Vistra Energy Corp Stock Alpha and Beta Analysis
| VST Stock | USD 72.70 0.22 0.30% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vistra Energy Corp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vistra Energy over a specified time horizon. Remember, high Vistra Energy's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Vistra Energy's market risk premium analysis include:
Beta (0.30) | Alpha 0.96 | Risk 2.67 | Sharpe Ratio 0.36 | Expected Return 0.97 |
Vistra Energy Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Vistra |
Vistra Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vistra Energy market risk premium is the additional return an investor will receive from holding Vistra Energy long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Vistra Energy. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Vistra Energy's performance over market.| α | 0.96 | β | -0.3 |
Vistra Energy expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Vistra Energy's Buy-and-hold return. Our buy-and-hold chart shows how Vistra Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vistra Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Vistra Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vistra Energy shares will generate the highest return on investment. By understating and applying Vistra Energy stock market price indicators, traders can identify Vistra Energy position entry and exit signals to maximize returns.
Vistra Energy Return and Market Media
The median price of Vistra Energy for the period between Sat, Jan 27, 2024 and Fri, Apr 26, 2024 is 60.69 with a coefficient of variation of 20.69. The daily time series for the period is distributed with a sample standard deviation of 11.9, arithmetic mean of 57.53, and mean deviation of 10.78. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Vistra Energy to Report Q4 Earnings Whats in Store | 02/27/2024 |
2 | Decoding Vistra Corp A Strategic SWOT Insight | 03/01/2024 |
3 | Disposition of 745 shares by Stephanie Moore of Vistra Energy at 26.56 subject to Rule 16b-3 | 03/05/2024 |
4 | Disposition of 745 shares by Carrie Kirby of Vistra Energy at 26.56 subject to Rule 16b-3 | 03/14/2024 |
5 | Billionaire Stanley Druckenmillers Top 12 Stock Picks | 03/27/2024 |
6 | Is Vistra Corp The Right Choice in Utilities - Independent Power Producers - InvestorsObserver | 04/02/2024 |
7 | The Return Trends At Vistra Look Promising | 04/04/2024 |
8 | Acquisition by Stephanie Moore of 36969 shares of Vistra Energy subject to Rule 16b-3 | 04/05/2024 |
9 | Why Vistra Corp. Dipped More Than Broader Market Today | 04/08/2024 |
10 | Is Trending Stock Vistra Corp. a Buy Now | 04/09/2024 |
11 | Vistra prices debt offering via issuance of senior notes | 04/10/2024 |
12 | Magnificent Misfits 3 Non-Tech Stocks to Outshine the FAANG Gang in 2024 | 04/11/2024 |
13 | Vistra Corp. Stock Sinks As Market Gains Heres Why | 04/16/2024 |
14 | Zacks Investment Ideas feature highlights Winnebago Industries, Nvidia, Vista Energy, Constellation Energy and NRG Energy | 04/19/2024 |
15 | Wall Street Analysts See Vistra as a Buy Should You Invest | 04/25/2024 |
About Vistra Energy Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Vistra or other stocks. Alpha measures the amount that position in Vistra Energy Corp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2024 (projected) | Dividend Yield | 0.0264 | 0.0462 | 0.0558 | Price To Sales Ratio | 0.91 | 0.71 | 1.18 |
Vistra Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Vistra Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vistra Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vistra Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vistra Energy. Please utilize our Beneish M Score to check the likelihood of Vistra Energy's management manipulating its earnings.
| 6th of March 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 6th of March 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Vistra Energy
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Check out Vistra Energy Backtesting, Vistra Energy Valuation, Vistra Energy Correlation, Vistra Energy Hype Analysis, Vistra Energy Volatility, Vistra Energy History and analyze Vistra Energy Performance. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
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.