VST/TXU Energy Retail — Scenario Model
Blue = input assumption|Black = computed

TXU Energy Retail — Scenario Model

Current Price
$150
TXU Energy Retail Component
$50/sh
Market Implies
95% chance of upside scenarios
5% bear probability

Scenario Overview

ScenarioEV$/shProbRevenue BOperating Margin %FcfKey Gate
bull$11B$1175%
base$5B$520%
bear$1B$15%

Full Year-by-Year Models

Blue = input · Black = computed · Click to expand

Market-Implied Probability Reconciliation

Given these scenario EVs, what probability weights would the market need to assign to produce the current market-implied value of $50/share?

ScenarioRetail EVPer ShareImplied Prob.Weighted Contrib.
bull$11B$3175.0%$24
base$5B$1420.0%$3
bear$1B$45.0%$0
Total100%$27/sh

Note: These probabilities apply to TXU Retail's contribution to VST equity. Generation, Nuclear Premium, and net cash contribute separately.

Target contribution: $50/sh. Residual: $23.1/sh.