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VLO

Valero Energy Corporation Energy As of 2026-07-31 Updated daily after market close

quality needs a look, premium valuation.

2 active signals

Top-quintile 6-month momentum EPS surprise beat

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

Is Valero Energy Corporation a buy? Fundamentals and valuation first

Quality is weaker than peers. Operating margin is only around the 45th percentile. TTM ROE is about 17.6%.
Valuation is expensive. TTM P/E is in the 76th percentile, above most peers.
Recent volatility is moderate. 60-day annualized volatility is near the 40th percentile. Average 20-day dollar volume is about $769.3M.
Signals are active now. Top-quintile 6-month momentum, EPS surprise beat currently holds; the tables below show what followed in this stock’s own history.

Historical evidence

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 94.63829787234043%

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

21 historical occurrences (since 2016-12-09)

120 days after: historical avg -1.1%

20-day -0.14%

60-day -2.32%

120-day -1.1%

20-day

60-day

120-day

Win

42.9%

55%

42.1%

Sample

Median

-0.73%

+0.52%

-4.7%

Excess

-0.85%

-5.73%

-5.8%

Beat mkt rate

47.6%

25%

31.6%

Over 19 occurrences, 120-day forward avg declined 1.1%, lagged the market by 5.8 pts; win rate 42.1%.

EPS surprise beat

Active · now 24.03560830860534%

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

40 historical occurrences (since 2015-01-29)

120 days after: historical avg +8.8%

20-day +1.85%

60-day +4.36%

120-day +8.8%

20-day

60-day

120-day

Win

50%

61.1%

68.6%

Sample

Median

+0.51%

+4.49%

+9.91%

Excess

+1%

+1.47%

+2.69%

Beat mkt rate

50%

55.6%

48.6%

Over 35 occurrences, 120-day forward avg gained 8.8%, beat the market by 2.69 pts; win rate 68.6%.

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.

0-20 +23.3%

20-40 -5.6%

40-60 +37.3%

60-80 +89.1%

80-100 +76.5% Now

PE percentile band	Sample days	240-day avg return	Median	Win rate	Avg excess (vs index)
0-20	413	+23.3%	+10.4%	76.8%	-0.7%
20-40	172	-5.6%	-9.3%	26.7%	-18.3%
40-60	84	+37.3%	+31.7%	92.9%	+22%
60-80	112	+89.1%	+62%	95.5%	+72.9%
80-100 You are here	250	+76.5%	+83.4%	88.4%	+61.8%

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 22.72, placing it in the 81.8 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

+0.4%

Win rate 52.7% Excess -10.8%

260d

-4.9%

Win rate 36.5% Excess -12.3%

52d

Now

+34.2%

Win rate 95.5% Excess +26.4%

311d

60-day momentum down

+9%

Win rate 69.8% Excess -1.3%

248d

+16.3%

Win rate 39.6% Excess +10.1%

149d

+70.9%

Win rate 90.8% Excess +53.2%

131d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 311 historical days, 120-day forward avg gained 34.2%, win rate 95.5%, beat the market by 26.4%.

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 97,878 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.26%, a 58.3% positive-return rate, and +2.90 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.

17 times historically; 60-day forward avg +7.52%, win rate 66.7%, beating the market by +5.66 pts on average.

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.

5 times historically; 60-day forward avg +2.18%, win rate 20%, beating the market by +7.59 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.