Vistra Corp (Germany) Market Value
| 0V6 Stock | EUR 129.00 4.70 3.52% |
| Symbol | Vistra |
Vistra Corp '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 Corp'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 Corp.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Vistra Corp on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Vistra Corp or generate 0.0% return on investment in Vistra Corp over 30 days. Vistra Corp is related to or competes with CN YANGTPWR, SIEMENS ENERGY, Siemens Energy, CENTRICA ADR, Datang International, and Contact Energy. Vistra Corp., together with its subsidiaries, engages in the electricity business in the United States More
Vistra Corp 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 Corp'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 Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.44 | |||
| Information Ratio | 0.187 | |||
| Maximum Drawdown | 19.27 | |||
| Value At Risk | (5.69) | |||
| Potential Upside | 8.63 |
Vistra Corp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vistra Corp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vistra Corp's standard deviation. In reality, there are many statistical measures that can use Vistra Corp historical prices to predict the future Vistra Corp's volatility.| Risk Adjusted Performance | 0.1558 | |||
| Jensen Alpha | 0.7402 | |||
| Total Risk Alpha | 0.4943 | |||
| Sortino Ratio | 0.2212 | |||
| Treynor Ratio | 0.6084 |
Vistra Corp Backtested Returns
Vistra Corp appears to be very steady, given 3 months investment horizon. Vistra Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19% return per unit of risk over the last 3 months. By inspecting Vistra Corp's technical indicators, you can evaluate if the expected return of 0.79% is justified by implied risk. Please review Vistra Corp's Coefficient Of Variation of 490.92, risk adjusted performance of 0.1558, and Semi Deviation of 2.93 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vistra Corp holds a performance score of 15. The entity has a beta of 1.34, 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 Corp will likely underperform. Please check Vistra Corp's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Vistra Corp's existing price patterns will revert.
Auto-correlation | -0.06 |
Very weak reverse predictability
Vistra Corp has very weak reverse predictability. Overlapping area represents the amount of predictability between Vistra Corp time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th of December 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 Corp price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Vistra Corp price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 62.8 |
Vistra Corp lagged returns against current returns
Autocorrelation, which is Vistra Corp 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 Corp's stock expected returns. We can calculate the autocorrelation of Vistra Corp returns to help us make a trade decision. For example, suppose you find that Vistra Corp 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 Corp 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 Corp stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vistra Corp stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vistra Corp stock over time.
Current vs Lagged Prices |
| Timeline |
Vistra Corp Lagged Returns
When evaluating Vistra Corp's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vistra Corp stock have on its future price. Vistra Corp 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 Corp autocorrelation shows the relationship between Vistra Corp stock current value and its past values and can show if there is a momentum factor associated with investing in Vistra Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Vistra Stock
Vistra Corp financial ratios help investors to determine whether Vistra Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vistra with respect to the benefits of owning Vistra Corp security.