MODEL VERDICT
Vistra Corp. (VST)
Relative Valuation•Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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Composite score derived from valuation, quality, and risk factors
Quantitative model thresholds · For educational and research purposes only
Each row records the model's monthly assessment. High Conviction = the model detected notable undervaluation vs peers. Neutral = no notable divergence was found. The return column shows the actual price change over 90 days for reference. This is a quantitative observation log — not investment advice.
| Date | Assessment | Score | Price | Status | 90d Fwd Return |
|---|---|---|---|---|---|
| May 1, 2026 | NEUTRAL | 0.20 | $155.28 | CURRENT | — |
| Apr 24, 2026 | NEUTRAL | 0.18 | $164.35 | CURRENT | — |
| Apr 17, 2026 | NEUTRAL | 0.23 | $163.46 | CURRENT | — |
| Apr 16, 2026 | NEUTRAL | 0.23 | $162.94 | CURRENT | — |
| Apr 10, 2026 | NEUTRAL | 0.20 | $154.73 | CURRENT | — |
Historical model observations for research purposes only. Past quantitative patterns do not predict future results. Not a recommendation to buy, sell, or hold any security.
| Methodology | Fair Value | vs Current | Weight | Quality | Status |
|---|---|---|---|---|---|
| Industry Median P/E 11 industry peers | $51.94 | -66.6% | 22% | A | Peer Data |
| EV/EBITDA 11 industry peers | $93.58 | -39.7% | 20% | A- | Peer Data |
| Dividend Yield 9 industry peers | $32.03 | -79.4% | 18% | B | Supplementary |
| Forward P/E 11 analyst estimates | $164.73 | +6.1% | 12% | A- | Analyst Est. |
| Price / Free Cash Flow 4 industry peers | $9.12 | -94.1% | 8% | B+ | Peer Data |
| EV/EBIT 11 industry peers | $34.52 | -77.8% | 7% | B+ | Peer Data |
| Peg Ratio 8 industry peers | $52.84 | -66.0% | 5% | B | Data |
| EV To Revenue 12 industry peers | $187.15 | +20.5% | 4% | B | Data |
| Earnings Yield 11 industry peers | $51.94 | -66.6% | 4% | B | Data |
| Weighted Output Blended model output | $67.69 | -56.4% | 100% | 77 | SIGNIFICANTLY OVERVALUED |
| EPS Growth ↓ | P/E Multiple → | 58× | 64× | 70× (Current) | 76× | 82× |
|---|---|---|---|---|---|
| Bear Case (5%) | $134 | $148 | $162 | $175 | $189 |
| Conservative (7%) | $138 | $152 | $166 | $180 | $194 |
| Base Case (11.2%) | $143 | $157 | $172 | $187 | $202 |
| Bull Case (15%) | $148 | $163 | $178 | $193 | $209 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 26.19 | 15.12 | 10.76 | 73.00 | 26.39 |
| EV/EBIT | 17.22 | 14.20 | 9.33 | 32.32 | 8.81 |
| EV/EBITDA | 9.56 | 6.49 | 4.44 | 20.91 | 6.69 |
| P/FCF | 111.18 | 7.96 | 3.83 | 424.96 | 209.22 |
| P/FFO | 9.13 | 9.19 | 3.69 | 15.64 | 5.12 |
| P/TBV | 23.19 | 10.42 | 2.90 | 86.34 | 32.29 |
| P/AFFO | 874.74 | 9.91 | 7.13 | 3472.01 | 1731.51 |
| P/B Ratio | 4.01 | 1.99 | 1.15 | 10.73 | 3.98 |
| Div Yield | 0.02 | 0.02 | 0.01 | 0.03 | 0.01 |
| P/S Ratio | 1.42 | 0.93 | 0.55 | 3.23 | 1.02 |
Based on our peer multiples analysis with 24 valuation metrics, the model estimates VST's fair value at $67.69 vs the current price of $155.28, implying -56.4% downside potential. Model verdict: Significantly Overvalued. Confidence: 77/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $67.69 is calculated using four lenses: industry median multiples (40%), historical multiples (30%), forward estimates (20%), and quality-adjusted multiples (10%). Monte Carlo simulation (10,000 iterations) gives a range of $65.40 (P10) to $91.09 (P90), with a median of $77.07.
VST's current P/E of 70.3x compares to the industry median of 23.5x (11 peers in the group). This represents a +199.0% premium to the industry. The historical average P/E is 26.2x over 5 years. Signal: High Premium.
21 analysts cover VST with a consensus rating of Buy. The consensus price target is $227.60 (range: $203.00 — $293.00), implying +46.6% upside from the current price. Grade breakdown: Strong Buy (0), Buy (19), Hold (2), Sell (0), Strong Sell (0).
The model confidence score is 77/100, based on: data completeness (26), peer quality (25), historical depth (20), earnings stability (4), and model agreement (2). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: VST trades at the 8000th percentile of its historical P/E range. A reversion to median (26.2×) would imply significant downside. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk refers to the possibility that VST's current profitability is above its sustainable long-term trend. The model detects a margin Z-score of +0.3σ, meaning margins are 0.3 standard deviations above their historical average. If margins revert to the 5-year mean (3.2%), the model estimates fair value drops by 7880.0% to approximately $33. This isn't a prediction — it's a scenario analysis.
No. This dashboard is a quantitative research tool for educational and informational purposes only. It is not investment advice, a solicitation, or a recommendation to buy, sell, or hold any security. The operator of this platform is not a registered investment advisor (RIA), broker-dealer, or financial planner. All model outputs, fair value estimates, signals, and scenarios are the result of automated quantitative computations and should not be construed as professional financial guidance. You should consult a qualified, licensed financial advisor before making any investment decisions. Past model performance is not indicative of future results.