Skip to main content

COP ConocoPhillips

Energy

154.03 Close 10/30
Since 2024-12-02 +53.4%
Open
152.48
High
154.28
Low
151.28
Prev close
150.03
Volume
6.5M
Amplitude
2.00%
P/E
20.4
P/B
2.8
Revenue YoY (TTM)
+10.2%
52W 85.57 154.28

Is ConocoPhillips a buy? Fundamentals and valuation first

As of 2026-10-30

Valuation: Fair, Quality: Good, Growth: Good, Momentum: Strong, Risk / liquidity: Strong.

Valuation Fair Free-cash-flow yield is Top, but Price / book is Pricey.
TTM P/E 20.4 54th percentile Pricey
Price / book 2.83 70th percentile Pricey
Free-cash-flow yield (%) 12.18 85th percentile Top
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good FCF margin, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 14.2 75th percentile Good
Operating margin, TTM (%) 22.2 74th percentile Good
FCF margin, TTM (%) 35.47 89th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 10.21 61th percentile Good
Diluted EPS growth, TTM YoY (%) 1.34 56th percentile Good
Momentum Strong All 2 indicators are Top.
60-day return (%) 32.79 96th percentile Top
240-day return (%) 73.85 92th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 797,976,148 98th percentile Top
60-day annualized volatility (%) 29.2 33th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

ConocoPhillips (COP) today

3 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From ConocoPhillips to every stock like it

AI finds several complementary traits of ConocoPhillips across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like ConocoPhillips

ConocoPhillips (COP) peers and tracking

Watchlist

This page refreshes daily after the close. Add ConocoPhillips to your watchlist to track signal changes on your next visit.

ConocoPhillips (COP) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

52-week adjusted-price high

Active

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

15 historical occurrences (since 2017-11-01)

Average forward return after 52-week adjusted-price high

20-day: Win 78.6%, Sample 14, Median +5.6%, Excess +5.83%, Beat mkt rate 64.3%

60-day: Win 61.5%, Sample 13, Median +7.53%, Excess +2.06%, Beat mkt rate 53.8%

120-day: Win 69.2%, Sample 13, Median +21.17%, Excess +12.73%, Beat mkt rate 69.2%

120 days after: historical avg +14.68%

20-day +6.94%
60-day +4.79%
120-day +14.68%
20-day
60-day
120-day
Win
78.6%
61.5%
69.2%
Sample
14
13
13
Median
+5.6%
+7.53%
+21.17%
Excess
+5.83%
+2.06%
+12.73%
Beat mkt rate
64.3%
53.8%
69.2%

Over 13 occurrences, 120-day forward avg gained 14.68%, beat the market by 12.73 pts; win rate 69.2%.

Top-quintile 6-month momentum

Active · now 81.32%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
23 historical occurrences (since 2017-12-22)

Average forward return after Top-quintile 6-month momentum

20-day: Win 54.5%, Sample 22, Median +1.54%, Excess +1.71%, Beat mkt rate 59.1%

60-day: Win 68.2%, Sample 22, Median +5.53%, Excess +5.64%, Beat mkt rate 59.1%

120-day: Win 76.2%, Sample 21, Median +19.65%, Excess +13.98%, Beat mkt rate 71.4%

120 days after: historical avg +18.82%

20-day +2.43%
60-day +7.8%
120-day +18.82%
20-day
60-day
120-day
Win
54.5%
68.2%
76.2%
Sample
22
22
21
Median
+1.54%
+5.53%
+19.65%
Excess
+1.71%
+5.64%
+13.98%
Beat mkt rate
59.1%
59.1%
71.4%

Over 21 occurrences, 120-day forward avg gained 18.82%, beat the market by 13.98 pts; win rate 76.2%.

Filed revenue acceleration

Active · now 10.21%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

6 historical occurrences (since 2018-07-31)

Average forward return after Filed revenue acceleration

20-day: Win 50%, Sample 6, Median +0.5%, Excess +2.12%, Beat mkt rate 50%

60-day: Win 66.7%, Sample 6, Median +21.24%, Excess +18.48%, Beat mkt rate 66.7%

120-day: Win 60%, Sample 5, Median +12.07%, Excess +20.04%, Beat mkt rate 60%

120 days after: historical avg +17.77%

20-day +3.28%
60-day +15.76%
120-day +17.77%
20-day
60-day
120-day
Win
50%
66.7%
60%
Sample
6
6
5
Median
+0.5%
+21.24%
+12.07%
Excess
+2.12%
+18.48%
+20.04%
Beat mkt rate
50%
66.7%
60%

Over 5 occurrences, 120-day forward avg gained 17.77%, beat the market by 20.04 pts; win rate 60%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 170+16.2% +16.9% 91.8% -4.8%
20-40 175+13.2% +8.1% 72.6% -1.8%
40-60 358+5.3% -4.7% 36.9% -14.5%
60-80 194-2.4% -14.7% 33% -15.9%
80-100 You are here0Insufficient data

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 20.40, placing it in the 91.2 own-history percentile, inside the 80-100 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
-4.1%
Win rate 29.5% Excess -10.8%
95d
+5.1%
Win rate 58.1% Excess -2.8%
222d
Now
+3.8%
Win rate 57.1% Excess -6.2%
189d
60-day momentum down
+16.8%
Win rate 87.1% Excess +11.3%
163d
+3%
Win rate 45.3% Excess -6.1%
333d
Insufficient data
(15d)

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 189 historical days, 120-day forward avg gained 3.8%, win rate 57.1%, lagged the market by 6.2%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest

25 times historically; 60-day forward avg +6.84%, win rate 52.2%, beating the market by +2.64 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.