Vista Oil (Mexico) Market Value
| VISTAA Stock | MXN 962.00 73.00 7.05% |
| Symbol | Vista |
Vista Oil '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 Vista Oil'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 Vista Oil.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Vista Oil on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Vista Oil Gas or generate 0.0% return on investment in Vista Oil over 30 days. Vista Oil is related to or competes with United Airlines, Prudential Financial, GMxico Transportes, Verizon Communications, First Majestic, Capital One, and New Oriental. Vista Oil Gas, S.A.B. de C.V. operates as an oil and gas exploration and production company in Latin America More
Vista Oil 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 Vista Oil'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 Vista Oil Gas upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 10.49 | |||
| Value At Risk | (4.24) | |||
| Potential Upside | 4.48 |
Vista Oil Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vista Oil's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vista Oil's standard deviation. In reality, there are many statistical measures that can use Vista Oil historical prices to predict the future Vista Oil's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | 0.0645 | |||
| Treynor Ratio | (0.38) |
Vista Oil Gas Backtested Returns
Vista Oil Gas owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0874, which indicates the firm had a -0.0874 % return per unit of risk over the last 3 months. Vista Oil Gas exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vista Oil's Coefficient Of Variation of (1,144), risk adjusted performance of (0.06), and Variance of 7.44 to confirm the risk estimate we provide. The entity has a beta of 0.65, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vista Oil's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vista Oil is expected to be smaller as well. At this point, Vista Oil Gas has a negative expected return of -0.24%. Please make sure to validate Vista Oil's value at risk, accumulation distribution, as well as the relationship between the Accumulation Distribution and day typical price , to decide if Vista Oil Gas performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.58 |
Modest predictability
Vista Oil Gas has modest predictability. Overlapping area represents the amount of predictability between Vista Oil time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vista Oil Gas price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Vista Oil price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 1988.11 |
Vista Oil Gas lagged returns against current returns
Autocorrelation, which is Vista Oil 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 Vista Oil's stock expected returns. We can calculate the autocorrelation of Vista Oil returns to help us make a trade decision. For example, suppose you find that Vista Oil 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 |
Vista Oil 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 Vista Oil stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vista Oil stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vista Oil stock over time.
Current vs Lagged Prices |
| Timeline |
Vista Oil Lagged Returns
When evaluating Vista Oil's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vista Oil stock have on its future price. Vista Oil 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, Vista Oil autocorrelation shows the relationship between Vista Oil stock current value and its past values and can show if there is a momentum factor associated with investing in Vista Oil Gas.
Regressed Prices |
| Timeline |
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.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 Correlation, Vista Oil Volatility and Vista Oil Alpha and Beta module to complement your research on Vista Oil. You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
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.