Vista Oil (Mexico) Alpha and Beta Analysis
| VISTAA Stock | MXN 1,170 4.44 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vista Oil Gas. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vista Oil over a specified time horizon. Remember, high Vista Oil'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. Key technical indicators related to Vista Oil's market risk premium analysis include:
Beta (0.41) | Alpha 0.4 | Risk 3.55 | Sharpe Ratio 0.13 | Expected Return 0.47 |
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.
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Vista Oil Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vista Oil market risk premium is the additional return an investor will receive from holding Vista Oil 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 Vista Oil. 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 Vista Oil's performance over market.| α | 0.40 | β | -0.41 |
Vista Oil 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 Vista Oil's Buy-and-hold return. Our buy-and-hold chart shows how Vista Oil performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vista Oil Market Price Analysis
Market price analysis indicators help investors to evaluate how Vista Oil stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vista Oil shares will generate the highest return on investment. By understating and applying Vista Oil stock market price indicators, traders can identify Vista Oil position entry and exit signals to maximize returns.
Vista Oil Return and Market Media
The median price of Vista Oil for the period between Sun, Sep 15, 2024 and Sat, Dec 14, 2024 is 978.0 with a coefficient of variation of 8.45. The daily time series for the period is distributed with a sample standard deviation of 84.11, arithmetic mean of 995.95, and mean deviation of 68.68. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Vista Oil 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 Vista or other stocks. Alpha measures the amount that position in Vista Oil Gas 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.
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 Vista Oil 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, Vista Oil's short interest history, or implied volatility extrapolated from Vista Oil options trading.
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Additional Information and Resources on Investing in Vista Stock
When determining whether Vista Oil Gas is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Vista Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Vista Oil Gas Stock. Highlighted below are key reports to facilitate an investment decision about Vista Oil Gas Stock:Check out Vista Oil Backtesting, Vista Oil Valuation, Vista Oil Correlation, Vista Oil Hype Analysis, Vista Oil Volatility, Vista Oil History and analyze Vista Oil Performance. You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Vista Oil 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.