PowerSIMM Portfolio Manager

Optimal Hedging and Risk Management

Portfolio Manager™ provides the actionable intelligence to jointly maximize value and mitigate risk. With PowerSIMM, portfolio management decisions increase cash flow certainty, improve position analysis, and optimize hedge design across physical and financial portfolios. By integrating physical dimensions of weather and asset operations concurrently with market price dynamics, PowerSIMM captures both market expectations and fundamental variables of demand, supply, and transmission flows to determine optimal hedge strategies.

PowerSIMM Portfolio Manager Capabilities

PowerSIMM provides the insights to tilt portfolios away from undesirable risks toward acceptable risks. The payoff diagram and gross margin distributions show a portfolio of renewable generation reducing risk through layering on a series of hedges.

Energy Portfolio Risk Management.  Hedging Risk in a Portfolio or Renewable Generation.
PowerSIMM reports show forward looking projections and range of uncertainty for selected financial metrics such as gross margins or portfolio costs over multiple horizons and allow users to evaluate portfolio management decisions and hedging strategies.

Integrating Physical & Financial Uncertainty

Using Physical and Financial Uncertainty to Model Energy Market Dynamics.  Meaningful Uncertainty.

Simulation models used by many energy companies often lack the coherent framework to link physical and financial portfolios and market dynamics. Our simulation framework of "meaningful uncertainty" brings all material market, physical, and portfolio drivers to provide decision makers with accurate and actionable portfolio insights.

Flexible Modeling Framework

Configure Dispatchable Assets, Hedging Instruments, Renewable Generation, and Market Prices.  Build Custom Energy Portfolios with Enhanced Reporting.

Realizing Meaningful Uncertainty

Historical vs Simulated Daily Confidence Intervals for a Weather Simulation.Historical vs Backcast Simulated Load Weather Correlation.Load Simulation Validation:  Historical vs Backast Simulated Monthly Confidence IntervalsLoad Simulation Validation:  Historical vs Backcast Simulated Hourly Confidence Intervals
Hourly Price Simulations Within ERCOTSubhourly CAISO Market Price Simulations

PowerSIMM advanced framework simulates hourly and sub-hourly price behavior for multiple price hubs and nodes, capturing dynamics such as short-term positive and negative price spikes, reflecting structural market conditions with increasing system renewables.

PowerSIMM stochastic simulation framework captures the changing physical and financial drivers of power markets with "meaningful uncertainty". PowerSIMM simulates realistic scenarios of weather, load, renewable generation, transmission flows, and market prices using fundamental relationships of demand & supply and forward looking projections to capture current market expectations. Users can visualize and benchmark the accuracy and range of simulation results using a wide range of validation plots.

Detailed Reporting

Detailed CAISO Reporting using PowerBI in a Portfolio

Ascend Analytics' PowerBI Position Reporting allows for quick views of physical, delta and vega positions in MW, MWh or dollar amounts in any user-defined peak period. Reports are also available for fuel, emissions, and other positions as appropriate.

Ascend Software and Service Levels

Depending on your internal resources and needs, Ascend offers a wide range of support and advisory services.

The Ascend Advantage

Ready Analytics

"Ready to Roll" analytics and preconfigured models for any region or node

Insights

Critical insights for portfolio management in a high renewables future

Expertise

Our expertise includes planning, valuation, risk management & ISO operations