Electronic Resource

Financial Modelling Using Monte Carlo Simulation (Case Study On PT. Optima Develoment Services)

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Purpose – This research discusses financial modelling using Monte Carlo
Simulation with case study on PT. Optima Development Services in Bogor, West
Java.
Methodology/Approach – This study uses financial modelling approach with
Microsoft Excel, and the simulation will be run with MODELRISK. Research
data is obtained from PT. Optima Development Services’ 2018-2020 financial
reports in form of Balance Sheet and Profit/Loss Statement. There would be 2
predictions run with Monte Carlo Simulation; risk factor probability distribution
and Net Present Value simulation. The 3 risk factors that would be run into the
prediction model are Labour Cost (Admin. and General), Labour Cost (Project),
and Rental Cost.
Findings – The probability distribution of each risk factor is as follows: Labour
Cost (Admin. and General); the values (in Rupiah); minimum value: -
3.533.593.148,5, maximum value: 5.002.320.115,6, and mean: 452.123.667,331.
Labour Cost (Project); the values (in Rupiah); minimum value: -418.923.539,30,
maximum value: 495.639.628,92, and mean: 57.457.858,256. Rental Cost; the
values (in Rupiah); minimum value: -375.146.734,32, maximum value:
411.738.608,691, and mean: 40.754.093,988. The average value of future Net
Present Value that PT. ODS would receive is (in Rupiah) 442.521.256,45, with
the minimum and maximum values of (in Rupiah) -5.175.733.672 and
4.806.106.313,6 respectively. Furthermore, it has a 77,9% chance that the future
NPV would be (in Rupiah) 1.476.710.679,955 and over, and only a 22,1% chance
that the value would be (in Rupiah) -647.859.771,067 or below.

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Availability

Detail Information

Series Title

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Call Number

REF 332 KRI f

Publisher

Bogor : IAI Tazkia., 2022

Collation

MBS

Language

English

ISBN/ISSN

NIM.17101157

Classification

332

Content Type

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Media Type

-

Carrier Type

-

Edition

-

Subject(s)

Financial Modelling Using Monte Carlo Simulation

Specific Detail Info

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Statement of Responsibility

Naufal Raditya Krisna

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