Discount-Rate Macro Scenario Dashboard
Historical macro regimes from 2005-01-01 to 2026-05-01 across 257 monthly observations
Base regime PV
Bear regime PV
Bull regime PV
Scenario framing
This dashboard benchmarks discount-rate scenarios against the historical macro record, using monthly observations from the merged regime history and the scenario outputs from the valuation analysis.
Latest 10Y risk-free rate
Latest proxy WACC
Historical regime mix
Monthly observations are classified into three macro regimes. The pills below show how often each environment appeared in the historical sample used to ground the scenarios.
Median Fed Funds anchor
Base PV for tornado
Regime discount-rate build-up
Grouped comparison of risk-free rate, credit spread, and the resulting proxy WACC across Base, Bear, and Bull regimes.
PV tornado around the base valuation anchor
Bars show the upside and downside PV outcomes relative to the baseline PV.
Inflation and policy-rate clustering by regime
The clustering view plots CPI year-over-year inflation against Fed Funds, colored by the assigned macro regime.
Historical path of risk-free rate and proxy WACC
Shaded bands highlight tightening and easing spans in the monthly history; the normal regime remains unshaded for contrast.
Monthly regime map across the historical sample
Each tile represents one month in the dataset, showing which regime was assigned at that point in time.
Scenario summary table
| Regime | Risk-Free Rate | Credit Spread | Term Spread | Fed Funds | Proxy WACC | PV |
|---|