Build a Monte Carlo simulation of a 3-year relative TSR performance share unit. The comparator group is the [N] companies in the attached price file. Use each company's trailing 3-year daily price history for volatility and the full correlation matrix, the attached dividend yields for reinvested dividends, and the 3-year Treasury rate of [X.XX]%. Payout: 0% below the 25th percentile, 50% at the 25th, 100% at the 50th, 200% at the 75th and above, straight-line between. [Cap payout at target if absolute TSR is negative, if your plan has that rule.] Use 20-trading-day average prices at the start and end of the period. Run 100,000 trials with risk-neutral drift for grant-date fair value. Before reporting results, run three sanity checks and show me they pass: the discounted expected stock price equals today's price, an award that always pays target is worth exactly one share, and a company identical to its peers ranks at the 50th percentile on average. Then report the payout distribution as a chart, expected payout as a percent of target, probability of zero, probability of maximum, and fair value per target share as a dollar amount and as a percent of the stock price. Then list every assumption you made that I did not specify.

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How to use this: replace the bracketed items with your plan's facts from the intake sheet, attach your price file (Date column, one column per ticker, your company first) and your dividend yields file, and paste. If you don't have price data yet, read data/how-to-get-the-data.md first. If you want the forecast view as well as fair value, add: "Then rerun with an expected return of [X]% for every stock and report the same outputs, labeled as a forecast, not a fair value."
