The future is a distribution, not a point. Run hundreds of simulated price paths and watch the cone of possible outcomes — and their odds — take shape.
Monte Carlo Price SimulationLive
geometric Brownian motion
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Geometric Brownian motion models a price with constant drift and random volatility — the assumption behind Black-Scholes. Running hundreds of simulated paths reveals the full distribution of outcomes, not just an average. Educational tool, not investment advice.
Reading this result: Median outcome is about $0, just under the drift-only $107 — GBM compounds in log-space, so volatility always pulls the typical path below the average.
Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.
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How it works
Geometric Brownian motion models an asset price with steady drift and random volatility, the foundation of the Black-Scholes world. Monte Carlo simulation runs many such paths to estimate the distribution of outcomes, percentiles, and tail risk that a single forecast cannot capture. Educational tool, not investment advice.
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The math, the assumptions, real-world uses, or a code translation — explained for this exact simulation.
Is this Monte Carlo stock simulation tool really free?▾
Yes. Monte Carlo Price Simulation runs entirely in your browser using your device's own compute, so local use is free forever. You only pay Compute Tokens if you scale a job to the cloud.
Do I need to install anything?▾
No. Everything runs client-side in a modern browser — no downloads, no license, no account required to start.
Can I save or share my simulation?▾
Create a free account to save projects, and use a shareable embed or minted DOI to publish a live, interactive version anywhere.
How accurate are the results?▾
The solver uses established numerical methods, but results are for research and educational purposes and should be validated against experiment or professional review before you rely on them.