Valero Energy (Mexico) Market Value

VLO Stock  MXN 2,622  140.00  5.07%   
Valero Energy's market value is the price at which a share of Valero Energy trades on a public exchange. It measures the collective expectations of Valero Energy investors about its performance. Valero Energy is trading at 2622.00 as of the 5th of March 2025; that is 5.07% down since the beginning of the trading day. The stock's open price was 2762.0.
With this module, you can estimate the performance of a buy and hold strategy of Valero Energy and determine expected loss or profit from investing in Valero Energy over a given investment horizon. Check out Valero Energy Correlation, Valero Energy Volatility and Valero Energy Alpha and Beta module to complement your research on Valero Energy.
For more information on how to buy Valero Stock please use our How to Invest in Valero Energy guide.
Symbol

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. However, Valero Energy's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
09/06/2024
No Change 0.00  0.0 
In 5 months and 30 days
03/05/2025
0.00
If you would invest  0.00  in Valero Energy on September 6, 2024 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 180 days. Valero Energy is related to or competes with Grupo Industrial, GMxico Transportes, Grupo Carso, United Airlines, Grupo Sports, Southern Copper, and McEwen Mining. Valero Energy Corporation operates as an independent petroleum refining and ethanol producing company in the United Stat... 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.

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.
Hype
Prediction
LowEstimatedHigh
2,6192,6222,625
Details
Intrinsic
Valuation
LowRealHigh
2,4352,4382,884
Details

Valero Energy Backtested Returns

Valero Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0336, which indicates the firm had a -0.0336 % return per unit of risk over the last 3 months. Valero Energy exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Valero Energy's Variance of 9.04, risk adjusted performance of (0.02), and Coefficient Of Variation of (3,118) to confirm the risk estimate we provide. The entity has a beta of 0.74, 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. At this point, Valero Energy has a negative expected return of -0.11%. Please make sure to validate Valero Energy's kurtosis, and the relationship between the treynor ratio and day median price , to decide if Valero Energy performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.39  

Below average predictability

Valero Energy has below average predictability. Overlapping area represents the amount of predictability between Valero Energy time series from 6th of September 2024 to 5th of December 2024 and 5th of December 2024 to 5th of March 2025. 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 0.39 indicates that just about 39.0% of current Valero Energy price fluctuation can be explain by its past prices.
Correlation Coefficient0.39
Spearman Rank Test0.47
Residual Average0.0
Price Variance36.3 K

Valero Energy lagged returns against current returns

Autocorrelation, which is Valero Energy stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Valero Energy's stock expected returns. We can calculate the autocorrelation of Valero Energy returns to help us make a trade decision. For example, suppose you find that Valero Energy has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
   Current and Lagged Values   
       Timeline  

Valero Energy regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Valero Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valero Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valero Energy stock over time.
   Current vs Lagged Prices   
       Timeline  

Valero Energy Lagged Returns

When evaluating Valero Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valero Energy stock have on its future price. Valero Energy autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Valero Energy autocorrelation shows the relationship between Valero Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Valero Energy.
   Regressed Prices   
       Timeline  

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Additional 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.