Vistra Energy Corp Stock Market Value
| VST Stock | USD 68.45 1.73 2.59% |
| Symbol | Vistra |
Vistra Energy Corp Price To Book Ratio
Is Vistra Energy's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Vistra Energy. If investors know Vistra will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Vistra Energy listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.17) | Dividend Share 0.821 | Earnings Share 3.58 | Revenue Per Share 39.968 | Quarterly Revenue Growth (0.20) |
The market value of Vistra Energy Corp is measured differently than its book value, which is the value of Vistra that is recorded on the company's balance sheet. Investors also form their own opinion of Vistra Energy's value that differs from its market value or its book value, called intrinsic value, which is Vistra Energy's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vistra Energy's market value can be influenced by many factors that don't directly affect Vistra Energy's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vistra Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Vistra Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vistra Energy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Vistra Energy 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vistra Energy's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vistra Energy.
| 03/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Vistra Energy on March 24, 2024 and sell it all today you would earn a total of 0.00 from holding Vistra Energy Corp or generate 0.0% return on investment in Vistra Energy over 30 days. Vistra Energy is related to or competes with Pampa Energia, AGL Energy, Power Assets, Maxim Power, and Huaneng Power. Vistra Corp., together with its subsidiaries, operates as an integrated retail electricity and power generation company More
Vistra Energy Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vistra Energy's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vistra Energy Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.69 | |||
| Information Ratio | 0.286 | |||
| Maximum Drawdown | 13.36 | |||
| Value At Risk | (4.03) | |||
| Potential Upside | 4.57 |
Vistra Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vistra Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vistra Energy's standard deviation. In reality, there are many statistical measures that can use Vistra Energy historical prices to predict the future Vistra Energy's volatility.| Risk Adjusted Performance | 0.2047 | |||
| Jensen Alpha | 0.718 | |||
| Total Risk Alpha | 0.4924 | |||
| Sortino Ratio | 0.2795 | |||
| Treynor Ratio | 0.586 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vistra Energy's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Vistra Energy Corp Backtested Returns
Vistra Energy appears to be very steady, given 3 months investment horizon. Vistra Energy Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.33, which indicates the firm had a 0.33% return per unit of risk over the last 3 months. By inspecting Vistra Energy's technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please review Vistra Energy's Coefficient Of Variation of 312.5, semi deviation of 2.16, and Risk Adjusted Performance of 0.2047 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vistra Energy holds a performance score of 26. The entity has a beta of 1.42, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Vistra Energy will likely underperform. Please check Vistra Energy's sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to make a quick decision on whether Vistra Energy's existing price patterns will revert.
Auto-correlation | -0.64 |
Very good reverse predictability
Vistra Energy Corp has very good reverse predictability. Overlapping area represents the amount of predictability between Vistra Energy time series from 24th of March 2024 to 8th of April 2024 and 8th of April 2024 to 23rd of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vistra Energy Corp price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Vistra Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 6.53 |
Vistra Energy Corp lagged returns against current returns
Autocorrelation, which is Vistra Energy stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vistra Energy's stock expected returns. We can calculate the autocorrelation of Vistra Energy returns to help us make a trade decision. For example, suppose you find that Vistra Energy has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vistra Energy regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vistra Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vistra Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vistra Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Vistra Energy Lagged Returns
When evaluating Vistra Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vistra Energy stock have on its future price. Vistra Energy autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vistra Energy autocorrelation shows the relationship between Vistra Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Vistra Energy Corp.
Regressed Prices |
| Timeline |
Vistra Energy Investors Sentiment
The influence of Vistra Energy's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Vistra. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Vistra Energy's public news can be used to forecast risks associated with an investment in Vistra. The trend in average sentiment can be used to explain how an investor holding Vistra can time the market purely based on public headlines and social activities around Vistra Energy Corp. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Vistra Energy's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Vistra Energy's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Vistra Energy's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Vistra Energy.
Vistra Energy Implied Volatility | 61.19 |
Vistra Energy's implied volatility exposes the market's sentiment of Vistra Energy Corp stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Vistra Energy's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Vistra Energy stock will not fluctuate a lot when Vistra Energy's options are near their expiration.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vistra Energy in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vistra Energy's short interest history, or implied volatility extrapolated from Vistra Energy options trading.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Vistra Energy Corp is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Vistra Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Vistra Energy Corp Stock. Highlighted below are key reports to facilitate an investment decision about Vistra Energy Corp Stock:Check out Vistra Energy Correlation, Vistra Energy Volatility and Vistra Energy Alpha and Beta module to complement your research on Vistra Energy. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Complementary Tools for Vistra Stock analysis
When running Vistra Energy's price analysis, check to measure Vistra Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Vistra Energy is operating at the current time. Most of Vistra Energy's value examination focuses on studying past and present price action to predict the probability of Vistra Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vistra Energy's price. Additionally, you may evaluate how the addition of Vistra Energy to your portfolios can decrease your overall portfolio volatility.
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Vistra Energy technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.