Valero Energy Corporation
VLO · Energy · · USDFahodi Score HOLD Mid-term (Position)
60
/ 100
Technical
60
Trend & RS
79
Momentum
64
Fundamental
78
Macro
22
Liquidity
62
| Component | Score | Weight |
|---|---|---|
| Technical | 60.0 | 20% |
| Trend & RS | 78.8 | 30% |
| Momentum | 63.5 | 15% |
| Fundamental | 77.8 | 10% |
| Macro | 22.5 | 20% |
| Liquidity | 61.7 | 5% |
Trade Setup
| Entry | 351.23 |
| Stop Loss | 312.49 (11.0%) |
| Target 1 (1:1) | 389.97 (+11.0%) |
| Target 2 (2:1) | 428.71 (+22.1%) |
| ATR(14) | 19.37 (5.5%) |
| Risk per Share | 38.74 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 80.9 | +1.24 | |
| Momentum | 63.5 | +0.54 | |
| Quality | 57.5 | +0.30 | |
| Composite | 67.3 | ||
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
Insufficient Data
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) | 75,371,232,360 |
| Terminal Value PV | 306,830,699,846 |
| Total Enterprise Value | 382,201,932,206 |
Assumptions
| Base FCF | 9,810,038,833 |
| 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
39.77%
Full Kelly
19.89%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 60/100. Estimated win rate 58%, avg win 8.6%, avg loss 3.8%. 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
3
Bullish Signals
2
Bearish Signals
32.37
RSI(14)
-9.8924
MACD
Relative Strength (RS) NEUTRAL
96
/ 99
RS Rating
✓ O'Neil PASS (≥80)
| RS vs SPY | → FLAT (+22.7% vs SPY 3M) |
| RS vs Sector | OUTPERFORMING (Energy) |
| RS New High | No (16d since high) |
| Sector Outperformance | +7.3% (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 | 32.37 | NEUTRAL |
| Macd | -9.8924 | BEARISH |
| Ma Cross | 399.66 / 288.33 | GOLDEN CROSS |
| Trend Short | BELOW SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | LOWER BAND | |
| Volume | 1.27x | NORMAL |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 461.52 |
| Bollinger Upper | 477.58 |
| SMA(200) | 288.33 |
| SMA(50) | 399.66 |
| SMA(20) | 414.81 |
| Current Price | 351.23 |
| Bollinger Lower | 352.05 |
| 52-Week Low | 159.90 |
| ATR(14) | 19.37 |
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 |
|---|---|---|---|
| 2026-10-30 | Normal | 1.38x | Normal bar — no special VSA pattern |
| 2026-11-02 | Normal | 1.4x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.93x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.86x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.27x | Normal bar — no special VSA pattern |
Ichimoku Cloud BEARISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 391.73 | Below Kijun |
| Kijun-sen (26) | 404.38 | Base line |
| Senkou A | 398.06 | Leading span A |
| Senkou B | 398.26 | Leading span B |
| Cloud | 398.06 – 398.26 | Bearish (Red) |
| Price vs Cloud | 351.23 | Below Cloud |
| Chikou Span | 408.46 | Bearish |
| Alignment Score | 0/4 | BEARISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BEARISH
BB: 352.05 – 477.58 | KC: 385.22 – 444.41
Divergences (last 60 bars)
| Type | Indicator | Bars Ago | Strength |
|---|---|---|---|
| Regular Bearish | RSI | 17 |
Anchored VWAP
VWAP: 271.94
Anchor: 2025-12-17 (52w Low)
ABOVE AVWAP
+29.2%
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)