Vistra Energy Corp Stock Market Value
| VST Stock | USD 154.52 8.14 5.00% |
| Symbol | Vistra |
Vistra Energy Corp Price To Book Ratio
Is Independent Power and Renewable Electricity Producers space 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 3.2 | Dividend Share 0.865 | Earnings Share 5.32 | Revenue Per Share 46.636 | Quarterly Revenue Growth 0.539 |
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.
| 10/30/2024 |
| 11/29/2024 |
If you would invest 0.00 in Vistra Energy on October 30, 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, TransAlta Corp, Kenon Holdings, NRG Energy, and Power Assets. 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 | 3.86 | |||
| Information Ratio | 0.2082 | |||
| Maximum Drawdown | 22.81 | |||
| Value At Risk | (5.00) | |||
| Potential Upside | 6.32 |
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 | 0.1904 | |||
| Jensen Alpha | 0.8131 | |||
| Total Risk Alpha | 0.3597 | |||
| Sortino Ratio | 0.2288 | |||
| Treynor Ratio | 0.6233 |
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 is very steady given 3 months investment horizon. Vistra Energy Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.3, which indicates the firm had a 0.3% return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.22% are justified by taking the suggested risk. Use Vistra Energy Corp Risk Adjusted Performance of 0.1904, coefficient of variation of 420.47, and Semi Deviation of 3.17 to evaluate company specific risk that cannot be diversified away. Vistra Energy holds a performance score of 23 on a scale of zero to a hundred. The entity has a beta of 1.6, 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. Use Vistra Energy Corp sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change , to analyze future returns on Vistra Energy Corp.
Auto-correlation | 0.39 |
Below average predictability
Vistra Energy Corp has below average predictability. Overlapping area represents the amount of predictability between Vistra Energy time series from 30th of October 2024 to 14th of November 2024 and 14th of November 2024 to 29th of November 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 0.39 indicates that just about 39.0% of current Vistra Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 66.72 |
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 |
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Additional 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.