Private Equity Predictive Intelligence & Portfolio Forecasting
Forecast your portfolio to minimize risk and remove uncertainty
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CEPRES Predictive Intelligence is an intelligent AI-based portfolio simulation and tracking solution that incorporates the future developments of single funds based on a unique forecasting technology for illiquid asset classes. CEPRES Predictive Intelligence enables investors and risk managers to measure future uncertainties and optimize their asset allocations for any market condition. With just one click, run true Monte Carlo Simulations that create 100,000 scenarios based on more than 107,000 cashflows, P&Ls and operating company metrics from PE-backed companies.
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Conduct macro-shock and liquidity stress tests to test your portfolio strategy and react to market conditions based on real fund developments and 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. Transform private equity cash forecasting and cash pacing to manage your portfolio more effectively.
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. Leverage an intuitive visualization of unlimited hierarchies and cross-investments across vehicles, funds, co-investments and more.
With more than 11,000 funds and 1,000,000 cash flows feeding CEPRES Predictive Intelligence, you get the most informed and accurate output, helping maximize returns while minimizing risk.
CEPRES has cash flow data, P&Ls and operating company metrics on 109,000 PE-backed companies, enabling you to leverage the largest, most granular private market data set to power better investments.
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 empirical data, stochastic intelligent methodologies and technology to make precise assumptions about future portfolio developments. CEPRES’s Predictive Intelligence provides easy access to all this within a parametric model based on real fund developments combined with empirical market input with automatic feed from CEPRES Market Data (more than 11k funds across multiple macro trends since 1970).
Simulating the future for investment, risk and regulatory compliance managers
All analysis applicable on the legacy portfolio (including future capital calls), future commitments of single funds or portfolios, combined legacy and future commitments. Full flexible planning suite via the CEPRES investment and hierarchy planner.
Basic forecasting
NAV, year by year
Cash flows, year by year
Lifetime and year-by-year returns (IRR, TVPI, DPI)
Portfolio and fund pricing (vs. NAV)
Optimization, planning and decision making
Portfolio commitment plans
Portfolio hierarchy and vehicle structure
Portfolio fee structures across the hierarchies (management fee, carried interest, clawback, preferred payments)
Use of bridge financing (impact on outcomes)
Secondary return evaluation and trading decisions
Risk management and regulator requirements
Liquidity stress tests (e.g likelihood that future capital distributions meet capital calls)
VaR planning
Macro stress testing
Investment guideline tracking and control e.g does the commitment plan maintain investment limits
CEPRES forecasting methodologies were born in 2001 within a large university-linked research project as an early answer for life insurance and pension plans to better manage uncertain cash flow developments in the nascent private capital markets. CEPRES developed a forecasting product and applied that to more than 300 industry projects over the last 20 years. The ability to track and back test individual portfolios against empirical market trends is the basis for CEPRES Predictive Intelligence.
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
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
Despite Macro Headwinds, CEPRES Expects Private Equity Valuations to Hold Up in 2023
Over the past four years, private market investors have confronted three significant macro shock events — the COVID-19 pandemic, the war in Ukraine and 40-year inflation highs. As the market faces intersecting headwinds of geopolitical instability, inflation and volatility, CEPRES evaluated how asset owners are managing their holdings.
Private Equity Exits Tumble to Decade-Long Low as Managers Hold Back
Private equity fund managers have sharply pulled back on sales of their portfolio companies this year, with exits from their strategies perhaps the most visible evidence of a weakening market that has seen declining valuations, slower fundraising and other flagging indicators.
Venture Managers Hit Fundraising Record, But Warning Signs Flash
New forecasting based on recent economic shocks predicts venture distributions to slow by 2024, deferring into later years, with the peak drop of 79% coming next year.
Despite Macro Headwinds, CEPRES Expects Private Equity Valuations to Hold Up in 2023
Over the past four years, private market investors have confronted three significant macro shock events — the COVID-19 pandemic, the war in Ukraine and 40-year inflation highs. As the market faces intersecting headwinds of geopolitical instability, inflation and volatility, CEPRES evaluated how asset owners are managing their holdings.
Private Equity Exits Tumble to Decade-Long Low as Managers Hold Back
Private equity fund managers have sharply pulled back on sales of their portfolio companies this year, with exits from their strategies perhaps the most visible evidence of a weakening market that has seen declining valuations, slower fundraising and other flagging indicators.
Venture Managers Hit Fundraising Record, But Warning Signs Flash
New forecasting based on recent economic shocks predicts venture distributions to slow by 2024, deferring into later years, with the peak drop of 79% coming next year.