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DK Delek US Holdings, Inc.

Energy

quality needs a look, discounted valuation.

Quality
Weak
Valuation
Cheaper
Key signals
52-week adjusted-price high Top-quintile 6-month momentum
71.86

Is Delek US Holdings, Inc. a buy? Fundamentals and valuation first

  • Quality is weaker than peers. Operating margin is only around the 42th percentile. TTM ROE is about -97.9%.

  • Valuation is cheaper than most peers. TTM P/E is in the 4th percentile, lower than most liquid US common stocks.

  • Recent volatility is moderate. 60-day annualized volatility is near the 63th percentile. Average 20-day dollar volume is about $108.3M.

  • Signals are active now. 52-week adjusted-price high, Top-quintile 6-month momentum currently holds; the tables below show what followed in this stock’s own history.

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Historical evidence

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 2017-01-03)
Average forward return after 52-week adjusted-price high。20-day: Win 46.7%, Sample 15, Median -0.77%, Excess +1.85%, Beat mkt rate 53.3%；60-day: Win 64.3%, Sample 14, Median +4.65%, Excess +3.28%, Beat mkt rate 57.1%；120-day: Win 69.2%, Sample 13, Median +12.7%, Excess +6.76%, Beat mkt rate 53.8%

120 days after: historical avg +12.95%

20-day +2.17%
60-day +7.72%
120-day +12.95%
20-day
60-day
120-day
Win
46.7%
64.3%
69.2%
Sample
15
14
13
Median
-0.77%
+4.65%
+12.7%
Excess
+1.85%
+3.28%
+6.76%
Beat mkt rate
53.3%
57.1%
53.8%

Over 13 occurrences, 120-day forward avg gained 12.95%, beat the market by 6.76 pts; win rate 69.2%.

Top-quintile 6-month momentum

Active · now 93.1472081218274%

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

19 historical occurrences (since 2016-10-04)
Average forward return after Top-quintile 6-month momentum。20-day: Win 57.9%, Sample 19, Median +6.3%, Excess +4.71%, Beat mkt rate 52.6%；60-day: Win 63.2%, Sample 19, Median +17.17%, Excess +10.33%, Beat mkt rate 57.9%；120-day: Win 66.7%, Sample 18, Median +22.59%, Excess +12.93%, Beat mkt rate 55.6%

120 days after: historical avg +23.29%

20-day +5.97%
60-day +15.3%
120-day +23.29%
20-day
60-day
120-day
Win
57.9%
63.2%
66.7%
Sample
19
19
18
Median
+6.3%
+17.17%
+22.59%
Excess
+4.71%
+10.33%
+12.93%
Beat mkt rate
52.6%
57.9%
55.6%

Over 18 occurrences, 120-day forward avg gained 23.29%, beat the market by 12.93 pts; win rate 66.7%.

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 14Insufficient data
20-40 0Insufficient data
40-60 0Insufficient 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 126.91, placing it in the 96.9 own-history percentile, inside the 80-100 bucket.

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
+21.7%
Win rate 100% Excess +5.7%
31d
Insufficient data
(8d)
Insufficient data
(0d)
60-day momentum down
+16.5%
Win rate 93.2% Excess +0.3%
73d
Insufficient data
(18d)
Now
Insufficient data
(4d)

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 97,896 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.24%, a 58.1% positive-return rate, and +2.89 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.

Filed revenue acceleration

Pending

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

7 times historically; 60-day forward avg +3.95%, win rate 42.9%, beating the market by +5.68 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 +11.76%, win rate 66.7%, beating the market by +8.53 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.