Valero Energy Stock Market Value
| VLO Stock | USD 200.15 0.00 0.00% |
| Symbol | Valero |
Will Oil & Gas Refining & Marketing sector continue expanding? Could Valero diversify its offerings? Factors like these will boost the valuation of Valero Energy. If investors know Valero will grow in the future, the company's valuation will be higher. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Valero Energy data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth 3.196 | Dividend Share 4.52 | Earnings Share 7.57 | Revenue Per Share | Quarterly Revenue Growth 0.039 |
The market value of Valero Energy is measured differently than its book value, which is the value of Valero that is recorded on the company's balance sheet. Investors also form their own opinion of Valero Energy's value that differs from its market value or its book value, called intrinsic value, which is Valero Energy's true underlying value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Because Valero Energy's market value can be influenced by many factors that don't directly affect Valero Energy's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Valero Energy's value and its price as these two are different measures arrived at by different means. Investors typically determine if Valero Energy is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. Meanwhile, Valero Energy's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Valero Energy 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Valero Energy's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Valero Energy.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Valero Energy on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Valero Energy or generate 0.0% return on investment in Valero Energy over 90 days. Valero Energy is related to or competes with Phillips, Marathon Petroleum, TC Energy, MPLX LP, Eni SPA, Kinder Morgan, and Schlumberger. Valero Energy Corporation manufactures, markets, and sells transportation fuels and petrochemical products in the United... More
Valero Energy Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Valero Energy's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Valero Energy upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.0617 | |||
| Maximum Drawdown | 12.66 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 4.06 |
Valero Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valero Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valero Energy's standard deviation. In reality, there are many statistical measures that can use Valero Energy historical prices to predict the future Valero Energy's volatility.| Risk Adjusted Performance | 0.0807 | |||
| Jensen Alpha | 0.1725 | |||
| Total Risk Alpha | 0.0309 | |||
| Sortino Ratio | 0.0813 | |||
| Treynor Ratio | 0.4029 |
Valero Energy February 16, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.0807 | |||
| Market Risk Adjusted Performance | 0.4129 | |||
| Mean Deviation | 1.66 | |||
| Semi Deviation | 1.62 | |||
| Downside Deviation | 1.76 | |||
| Coefficient Of Variation | 1087.22 | |||
| Standard Deviation | 2.31 | |||
| Variance | 5.35 | |||
| Information Ratio | 0.0617 | |||
| Jensen Alpha | 0.1725 | |||
| Total Risk Alpha | 0.0309 | |||
| Sortino Ratio | 0.0813 | |||
| Treynor Ratio | 0.4029 | |||
| Maximum Drawdown | 12.66 | |||
| Value At Risk | (3.05) | |||
| Potential Upside | 4.06 | |||
| Downside Variance | 3.08 | |||
| Semi Variance | 2.62 | |||
| Expected Short fall | (2.03) | |||
| Skewness | 1.18 | |||
| Kurtosis | 3.19 |
Valero Energy Backtested Returns
As of now, Valero Stock is very steady. Valero Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0742, which indicates the firm had a 0.0742 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Valero Energy, which you can use to evaluate the volatility of the company. Please validate Valero Energy's Semi Deviation of 1.62, coefficient of variation of 1087.22, and Risk Adjusted Performance of 0.0807 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Valero Energy has a performance score of 5 on a scale of 0 to 100. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Valero Energy's returns are expected to increase less than the market. However, during the bear market, the loss of holding Valero Energy is expected to be smaller as well. Valero Energy right now has a risk of 2.27%. Please validate Valero Energy value at risk, as well as the relationship between the kurtosis and price action indicator , to decide if Valero Energy will be following its existing price patterns.
Auto-correlation | -0.67 |
Very good reverse predictability
Valero Energy has very good reverse predictability. Overlapping area represents the amount of predictability between Valero Energy time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Valero Energy price movement. The serial correlation of -0.67 indicates that around 67.0% of current Valero Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 82.68 |
Pair Trading with Valero Energy
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Valero Energy position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Valero Energy will appreciate offsetting losses from the drop in the long position's value.Moving together with Valero Stock
Moving against Valero Stock
| 0.82 | ALD | Ampol Earnings Call This Week | PairCorr |
| 0.7 | VEA | Viva Energy Group | PairCorr |
| 0.62 | CLZ | Ampol Limited Earnings Call This Week | PairCorr |
| 0.57 | GEVO | Gevo Inc | PairCorr |
| 0.37 | CVI | CVR Energy | PairCorr |
The ability to find closely correlated positions to Valero Energy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Valero Energy when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Valero Energy - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Valero Energy to buy it.
The correlation of Valero Energy is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Valero Energy moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Valero Energy moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Valero Energy can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out Valero Energy Correlation, Valero Energy Volatility and Valero Energy Performance module to complement your research on Valero Energy. To learn how to invest in Valero Stock, please use our How to Invest in Valero Energy guide.You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.
Valero Energy technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.