Vistra Stock Alpha and Beta Analysis


USD 23.37  0.69  2.87%   

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.
Also, please take a look at Vistra Energy Backtesting, Vistra Energy Valuation, Vistra Energy Correlation, Vistra Energy Hype Analysis, Vistra Energy Volatility, Vistra Energy History and analyze Vistra Energy Performance.
Please note that although Vistra Energy alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, Vistra Energy did 0.1  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Vistra Energy Corp stock's relative risk over its benchmark. Vistra Energy Corp has a beta of 0.93  . Let's try to break down what Vistra's beta means in this case. Vistra Energy returns are very sensitive to returns on the market. As the market goes up or down, Vistra Energy is expected to follow.
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 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.
α0.1   β0.93
90 days against DJI

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 Tue, Jun 28, 2022 and Mon, Sep 26, 2022 is 24.73 with a coefficient of variation of 4.94. The daily time series for the period is distributed with a sample standard deviation of 1.2, arithmetic mean of 24.27, and mean deviation of 1.04. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
EPS Estimate06/30/2022
Acquisition by Moldovan Kristopher E of 38684 shares of Vist...08/03/2022
EPS Reported08/05/2022
Vistra corp Q2 2022 Earnings Call Transcript - AlphaStreet08/08/2022
Purchase by Paul Barbas of 8000 shares of Vistra Energy08/11/2022
V2G specialist Nuvve increases MW under management 10 percen...08/15/2022
Exercise or conversion by Dobry Elizabeth Christine of 28834...08/17/2022
Acquisition by Dore Stacey H of 40436 shares of Vistra Energ...08/31/2022
Exercise or conversion by Scott Hudson of 60000 shares of Vi...09/21/2022
These Are The 10 Best Performing Utilities ETFs - 247 Wall S...09/22/2022

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.

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.
Upcoming Quarterly Report25th of February 2022
Next Financial Report3rd of May 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End25th of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

Build Portfolio with Vistra Energy

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Also, please take a look at 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 Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.

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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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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.
A focus of Vistra Energy technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vistra Energy trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...