PE Returns Sensitivity
Quickly evaluate private-equity IRR and MOIC across operating, valuation, leverage, and holding-period assumptions.
The skill only requests deal assumptions and calculates analysis outputs; it declares no external-system, file-writing, or transaction-execution permissions, and the repository README states that outputs require human review. No red-line risk is evident. Points are deducted because it does not explain sensitive financial-data handling, data flows, user confirmation, isolation, rollback, or source attribution, and it lacks explicit model-risk boundaries.
The workflow, input checklist, and basic MOIC/IRR formulas are broadly consistent, while the README shows repository-level plugin-validation and secret-scan CI. Static evidence does not reproduce the key paths: debt amortization, fees, interim distributions, taxes, and debt definitions lack detailed calculation rules, and there is no handling for missing data, invalid inputs, or diagnostic failure messages. The score stays below the static ceiling of 10 because of these uncertainties.
The name, scenarios, and trigger phrases are clear, covering deal evaluation, stress testing, and IC exhibits, with stated inputs, sensitivity dimensions, and output formats. Points are deducted because non-fit cases, missing-input behavior, accounting-convention differences, and Chinese-language support are unspecified; environment availability for Excel generation is also not addressed.
The documentation is readable and layered with steps, tables, and formulas. Repository context supplies an Apache-2.0 license, verified official provenance, contribution guidance, pinned CI tooling, and an update path. Points are deducted because the skill itself lacks a version, changelog, maintenance owner, installation/dependency notes, worked outputs, FAQ, and systematic known-limitations disclosure.
The skill clearly targets IRR/MOIC sensitivity tables, scenario analysis, an Excel workbook, and an IC-ready summary, and the basic formulas support the core task. Points are deducted because no representative output or execution evidence is provided, and workbook generation, net-of-fee/carry treatment, and complex-capital-structure completeness still require manual completion and review. Static evidence therefore does not justify a score above 7.
The formulas, input checklist, and table templates provide limited auditability, with repository-level plugin-validation and secret-scan CI as supporting evidence. Points are deducted because there is no skill-specific test suite, fixed fixture, third-party execution evidence, or corroborating source material; outputs cannot be independently reproduced from a static read, so the score remains at or below 5.
- Treat this as a quick analysis template, not a complete LBO or investment-decision model; manually verify debt schedules, fees, taxes, carry, management rollover, interim distributions, and cash-flow timing.
- Missing or conflicting-input behavior is unspecified, as are storage, transmission, and redaction requirements for sensitive financial data.
- There is no evidence of Chinese-language triggering/output or adaptation to mainland-China Excel or connector environments.
What it does & when to use it
This skill supports rapid returns analysis for private-equity deal evaluation. It gathers entry, financing, operating, and exit assumptions, then calculates base-case IRR, MOIC, and cash-on-cash returns. It builds two-way sensitivity matrices for entry and exit multiples, EBITDA growth, leverage, and hold period, plus Bull, Base, and Bear scenarios. The stated deliverables are an Excel workbook and a one-page returns summary suitable for an investment committee deck.
It reads or asks for entry EBITDA, entry multiple, enterprise value, net debt, equity investment, transaction costs, debt structure, revenue growth, EBITDA margin, capex, working capital, debt paydown, hold period, and exit multiple. It calculates entry EV, equity invested, exit EBITDA, exit EV, net debt at exit, exit equity value, MOIC, IRR, and cash-on-cash return. It attributes returns to EBITDA growth, multiple movement, debt paydown, and fees, then produces IRR/MOIC sensitivity matrices and a three-scenario summary.
- A private-equity team screening an inbound opportunity and estimating returns under different entry and exit multiples.
- A deal lead stress-testing growth, leverage, exit valuation, and hold-period assumptions before an investment committee meeting.
- A financial modeler preparing IRR/MOIC sensitivity tables and a returns waterfall for deal review.
- An investment team organizing Bull, Base, and Bear returns for an IC presentation.
Pros & cons
- Covers the main entry, financing, operating, and exit assumptions used in deal returns analysis.
- Analyzes IRR and MOIC together across several sensitivity dimensions.
- Explicitly attributes returns to growth, valuation multiples, debt paydown, and fees.
- Calls out management rollover, co-investment, dividend recaps, transaction costs, and tax considerations.
- The SKILL.md defines a workflow and formulas but provides no actual template, scripts, or test suite.
- The Excel workbook and one-page summary are specified as outputs, but generation tools and formatting details are not documented.
- Tax, carry, and interim cash flows are identified as adjustments without a complete implementation method.
- Results depend on user-supplied deal assumptions, and the source does not describe data validation or model-audit controls.
How to install
In Cowork, open Settings → Plugins → Add plugin, paste https://github.com/anthropics/financial-services, and select the relevant vertical from the marketplace list. This skill is located in the private-equity vertical. The README does not provide a standalone Claude Code install command for private-equity; you can first run: claude plugin marketplace add anthropics/financial-services.
How to use
After installation, enter “Build an IRR sensitivity table for this PE deal” or “Model the returns across entry and exit multiples.” The README also lists the /returns command. Provide, or ask the skill to extract, the deal’s entry, financing, operating, and exit assumptions, then request the base-case returns, sensitivity tables, scenario analysis, Excel workbook, and one-page returns summary.