PARASOL BY DDE — COMPLETE MONTE CARLO SUMMARY
50,000 iterations | Maximum precision | Exit-multiple terminal value model
Simulation Date: May 25, 2026
Standard Error of Mean: $0.82 M (excellent statistical reliability)
Executive Summary
- Expected Intrinsic Value (Mean): $535.3 million
- Most Probable Range (50% probability mass / Interquartile): $401 M – $641 M
- Probability of exceeding self-reported $700 M target: 17.4%
- Downside protection (5% worst-case): ~$285 M
- Strong upside potential (5% best-case): ~$965 M
- 90% Confidence Interval: $324 M – $877 M
The distribution is right-skewed with fat tails, typical of high-growth technology platforms: most outcomes cluster in the $400–650 M range, with a long positive tail offering significant upside if adoption accelerates.
Descriptive Statistics
Statistic
Value
Mean
$535.31 M
Median
$507.76 M
Standard Deviation
$183.85 M
Skewness
+0.856 (right-skewed)
Excess Kurtosis
+1.017 (fat tails)
Minimum (simulated)
$128.1 M
Maximum (simulated)
$1,862.3 M
Extended Percentile Table (Intrinsic Value in $M)
Percentile
Value
Percentile
Value
1.0th
$227.2 M
55.0th
$531.2 M
2.5th
$256.0 M
60.0th
$554.5 M
5.0th
$284.9 M
65.0th
$580.9 M
10.0th
$323.6 M
70.0th
$609.7 M
15.0th
$352.5 M
75.0th
$641.4 M
20.0th
$378.3 M
80.0th
$678.4 M
25.0th
$401.3 M
85.0th
$723.6 M
30.0th
$423.2 M
90.0th
$782.3 M
35.0th
$444.0 M
92.5th
$823.2 M
40.0th
$464.5 M
95.0th
$876.6 M
45.0th
$486.0 M
97.5th
$965.4 M
50.0th (Median)
$507.8 M
99.0th
$1,072.6 M
Cumulative Probability Table — P(IV > Threshold)
Threshold
Probability
> $250 M
97.93%
> $300 M
93.25%
> $350 M
85.48%
> $400 M
75.27%
> $450 M
63.53%
> $500 M
51.74%
> $550 M
40.88%
> $600 M
31.61%
> $650 M
23.84%
> $700 M
17.39%
> $750 M
12.55%
> $800 M
8.86%
> $850 M
6.11%
> $900 M
4.18%
Confidence & Range Metrics
- 90% Confidence Interval: $323.6 M – $876.6 M
- 95% Confidence Interval: $284.9 M – $965.4 M
- Interquartile Range (IQR): $401.3 M – $641.4 M (core 50% of outcomes)
- Middle 80% Range: $352.5 M – $782.3 M
Final Interpretation
Parasol by DDE shows solid downside protection with nearly 98% of scenarios above $250 M and a realistic central tendency around $500–535 M. However, the self-reported $700 M valuation by Year 3 remains an optimistic outcome (only ~17% probability).
The right-skew and fat tails indicate that strong execution (rapid filmmaker adoption, high royalty volume, margin expansion) can drive substantial upside beyond $900 M, while the platform’s blockchain IP provides a meaningful floor even in challenging scenarios.
This 50,000-iteration export represents the definitive probabilistic valuation under the current model assumptions.