Valuation results for stock price 1% shock
| Sx101% | Scenario | Value | Probability | Delta | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| ET1 | ET2 | ET3 | ET4 | ET5 | ET6 | NTK | KI | ||||
| MC | 10,000 | 1.011797 | 80.48% | 5.98% | 3.98% | 1.58% | 1.74% | 0.95% | 2.45% | 2.840% | 0.06 |
| 30,000 | 1.011767 | 80.00% | 6.18% | 4.22% | 1.76% | 1.77% | 0.85% | 2.33% | 2.893% | 0.11 | |
| 50,000 | 1.011572 | 80.43% | 6.17% | 4.12% | 1.60% | 1.82% | 0.80% | 2.17% | 2.892% | 0.10 | |
| 1,00,000 | 1.011187 | 80.25% | 6.31% | 4.08% | 1.67% | 1.68% | 0.83% | 2.23% | 2.970% | 0.12 | |
| 2,50,000 | 1.011382 | 80.17% | 6.28% | 4.19% | 1.66% | 1.64% | 0.82% | 2.28% | 2.946% | 0.12 | |
| 4,00,000 | 1.011188 | 80.21% | 6.36% | 4.21% | 1.67% | 1.64% | 0.75% | 2.20% | 2.967% | 0.11 | |
| Proposed | – | 1.009353 | 80.17% | 6.35% | 4.19% | 1.65% | 1.65% | 0.79% | 1.73% | 3.478% | 0.13 |
| Sx101% | Scenario | Value | Probability | Delta | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| ET1 | ET2 | ET3 | ET4 | ET5 | ET6 | NTK | KI | ||||
| MC | 10,000 | 1.011797 | 80.48% | 5.98% | 3.98% | 1.58% | 1.74% | 0.95% | 2.45% | 2.840% | 0.06 |
| 30,000 | 1.011767 | 80.00% | 6.18% | 4.22% | 1.76% | 1.77% | 0.85% | 2.33% | 2.893% | 0.11 | |
| 50,000 | 1.011572 | 80.43% | 6.17% | 4.12% | 1.60% | 1.82% | 0.80% | 2.17% | 2.892% | 0.10 | |
| 1,00,000 | 1.011187 | 80.25% | 6.31% | 4.08% | 1.67% | 1.68% | 0.83% | 2.23% | 2.970% | 0.12 | |
| 2,50,000 | 1.011382 | 80.17% | 6.28% | 4.19% | 1.66% | 1.64% | 0.82% | 2.28% | 2.946% | 0.12 | |
| 4,00,000 | 1.011188 | 80.21% | 6.36% | 4.21% | 1.67% | 1.64% | 0.75% | 2.20% | 2.967% | 0.11 | |
| Proposed | – | 1.009353 | 80.17% | 6.35% | 4.19% | 1.65% | 1.65% | 0.79% | 1.73% | 3.478% | 0.13 |
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