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DK Delek US Holdings, Inc.

Energy

75.08

Close 10/19

P/E
21.1
P/B
10.9
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Is Delek US Holdings, Inc. a buy? Fundamentals and valuation first

As of 2026-10-19

Quality: Good, Momentum: Strong, Risk / liquidity: Good; Valuation: Pricey, Growth: Weak.

Valuation Pricey Free-cash-flow yield is Top, but Price / book is Expensive.
TTM P/E 21.09 54th percentile Pricey
Price / book 10.88 93th percentile Expensive
Free-cash-flow yield (%) 14.9 89th percentile Top
Quality Good ROE, TTM is Top, but Operating margin, TTM is Average.
ROE, TTM (%) 53.11 92th percentile Top
Operating margin, TTM (%) 5.72 47th percentile Average
FCF margin, TTM (%) 5.68 53th percentile Good
Growth Weak Revenue growth, TTM YoY is Good, but Diluted EPS growth, TTM YoY is Lagging.
Revenue growth, TTM YoY (%) 11.4 64th percentile Good
Diluted EPS growth, TTM YoY (%) -128.99 15th percentile Lagging
Momentum Strong All 2 indicators are Top.
60-day return (%) 19.26 90th percentile Top
240-day return (%) 97.27 95th percentile Top
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 151,234,078 91th percentile Top
60-day annualized volatility (%) 55.98 60th percentile Average

Delek US Holdings, Inc. (DK) today

2 quant signals active · As of 2026-10-19

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.

Delek US Holdings, Inc. (DK) peers and tracking

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Delek US Holdings, Inc. (DK) quant signal backtests

Signals active now

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

Top-quintile 6-month momentum

Active · now 97.28%

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

21 historical occurrences (since 2016-09-13)

Average forward return after Top-quintile 6-month momentum

20-day: Win 61.9%, Sample 21, Median +7.44%, Excess +5.73%, Beat mkt rate 61.9%

60-day: Win 61.9%, Sample 21, Median +19.8%, Excess +13.98%, Beat mkt rate 57.1%

120-day: Win 65%, Sample 20, Median +25.09%, Excess +17.23%, Beat mkt rate 60%

120 days after: historical avg +26.68%

20-day +7.46%
60-day +19.02%
120-day +26.68%
20-day
60-day
120-day
Win
61.9%
61.9%
65%
Sample
21
21
20
Median
+7.44%
+19.8%
+25.09%
Excess
+5.73%
+13.98%
+17.23%
Beat mkt rate
61.9%
57.1%
60%

Over 20 occurrences, 120-day forward avg gained 26.68%, beat the market by 17.23 pts; win rate 65%.

Filed revenue acceleration

Active · now 11.4%

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

8 historical occurrences (since 2018-05-10)

Average forward return after Filed revenue acceleration

20-day: Win 62.5%, Sample 8, Median +14.35%, Excess +5.69%, Beat mkt rate 62.5%

60-day: Win 42.9%, Sample 7, Median -2.09%, Excess +6.1%, Beat mkt rate 42.9%

120-day: Win 57.1%, Sample 7, Median +5.73%, Excess +4.84%, Beat mkt rate 57.1%

120 days after: historical avg +1.48%

20-day +5.67%
60-day +4.37%
120-day +1.48%
20-day
60-day
120-day
Win
62.5%
42.9%
57.1%
Sample
8
7
7
Median
+14.35%
-2.09%
+5.73%
Excess
+5.69%
+6.1%
+4.84%
Beat mkt rate
62.5%
42.9%
57.1%

Over 7 occurrences, 120-day forward avg gained 1.48%, beat the market by 4.84 pts; win rate 57.1%.

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 27Insufficient data
20-40 32+265% +271.9% 100% +174.8%
40-60 8Insufficient data
60-80 0Insufficient data
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 21.09, placing it in the 83.8 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
+25.1%
Win rate 100% Excess +9%
31d
Insufficient data
(9d)
Now
Insufficient data
(23d)
60-day momentum down
+19.5%
Win rate 97.3% Excess +3.3%
73d
Insufficient data
(17d)
+189.6%
Win rate 100% Excess +131.8%
34d

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 98,704 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.47%, a 58.5% positive-return rate, and +3.12 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.

52-week adjusted-price high

Pending

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

15 times historically; 60-day forward avg +11.12%, win rate 66.7%, beating the market by +6.88 pts on average.

EPS surprise beat

Pending

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

31 times historically; 60-day forward avg +12.65%, win rate 70%, beating the market by +9.46 pts on average.

Continue researching Delek US Holdings, Inc. with the evidence above.

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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.