CEPRES has launched CEPRES Predictive Intelligence, an enhanced, future-oriented portfolio management suite based on CEPRES’s proven and backtested forecasting technology.
CEPRES Predictive Intelligence enables investors to analyse existing, or plan complex new, private markets portfolios by running stochastic forecasts on cash flows and stress testing portfolio compositions to optimise asset allocations for any market condition.
With increasing capital dedicated to illiquid private market strategies combined with today’s growing complexity of portfolios and market uncertainties, many institutional investors – pension plans, insurers and sovereign wealth funds – face difficulty planning future liquidity and managing increased risk management regulatory requirements. CEPRES Predictive Intelligence delivers sophisticated Monte Carlo simulation-based methodologies with the highest accuracy to predict future portfolio developments and their probabilities, far outpacing simple linear models.
CEPRES Predictive Intelligence allows investors to dive deep and make accurate future predictions by forecasting cash flows, IRR/TVPI returns, NAVs and more. Users can also conduct macro-shock scenarios, such as interest rate hikes or currency depreciation, to stress test their portfolio strategy and react to market conditions.
CEPRES Market Intelligence feeds the predictive analytics engine of CEPRES Predictive Intelligence with intelligence about systematic empirical trends. CEPRES Predictive Intelligence uses over 1,000,000 proprietary cash flows from over 107,000 PE-backed companies across nearly 11,000 funds to generate 100,000 potential scenarios measuring market versus fund-specific impacts. CEPRES Predictive Intelligence’s methodology has been backtested in over 300 real-world cases over 20-plus years, offering investors the most accurate, proven forecasting methodology.
