cre-underwriter

Provide the OM data, T12 operating statement, rent roll, and acquisition assumptions such as price, cap rate, and loan terms. The workflow builds a year-by-year pro forma, calculates return metrics, and produces sensitivity tables for investment committee review.

It calculates levered and unlevered IRR using XIRR with Newton-Raphson, equity multiple, cash-on-cash returns by year, DSCR, LTV, and debt yield. Metrics are computed across 5-year, 7-year, and 10-year hold period scenarios.

Yes, all calculations work with manually provided data. Paste the T12, upload the rent roll, and describe acquisition assumptions; the pro forma, sensitivity matrices, and return analysis run identically without Nexus, BigData.com, or Egnyte connections.

Four standard 5x5 matrices are generated: exit cap rate versus rent growth for levered IRR, entry versus exit cap rate for equity multiple, hold period versus exit cap for IRR, and LTV versus interest rate for DSCR, with color-coded hurdle thresholds.

Output with confidence below 0.40, typically from partial or missing financials, is flagged as a preliminary estimate only. OM-only data without independent market validation yields 0.40-0.64 confidence and should be verified before IC presentation.