Valuation & modeling
An institutional DCF, seeded from the reviewed deal.
Approved assumptions flow straight into a full DCF — no re-keying. Scenarios, sensitivities, and risk metrics all carry their source.
Model in EQUIRE, then export a workbook that still has live formulas.
A DCF that matches your model
- Tenant-level cash flows roll up into a full property DCF.
- Scenarios and sensitivity tables, side by side.
- IRR, equity multiple, DSCR, and debt yield computed from the same inputs.
Export to Excel with live formulas
- Not a flat value dump — a real working workbook.
- Live formulas, assumption cells, and data tables your analysts can keep editing.
- Hand it to an LP or lender, or keep modeling in Excel without rebuilding.
Assumptions you can defend
- Source priority is explicit across user, document, analyst, research, fund, and AI inputs.
- Provenance pills show where every assumption came from.
- Market inputs are backed by research, not guesses.
“What's driving the levered IRR, and what if the exit cap is 50 bps higher?”
The top two drivers are the exit cap and rent growth.
“Stress exit cap 7.50% → 8.00% and re-run” updates the DCF (IRR 12.8% → 11.6%) with the new assumption's source recorded.
100%
Material numbers tied to source
8
Common deal file types
11
Deal stages connected
4
Decision-ready outputs
See it on a deal
