This project presents a Monte Carlo simulation-based Discounted Cash Flow (DCF) valuation model for JPMorgan Chase. The objective is to estimate the intrinsic value of the firm by incorporating uncertainty and variability in key financial inputs such as revenue growth, discount rate, and terminal growth rate. Using R, the model runs multiple simulations to generate a distribution of possible valuations rather than a single deterministic estimate. This approach provides deeper insights into valuation risk, probability ranges, and sensitivity to assumptions. The analysis highlights how stochastic modeling can enhance traditional corporate finance valuation techniques, making them more robust for real-world decision-making.