Investment & Economics
Build multi-asset project economics on production that declines the way your wells actually decline, with tax, royalty, opex escalation and abandonment handled explicitly, then run it stochastically for NPV and IRR distributions instead of a single point.
Investment takes recoverable volumes staged from Volumetrics and turns them into a year-by-year cash flow. The point is not a prettier NPV: it is that the range on the economics comes from the same uncertainty you quantified in the subsurface, rather than being invented at the spreadsheet stage.
Investment is included with the Professional and Team plans. See pricing
Cash flow is only as good as the profile underneath it. Assets are modelled individually and aggregated to a portfolio:
Most of the disagreement in an economics review is about these, so they are explicit inputs rather than buried constants:
Point-estimate economics hides the thing you most need to see. Investment runs Monte Carlo over production and price uncertainty and returns NPV and IRR as distributions, with a portfolio aggregate across assets. Oil and gas price shocks are sampled with an explicit correlation between them using Iman–Conover rank matching, because pretending oil and gas prices move independently understates downside in exactly the cases where it matters. IRR is solved by bracketing rather than a naive iteration, so sign-changing cash flows do not silently return a wrong root.
Inputs are validated before a run, with engineering warnings surfaced for combinations that are legal arithmetic but questionable engineering. A commercial breakdown shows the year-by-year build from gross revenue through royalty, opex, capex, and tax to net cash flow, so a reviewer can see where the value went, not just what it totalled. Results export as CSV and structured summaries, and carry forward into Scenario Planning and the Decision Dashboard.
Neither. It is project-level investment economics for screening and comparing development cases under uncertainty. It is not a reserves certification tool and does not replace your own economic governance or audit process.
No. Recoverable volumes can be staged from Volumetrics through the bridge or entered directly. The bridge exists so the two do not silently disagree, not to force an order.
Real, in today's money. The engine applies the inflation index each year, so entering a deck you have already escalated would count inflation twice.
Price shocks are sampled jointly using Iman–Conover rank correlation with a correlation coefficient you set, rather than as independent draws. This matters most in the downside tail, where independent sampling would understate combined exposure.
Decline-driven multi-asset cash flow, explicit fiscal terms, and NPV and IRR distributions that inherit the uncertainty you already quantified. Included with Professional and Team.
