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VLO Valero Energy Corporation

Energy

381.46 -18.20 -4.55% Close 11/2
Since 2024-12-02 +198.8%
Open
392.68
High
396.03
Low
380.54
Prev close
399.66
Volume
4.2M
Amplitude
3.88%
P/E
9.0
P/B
4.0
Revenue YoY (TTM)
+19.3%
52W 159.90 461.52

Is Valero Energy Corporation a buy? Fundamentals and valuation first

As of 2026-10-30

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

Valuation Fair Free-cash-flow yield is Top, but Price / book is Pricey.
TTM P/E 8.99 22th percentile Fair
Price / book 3.98 78th percentile Pricey
Free-cash-flow yield (%) 13.51 87th percentile Top
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good ROE, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 46.28 91th percentile Top
Operating margin, TTM (%) 11.97 59th percentile Good
FCF margin, TTM (%) 10.25 61th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Strong Diluted EPS growth, TTM YoY is Top; Revenue growth, TTM YoY is Good.
Revenue growth, TTM YoY (%) 19.33 73th percentile Good
Diluted EPS growth, TTM YoY (%) 826.46 96th percentile Top
Momentum Strong All 2 indicators are Top.
60-day return (%) 31.91 96th percentile Top
240-day return (%) 124.67 97th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 1,111,514,922 99th percentile Top
60-day annualized volatility (%) 40.5 46th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Valero Energy Corporation (VLO) 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 Valero Energy Corporation to every stock like it

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

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Valero Energy Corporation (VLO) peers and tracking

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Valero Energy Corporation (VLO) 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 93.63%

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
22 historical occurrences (since 2016-12-09)

Average forward return after Top-quintile 6-month momentum

20-day: Win 54.5%, Sample 22, Median +0.87%, Excess +0.85%, Beat mkt rate 45.5%

60-day: Win 54.5%, Sample 22, Median +1.86%, Excess -3.02%, Beat mkt rate 31.8%

120-day: Win 45.5%, Sample 22, Median -2.56%, Excess +1.81%, Beat mkt rate 40.9%

120 days after: historical avg +7.41%

20-day +1.66%
60-day +0.74%
120-day +7.41%
20-day
60-day
120-day
Win
54.5%
54.5%
45.5%
Sample
22
22
22
Median
+0.87%
+1.86%
-2.56%
Excess
+0.85%
-3.02%
+1.81%
Beat mkt rate
45.5%
31.8%
40.9%

Over 22 occurrences, 120-day forward avg gained 7.41%, beat the market by 1.81 pts; win rate 45.5%.

Filed revenue acceleration

Active · now 19.33%

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 2018-08-06)

Average forward return after Filed revenue acceleration

20-day: Win 60%, Sample 5, Median +4.66%, Excess +0.89%, Beat mkt rate 60%

60-day: Win 40%, Sample 5, Median -4.89%, Excess +8.43%, Beat mkt rate 60%

120-day: Win 60%, Sample 5, Median +9.15%, Excess +14.03%, Beat mkt rate 60%

120 days after: historical avg +10.53%

20-day +1.34%
60-day +3.02%
120-day +10.53%
20-day
60-day
120-day
Win
60%
40%
60%
Sample
5
5
5
Median
+4.66%
-4.89%
+9.15%
Excess
+0.89%
+8.43%
+14.03%
Beat mkt rate
60%
60%
60%

Over 5 occurrences, 120-day forward avg gained 10.53%, beat the market by 14.03 pts; win rate 60%.

EPS surprise beat

Active · now 12.9%

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

PEAD: Post-Earnings Announcement Drift Backtest
41 historical occurrences (since 2015-01-29)

Average forward return after EPS surprise beat

20-day: Win 56.8%, Sample 37, Median +1.76%, Excess +2.2%, Beat mkt rate 56.8%

60-day: Win 64.9%, Sample 37, Median +5.83%, Excess +3.29%, Beat mkt rate 59.5%

120-day: Win 75%, Sample 36, Median +12.33%, Excess +6.59%, Beat mkt rate 52.8%

120 days after: historical avg +12.76%

20-day +3.09%
60-day +6.2%
120-day +12.76%
20-day
60-day
120-day
Win
56.8%
64.9%
75%
Sample
37
37
36
Median
+1.76%
+5.83%
+12.33%
Excess
+2.2%
+3.29%
+6.59%
Beat mkt rate
56.8%
59.5%
52.8%

Over 36 occurrences, 120-day forward avg gained 12.76%, beat the market by 6.59 pts; win rate 75%.

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)
0-20 413+29.3% +13.3% 84.7% +5.3%
20-40 You are here172-2.2% -6.4% 30.2% -14.9%
40-60 84+42% +36% 94% +26.7%
60-80 112+103% +69.4% 97.3% +86.7%
80-100 314+99.2% +104.8% 91.7% +84.2%

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 8.99, placing it in the 32.6 own-history percentile, inside the 20-40 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
Now
+2.1%
Win rate 55.6% Excess -9.1%
266d
-3.5%
Win rate 39% Excess -10.6%
59d
+43.6%
Win rate 97.9% Excess +34.8%
385d
60-day momentum down
+10.9%
Win rate 72.3% Excess +0.6%
242d
+21.4%
Win rate 44.4% Excess +15.2%
142d
+84.9%
Win rate 90.1% Excess +67.1%
121d

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 266 historical days, 120-day forward avg gained 2.1%, win rate 55.6%, lagged the market by 9.1%.

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.

52-week adjusted-price high

Pending

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

21 times historically; 60-day forward avg +11.79%, win rate 65%, beating the market by +8.74 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.