Vistra Energy Stock Forecast - Triple Exponential Smoothing

VST
 Stock
  

USD 23.59  0.05  0.21%   

Vistra Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Vistra Energy historical stock prices and determine the direction of Vistra Energy Corp's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of Vistra Energy historical fundamentals such as revenue growth or operating cash flow patterns. Although Vistra Energy naive historical forecasting may sometimes provide an important future outlook for the firm we recommend to always cross-verify it against solid analysis of Vistra Energy Corp systematic risk associated with finding meaningful patterns of Vistra Energy fundamentals over time.
Also, please take a look at Historical Fundamental Analysis of Vistra Energy to cross-verify your projections.
  
Vistra Energy PPandE Turnover is comparatively stable at the moment as compared to the past year. Vistra Energy reported PPandE Turnover of 0.91 in 2021. Receivables Turnover is likely to gain to 9.18 in 2022, whereas Cash and Equivalents Turnover is likely to drop 13.60 in 2022. . Weighted Average Shares is likely to drop to about 452.1 M in 2022. Weighted Average Shares Diluted is likely to drop to about 452.6 M in 2022.

Open Interest Agains t 2022-12-16 Vistra Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Vistra Energy's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest Vistra Energy's options reflect these daily shifts, investors could use the patterns of these changes to develop long and short trading strategies Vistra Energy stock based on available contracts left at the end of a trading day.
Please note, to derive more accurate forecasting about market movement from the current Vistra Energy's open interest, investors have to compare it to Vistra Energy's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Vistra Energy is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Vistra. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Most investors in Vistra Energy cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Vistra Energy's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Vistra Energy's price structures and extracts relationships that further increase the generated results' accuracy.
Triple exponential smoothing for Vistra Energy - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When Vistra Energy prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any trend in Vistra Energy price movement. However, neither of these exponential smoothing models address any seasonality of Vistra Energy Corp.

Vistra Energy Triple Exponential Smoothing Price Forecast For the 10th of December

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Vistra Energy Corp on the next trading day is expected to be 23.60 with a mean absolute deviation of 0.41, mean absolute percentage error of 0.26, and the sum of the absolute errors of 24.32.
Please note that although there have been many attempts to predict Vistra Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Vistra Energy's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Vistra Energy Stock Forecast Pattern

Backtest Vistra EnergyVistra Energy Price PredictionBuy or Sell Advice 

Vistra Energy Forecasted Value

In the context of forecasting Vistra Energy's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Vistra Energy's downside and upside margins for the forecasting period are 21.36 and 25.84, respectively. We have considered Vistra Energy's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value 23.59
23.60
Expected Value
25.84
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Vistra Energy stock data series using in forecasting. Note that when a statistical model is used to represent Vistra Energy stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information CriteriaHuge
BiasArithmetic mean of the errors 0.0367
MADMean absolute deviation0.4053
MAPEMean absolute percentage error0.0177
SAESum of the absolute errors24.32
As with simple exponential smoothing, in triple exponential smoothing models past Vistra Energy observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Vistra Energy Corp observations.

Predictive Modules for Vistra Energy

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vistra Energy Corp. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view 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. Please use the tools below to analyze the current value of Vistra Energy in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
21.3723.6125.85
Details
Intrinsic
Valuation
LowReal ValueHigh
22.5724.8027.05
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
22.4023.6124.81
Details
5 Analysts
Consensus
LowTarget PriceHigh
23.0026.2029.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vistra Energy. Your research has to be compared to or analyzed against Vistra Energy's peers to derive any actionable benefits. When done correctly, Vistra Energy's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Vistra Energy Corp.

Other Forecasting Options for Vistra Energy

For every potential investor in Vistra, whether a beginner or expert, Vistra Energy's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Vistra Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Vistra. Basic forecasting techniques help filter out the noise by identifying Vistra Energy's price trends.

Vistra Energy Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Vistra Energy stock to make a market-neutral strategy. Peer analysis of Vistra Energy could also be used in its relative valuation, which is a method of valuing Vistra Energy by comparing valuation metrics with similar companies.
Cisco SystemsJohnson JohnsonWalt DisneyHome DepotMcDonaldsAMN Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGlobal X NASDAQFRANKLIN MUTUAL EUROPEANBHP Group LimitedNatural Health TrendIShares MSCI USABetaPro Canadian GoldAramark Holdings
 Risk & Return  Correlation

Vistra Energy Corp Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Vistra Energy's price movements, , a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Vistra Energy's current price.

Vistra Energy Risk Indicators

The analysis of Vistra Energy's basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in Vistra Energy's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Vistra Energy stock price, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
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.
Also, please take a look at Historical Fundamental Analysis of Vistra Energy to cross-verify your projections. You can also try Commodity Channel Index module to use Commodity Channel Index to analyze current equity momentum.

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When running Vistra Energy Corp 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 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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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 YOY
150.015
Market Capitalization
9.5 B
Quarterly Revenue Growth YOY
0.72
Return On Assets
(0.0032) 
Return On Equity
(0.0399) 
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 Vistra Energy value 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.