Valero Energy Stock Alpha and Beta Analysis
| VLO Stock | USD 163.89 1.40 0.86% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Valero Energy. It also helps investors analyze the systematic and unsystematic risks associated with investing in Valero Energy over a specified time horizon. Remember, high Valero Energy's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Valero Energy's market risk premium analysis include:
Beta 0.88 | Alpha 0.31 | Risk 1.65 | Sharpe Ratio 0.24 | Expected Return 0.4 |
Valero Energy Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Valero |
Valero Energy Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Valero Energy market risk premium is the additional return an investor will receive from holding Valero Energy long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Valero Energy. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Valero Energy's performance over market.| α | 0.31 | β | 0.88 |
Valero Energy expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Valero Energy's Buy-and-hold return. Our buy-and-hold chart shows how Valero Energy performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Valero Energy Market Price Analysis
Market price analysis indicators help investors to evaluate how Valero Energy stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Valero Energy shares will generate the highest return on investment. By understating and applying Valero Energy stock market price indicators, traders can identify Valero Energy position entry and exit signals to maximize returns.
Valero Energy Return and Market Media
The median price of Valero Energy for the period between Sat, Jan 20, 2024 and Fri, Apr 19, 2024 is 144.44 with a coefficient of variation of 11.23. The daily time series for the period is distributed with a sample standard deviation of 17.04, arithmetic mean of 151.69, and mean deviation of 15.24. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Valero Energy dividend paid on 4th of March 2024 | 03/04/2024 |
1 | Scheffler back to work in Houston Open. Final week for Masters invitations to top 50 | 03/26/2024 |
2 | Valero Energy stock PT raised by Piper Sandler on refined earnings outlook | 04/03/2024 |
3 | Akshay Bhatias surprise Masters bid is proof someone is growing the game | 04/09/2024 |
4 | Valero Energy Corporation Is a Trending Stock Facts to Know Before Betting on It | 04/10/2024 |
5 | Spotlight on Valero Energy Analyzing the Surge in Options Activity | 04/11/2024 |
6 | Valero Energy Dips More Than Broader Market What You Should Know | 04/12/2024 |
7 | Are Investors Undervaluing Valero Energy Right Now | 04/15/2024 |
8 | Pro-Palestinian protesters paralyse roads in US cities over Israel attacks | 04/16/2024 |
9 | Valero Energy Expected to Beat Earnings Estimates What to Know Ahead of Q1 Release | 04/18/2024 |
About Valero Energy Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Valero or other stocks. Alpha measures the amount that position in Valero Energy has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0312 | 0.0316 | 0.0188 | Price To Sales Ratio | 0.28 | 0.32 | 0.34 |
Valero Energy Upcoming Company Events
As portrayed in its financial statements, the presentation of Valero Energy's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Valero Energy's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Valero Energy's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Valero Energy. Please utilize our Beneish M Score to check the likelihood of Valero Energy's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Valero Energy
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Valero Energy Backtesting, Valero Energy Valuation, Valero Energy Correlation, Valero Energy Hype Analysis, Valero Energy Volatility, Valero Energy History and analyze Valero Energy Performance. To learn how to invest in Valero Stock, please use our How to Invest in Valero Energy guide.You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Valero Stock analysis
When running Valero Energy's price analysis, check to measure Valero Energy's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Valero Energy is operating at the current time. Most of Valero Energy's value examination focuses on studying past and present price action to predict the probability of Valero Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valero Energy's price. Additionally, you may evaluate how the addition of Valero Energy to your portfolios can decrease your overall portfolio volatility.
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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.