Vistra Stock Market Value

VST
 Stock
  

USD 22.02  0.45  2.00%   

Vistra Energy's market value is the price at which a share of Vistra Energy stock trades on a public exchange. It measures the collective expectations of Vistra Energy Corp investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Vistra Energy Corp and determine expected loss or profit from investing in Vistra Energy over a given investment horizon. Also, please take a look at Vistra Energy Correlation, Vistra Energy Volatility and Vistra Energy Alpha and Beta module to complement your research on Vistra Energy.
Symbol


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.
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.

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.
0.00
08/29/2022
No Change 0.00  0.0 
In 30 days
09/28/2022
0.00
If you would invest  0.00  in Vistra Energy on August 29, 2022 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 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.

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.
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
19.9322.0324.13
Details
Intrinsic
Valuation
LowReal ValueHigh
19.8224.5626.66
Details
Naive
Forecast
LowNext ValueHigh
19.0221.1123.21
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.

Vistra Energy Corp Backtested Returns

Vistra Energy Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0177, which indicates the firm had -0.0177% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Vistra Energy Corp exposes twenty-seven different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Vistra Energy risk adjusted performance of (0.018243), and Coefficient Of Variation of (5,059) to confirm the risk estimate we provide.
The entity has a beta of 0.9487, which indicates possible diversification benefits within a given portfolio. 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. Even though it is essential to pay attention to Vistra Energy Corp current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Vistra Energy Corp exposes twenty-seven different technical indicators, which can help you to evaluate its performance. Vistra Energy Corp has an expected return of -0.0375%. Please be advised to validate Vistra Energy sortino ratio, semi variance, as well as the relationship between the Semi Variance and rate of daily change to decide if Vistra Energy Corp performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.63  

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 29th of August 2022 to 13th of September 2022 and 13th of September 2022 to 28th of September 2022. 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 -0.63 indicates that roughly 63.0% of current Vistra Energy price fluctuation can be explain by its past prices.
Correlation Coefficient-0.63
Spearman Rank Test-0.46
Residual Average0.0
Price Variance1.39

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 stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       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   
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       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   
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       Timeline  

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.

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Also, please take a look at Vistra Energy Correlation, Vistra Energy Volatility and Vistra Energy Alpha and Beta module to complement your research on Vistra Energy. You can also try Money Managers module to screen money managers from public funds and ETFs managed around the world.

Complementary Tools for analysis

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...