Valero Energy (Germany) Performance
| V1L Stock | 119.86 0.32 0.27% |
The entity has a beta of 0.36, 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 Corp has a negative expected return of -0.11%. Please make sure to validate Valero Energy's semi variance, day median price, and the relationship between the value at risk and kurtosis , to decide if Valero Energy Corp performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Valero Energy Corp has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest uncertain performance, the Stock's basic indicators remain stable and the newest uproar on Wall Street may also be a sign of mid-term gains for the firm private investors. ...more
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Valero Energy Relative Risk vs. Return Landscape
If you would invest 12,947 in Valero Energy Corp on October 8, 2024 and sell it today you would lose (929.00) from holding Valero Energy Corp or give up 7.18% of portfolio value over 90 days. Valero Energy Corp is generating negative expected returns and assumes 1.9134% volatility on return distribution over the 90 days horizon. Simply put, 17% of stocks are less volatile than Valero, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Valero Energy Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valero Energy's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Valero Energy Corp, and traders can use it to determine the average amount a Valero Energy's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0555
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| Negative Returns | V1L |
Estimated Market Risk
| 1.91 actual daily | 17 83% of assets are more volatile |
Expected Return
| -0.11 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.06 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Valero Energy is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Valero Energy by adding Valero Energy to a well-diversified portfolio.
Things to note about Valero Energy Corp performance evaluation
Checking the ongoing alerts about Valero Energy for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Valero Energy Corp help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Valero Energy Corp generated a negative expected return over the last 90 days |
- Analyzing Valero Energy's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Valero Energy's stock is overvalued or undervalued compared to its peers.
- Examining Valero Energy's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Valero Energy's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Valero Energy's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Valero Energy's stock. These opinions can provide insight into Valero Energy's potential for growth and whether the stock is currently undervalued or overvalued.
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.