Monte Carlo Simulation
GEOMETRIC BROWNIAN MOTION · OSLO BØRS UNIVERSE
Forward-looking price-path simulation for any OSE equity. Default drift uses the risk-neutral measure (μ = r), the same convention used by option pricing desks — avoiding the 80%+ “expected return” artifacts that come from naively annualizing a sample mean.
Pick a Ticker
Quick Launch
All Stocks →EQNRENERGY
Energy giant · brent-driven
DNBFINANCIALS
Norway's largest bank
MOWISEAFOOD
Salmon farming leader
NHYMATERIALS
Aluminium producer
YARMATERIALS
Fertilizer · gas-exposed
TELTELECOM
Telecom incumbent
AKERINDUSTRIALS
Industrial holding co.
FROSHIPPING
Tanker shipping · spot rates
ORKCONSUMER
Diversified consumer
STBFINANCIALS
Insurance/asset mgmt
SUBCENERGY
Subsea services
GJFFINANCIALS
P&C insurer
Drift Modes
Risk-Neutral · μ = NOK risk-free rate. Default. Arbitrage-free.
Shrunk · Bayesian shrinkage. Weight scales with t-stat of the sample mean.
Historical · Raw sample mean. Flagged when statistically weak.
Custom · User-set drift and vol for stress testing.
Risk Metrics
Each simulation reports:
- VaR @ 95% / 99% — terminal-return tail loss
- Expected Shortfall (CVaR 95%)
- P(loss), P(gain > 10%), P(loss > 10%)
- Median & P95 max drawdown across paths
- Full P5–P95 percentile band
Built For Trust
The historical sample mean of daily log-returns has a standard error of σ/√N ≈ 22%/yr for typical OSE stocks. So the old "+80% expected return" was statistical noise.
Every page now shows the t-statistic, standard error, shrinkage weight, and warnings alongside the simulation, so you can see when to trust the historical estimate vs. when it's being dominated by noise.