CREagentic is an AI-powered platform for commercial real estate built around The Analyst — a conversational AI employee that handles deal underwriting end-to-end: valuation, BOVs, waterfalls, dispositions, IC memos. You can also access individual analysis tools directly — rent roll parsing, T-12 parsing, environmental report analysis, and more — as power-user deep-links from the dashboard.

How does CREagentic compare to leading analysis software?

CREagentic provides transparent DCF valuation plus The Analyst — chat-driven rather than menu-driven. Individual analysis tools (lease abstraction, LOI redlining, CAM reconciliation, rent roll parsing, T-12 parsing, and more) are accessible directly or through The Analyst's workspace. CREagentic starts free with no implementation fees.

Property managers, asset managers, CRE brokers, accountants, and acquisition teams at REITs, private equity firms, and property management companies use CREagentic.

Yes. The free demo includes 10 one-time AI credits with no credit card required. Paid plans include monthly AI credits; complex documents use more credits. Advanced features like PDF/Excel exports and scenario analysis require a paid plan.

What is AI lease abstraction?

AI lease abstraction uses artificial intelligence to extract structured data from commercial lease documents in a fraction of the time manual review takes. CREagentic extracts 200+ fields including rent schedules, CAM provisions, options, and critical dates.

What is CAM reconciliation?

CAM reconciliation is the annual process of comparing actual common area maintenance expenses to the monthly estimates collected from tenants, resulting in either an additional charge or a credit for each tenant.

Warsh Said the Fed 'May Have Work to Do.' Your Exit Cap Heard Him.

What he said

Kevin Warsh gave his first Jackson Hole address as Fed chair on August 28. Inflation, he said, remains above the 2% goal, and recent reports that show it cooling "do not tell me that underlying trends have meaningfully improved." He cited 54% of PCE components running above 3% annualized over the past 12 months and 49% over the past six. He recommitted to the 2% target and said the committee "may have work to do." Markets took that as a September hike and priced it accordingly.

Why the exit cap is where this lands

In a ten-year hold, the sale at the end of the hold is typically 60% to 70% of total value in a discounted cash flow model. The exit cap rate is the number that prices that sale. Most models set it 25 to 75 basis points above the going-in cap and never revisit it. When the Fed chair tells you that the long-run rate environment is higher than the market assumed in January, the exit cap has to move, and it moves the value more than any other single input.

A property bought at a 6% cap with $3 million of NOI and a 6.5% exit cap in year ten, with NOI growing 3% a year, sells for about $62 million in the model. Move the exit cap to 7% and the sale drops to $57.6 million. That $4.4 million comes straight out of the equity. On a $20 million equity investment it takes the IRR from roughly 12% to 10%.

The argument for a higher exit cap is not only about rates

A building that is ten years older at sale has more capital needs. A lease that had twelve years of term at purchase has two. The buyer in year ten is underwriting the next hold in whatever rate environment exists then, and after this year nobody should assume it is lower than today. The 25-basis-point exit spread was a habit from a fifteen-year period when rates only fell. Fifty to seventy-five is the honest number now, and a sensitivity table that runs to 100 is the responsible one.

What to do with models already built

Re-run every deal in the pipeline with the exit cap 50 basis points wider than the base case and see which ones still clear the hurdle. The ones that do are the ones to pursue. The ones that fall from 14% to 9% were never 14% deals. They were bets on the rate path, and the chair of the Federal Reserve just told you which way he is leaning.

For assets already owned, the same exercise tells you what the portfolio is worth to a buyer today rather than to the model you built in 2021. That is a useful number to have before the September meeting, and an uncomfortable one to learn after it.

A sensitivity table should take a minute, not a morning

The reason exit cap assumptions go unexamined for years is that examining them was slow. Rebuilding a DCF around a different exit cap meant editing a reversion formula, checking that the sale costs and the debt payoff still linked, and rerunning the IRR, for each deal, by hand. Analysts did it for the investment committee deck and never again.

A valuation engine treats the exit cap as an input. Move it and every deal in the pipeline reprices at once, with the same formula, and the sensitivity table across exit cap and interest rate fills itself. The morning that used to go to rebuilding goes to deciding. The engine also removes the error that a Fed speech tends to expose: the model where someone typed the exit cap as a number in one tab and the reversion pulled from a different one, so the deck said 6.5% and the math used 6.0%. That mistake is common, it is invisible in a spreadsheet, and it is impossible in a system that has one place for the number.