# RNN 2nd Gen Model Valero Energy Corporation Petroleum refining

Stock predictor AI models:
Subscribe >> Deal exit on
Dec. 14, 2020
Deal entry on
Dec. 14, 2020
0.89%Expected margin
67.57% successful of 74 deals
$ 77.33 Last close price
at 29-oct-2021


Model's trade recommendations -11.78% Return for period

-17.53% Annual return

$48.62B Market Cap

β 1.02  


Model (following trade recommendations)


Underlying stock

S&P 500

Return for period -11.78%
52wk return -32.11%
52wk Range
Sortino ratio -0.71
Sharpe ratio -0.65
Norm. RMSE 1.61%
Downside risk 22.70%
Volatility 0.00%
  • 3.20 (2.85%) Div (Yield)
  • BUY Analysts consensus recommendation

Valero Energy Corporation, through its subsidiaries, is an international manufacturer and marketer of transportation fuels and other petrochemical products. Valero, a Fortune 50 company based in San Antonio, Texas, is an independent petroleum refiner and ethanol producer, and its assets include 15 petroleum refineries with a combined throughput capacity of approximately 3.1 million barrels per day and 11 ethanol plants with a combined production capacity of 1.4 billion gallons per year. The petroleum refineries are located in the United States (U.S.), Canada and the United Kingdom (U.K.), and the ethanol plants are located in the Mid-Continent region of the U.S. In addition, Valero owns the 2 percent general partner interest and a majority limited partner interest in Valero Energy Partners LP, a midstream master limited partnership. Valero sells its products in both the wholesale rack and bulk markets, and approximately 7,400 outlets carry Valero's brand names in the U.S., Canada, the U.K. and Ireland.

Industry sector: Oils/Energy

Sector classification: Petroleum refining

Deep Learning based analysis and prediction model for Valero Energy Corporation (VLO) stock is a 2nd Generation Non-linear Autoregressive (NAR) model based on the LSTM/GRU Recurrent Neural Network architecture.

Model is in the production pipeline since Sept. 30, 2015.

Market data for VLO model training are being downloaded from the Quandl premium datasets on a daily basis.
Risks related to the novel coronavirus disease 2019 (COVID-19) caused by the virus named “SARS-CoV-2” are accounted for in this model in the form of the historical data coincided with outbreaks and other global events in the past used to train ML prediction model for VLO.

Model is being retrained on a regular basis.

Float 431M
P/E 21.18
Shares Outstanding 433M
% Held by Insiders 0.45%
% Held by Institutions 80.90%
EPS (last reported FY) $4.96
EPS (last reported Q) $1.00
EPS, estimated (last reported Q) $0.93
Total revenues $94 B
Net income $4 B