategy and react to market conditions based on empirical market trends. Answer strategic questions, such as “How would my future investments react to a rise in interest rates? What happens if there is another worldwide pandemic?” And thousands more.

Minimize risk

Derive concrete probability distributions for every investment by forecasting cash flows, IRR/TVPI returns, NAVs, and more. Generate cash flow, return and valuation projections for portfolios of funds or direct deals to remove uncertainty.

Optimize your portfolio

Plan investment strategies — including future investments — to reach your target NAV. Reduce the complexity of navigating correlation structures, stress testing and distribution assumptions. Compare old simulations against realized cashflows.

1,000,000

With more than 10,500 funds and 1,000,000 cash flows feeding CEPRES Portfolio Forecasting, you get the most informed and accurate output, helping maximize returns while minimizing risk.

105,000

CEPRES has cash flow data, P&Ls and operating company metrics on more than 105,000 PE-backed companies, enabling you to leverage the largest, most granular private market data set to power better investments.

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Leverage 50+ years of portfolio company cash flow performance as empirical evidence to make more informed investment decisions.

CEPRES transforms your portfolio forecasting

Many LPs lack access to the right data to optimize decisions. Predictive models regularly rely on scraped PDFs of a fund’s quarterly summaries, painting an incomplete picture and adding risk. CEPRES Portfolio Forecasting runs Monte Carlo simulations based on cash flows of tens of thousands of actual deals combined with your existing portfolios. These granular, accurate inputs increase predictive power, helping maximize your returns while minimizing your risk.

Our data advantage
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The investment committee was impressed by the detailed investment proposal and the added level of depth. We were able to show some hypothesis testing on the fly.

Senior Associate Pension Plan

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CEPRES Portfolio Forecasting empowers investors to run complex simulations quickly and easily without expanding their quant team. By mechanizing scenario planning, you can optimize for any scenario and make decisions to prove your investment thesis.

Accelerate your digital transformation
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Transforming a pension’s portfolio to meet NAV requirements

A pension with normal risk/return optimization was obligated to maintain a specific NAV. Market volatility prevented effective portfolio forecasting. CEPRES designed multi-year allocation scenarios with adjusted commitment plans and portfolio restructuring options, finding that the client’s portfolio would miss NAV targets and was sub-optimal for their risk/return profile. The pension reoptimized its portfolio to ensure NAV target achievement.

Thought Leadership

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How Top Quartile Private Equity Deals Create Value

For private equity deals entered since 2010, the median deal has added between 55% and 75% of its original value between entry and exit. Among top quartile value creators, that growth increases to 350-360%. Top quartile deals have created 4-8X as much value as the median.

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Your Private Equity Digital Transformation Checklist

Whether you’re seeking a full-scale playbook for your private equity digital transformation or looking for a few hints as to your next step, CEPRES can help lay out the roadmap for winning in the age of disruption.

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High Inflation and PE Deal Performance: US deal returns during rising and high inflation (1986-1991)

How high inflation affects private equity investment is a complicated question. But the industry has undergone previous periods in similar environments. To offer a case study into how historic deals have performed in these circumstances, we look at private equity deal returns during the previous historic period of high inflation: 1989-91. 

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Ready to start driving better investment outcomes?