Valero Energy Corporation
VLO · Energy · · USDFahodi Score BUY Long-term (Investment)
68
/ 100
Technical
50
Trend & RS
79
Momentum
63
Fundamental
89
Macro
24
Liquidity
62
| Component | Score | Weight |
|---|---|---|
| Technical | 50.0 | 10% |
| Trend & RS | 78.8 | 10% |
| Momentum | 63.3 | 5% |
| Fundamental | 88.9 | 40% |
| Macro | 23.8 | 15% |
| Liquidity | 61.7 | 20% |
Trade Setup
| Entry | 350.51 |
| Stop Loss | 313.68 (10.5%) |
| Target 1 (1:1) | 387.36 (+10.5%) |
| Target 2 (2:1) | 424.19 (+21.0%) |
| ATR(14) | 18.42 (5.3%) |
| Risk per Share | 36.84 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 83.8 | +1.35 | |
| Momentum | 63.3 | +0.53 | |
| Quality | 57.5 | +0.30 | |
| Composite | 68.2 | ||
Quality Scores
Piotroski F-Score
7
/9 —
Strong
✓
✓
✗
✗
✓
✓
✓
✓
✓
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
10.22
—
Safe Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Fair Value
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 8.0 | 10.0 | -20% below |
| P/B Ratio | 3.5 | 1.5 | Above |
| Dividend Yield | 1.4% | 4.0% | Below avg |
Comparing against Energy median multiples.
Intrinsic Value (DCF) Significantly Undervalued
Intrinsic Value
1370.47
vs
Market Price
351.23
Upside
+290.2%
| Margin of Safety | +74.4% |
| Stage 1 PV (5yr FCF) | 75,371,223,302 |
| Terminal Value PV | 306,830,662,970 |
| Total Enterprise Value | 382,201,886,272 |
Assumptions
| Base FCF | 9,810,037,654 |
| Growth Rate (5yr) | 25.0% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
44.22%
Full Kelly
22.11%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 68/100. Estimated win rate 60%, avg win 9.0%, avg loss 3.6%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary BUY
2
Bullish Signals
2
Bearish Signals
32.21
RSI(14)
-12.347
MACD
Relative Strength (RS) NEUTRAL
96
/ 99
RS Rating
✓ O'Neil PASS (≥80)
| RS vs SPY | → FLAT (+16.3% vs SPY 3M) |
| RS vs Sector | OUTPERFORMING (Energy) |
| RS New High | No (17d since high) |
| Sector Outperformance | +5.8% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
NEUTRAL:
In line with the market — no strong outperformance or underperformance.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 32.21 | NEUTRAL |
| Macd | -12.347 | BEARISH |
| Ma Cross | 399.73 / 289.16 | GOLDEN CROSS |
| Trend Short | BELOW SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 0.02x | LOW |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 461.52 |
| Bollinger Upper | 478.92 |
| SMA(200) | 289.16 |
| SMA(50) | 399.73 |
| SMA(20) | 410.65 |
| Current Price | 351.23 |
| Bollinger Lower | 342.38 |
| 52-Week Low | 159.90 |
| ATR(14) | 18.42 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
MARKDOWN
Confidence
43%
Sign of Weakness
Acc: 1.0 |
Dist: 1.0 |
Markup: 0.0 |
Markdown: 1.5
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-11-02 | Normal | 1.48x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.98x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.97x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.34x | Normal bar — no special VSA pattern |
| 2026-11-06 | No Demand | 0.02x | Low volume, narrow spread, weak close — no buying interest |
Ichimoku Cloud BEARISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 385.25 | Below Kijun |
| Kijun-sen (26) | 404.38 | Base line |
| Senkou A | 394.82 | Leading span A |
| Senkou B | 398.26 | Leading span B |
| Cloud | 394.82 – 398.26 | Bearish (Red) |
| Price vs Cloud | 350.51 | Below Cloud |
| Chikou Span | 406.30 | Bearish |
| Alignment Score | 0/4 | BEARISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BEARISH
BB: 342.38 – 478.92 | KC: 382.31 – 438.99
Divergences (last 60 bars)
| Type | Indicator | Bars Ago | Strength |
|---|---|---|---|
| Regular Bearish | RSI | 18 |
Anchored VWAP
VWAP: 271.95
Anchor: 2025-12-17 (52w Low)
ABOVE AVWAP
+28.9%
Heikin-Ashi Trend
BEARISH
Full data via /api/advanced/VLO
Valuation
| Metric | Value |
|---|---|
| Market Cap | 97.95B |
| P/E (TTM) | 7.99 |
| Forward P/E | N/A |
| P/B | 3.50 |
| EPS | 43.97 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 46.5% |
| Profit Margin | 8.8% |
| ROE | 46.9% |
| Debt/Equity | 35.39 |
| Current Ratio | 1.72 |
| Dividend Yield | 1.4% |
| Payout Ratio | N/A |
| Beta | 0.55 |
Trading Data
351.23
Open
351.23
Day High
351.23
Day Low
3.88M
Volume (1.3x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)