Stock fact sheet · data as of
Sasol Limited (SSL): fair value, margin of safety and Wheel Score
Basic Materials · Chemicals · South Africa · ADR · Value
Is SSL undervalued?
At 15.63 (close of 16 Oct 2026), SSL trades 88% below the GLS average fair value of 127.65. That average comes from 8 models run on the latest filings, and 5 of them land above the current price. Margins of safety over 30% are the exception rather than the rule across the ~7,400 stocks we value each night, so the number earns Sasol Limited the full Value points in the Wheel Score - and a closer look at what the market is pricing in.
The 8 models disagree widely: GLS Growth gives 3.29 while 10 Cap gives 571.13. A spread that wide means the average is sensitive to which methods you trust; the model table below shows where each one lands, and the Quote page lets you switch any of them off.
The nightly engine files SSL under Value: positive earnings at a P/E of 18 or less.
Nine valuation models for SSL
Each model turns the latest filed numbers into a value per share; the GLS fair value is the simple average of the ones that produce a positive number. The last two rows are shown for reference and never enter the average. The Quote page lets you switch any model off and add your own margin of safety.
| Model | Value | vs price | What it measures |
|---|---|---|---|
| DCF | 31.05 | +99% | Present value of the projected free cash flows, discounted at the cost of capital |
| Graham Number | 326.85 | +1991% | The most a defensive investor pays for the earnings and book value per share |
| Graham Growth | 18.11 | +16% | Graham's growth formula: EPS × (8.5 + 2 × growth), adjusted for bond yields |
| Lynch | 4.49 | -71% | EPS × the earnings growth rate (PEG of 1), growth capped at 25% |
| GLS Growth | 3.29 | -79% | EPS compounded ten years at the blended growth rate, discounted back at 15% a year |
| 10 Cap | 571.13 | +3554% | Owner's earnings (operating cash flow less maintenance capex) capitalised at 10% |
| Payback Time | 53.78 | +244% | Eight years of compounded free cash flow: the price at which the business pays for itself |
| DDM | - | - | Dividend discount model: next year's dividend ÷ (10% − 3% growth); needs a dividend; no value tonight |
| EPV | 12.47 | -20% | Earnings power value: current EPS capitalised at 9% with no growth |
| Zombie (liquidation) | -73.97 | -573% | Current assets less all liabilities, per share: the balance-sheet floor. Not in the average |
| Wall St target | 0.0000 | -100% | Analysts' average 12-month price target. Not in the average |
Quality and financial health
Financial health is average - SSL passes 6 of the nine Piotroski tests, which passes the Sunday Scan's "6 or more" rule. The Financials tab on the Quote page shows which tests fail. The GLS Moat score is low at 3.9 out of 10, which says the ten-year record of revenue, earnings, margins and returns on capital has been inconsistent - growth and shocks rather than steady compounding.
Returns on capital are thin or negative - ROIC 4.4%, ROE 7.4%, ROA 3.3% - with debt at 0.68 times equity and a free-cash-flow yield of 7.2%.
Sasol Limited pays no dividend, so the DDM model does not apply and a covered-call holder earns only the premium and any price gain. Revenue comes mainly from Other Ip Refinery Services 100% (fiscal year FY2021).
Institutional ownership scores 1/10, insider activity 1/10 and Congressional trading 5/10 on the GLS smart-money scales.
| Piotroski F-score | 6 / 9 | ROIC | 4.4% |
|---|---|---|---|
| GLS Moat | 3.9 / 10 | ROE | 7.4% |
| Debt / equity | 0.68 | ROA | 3.3% |
| Free-cash-flow yield | 7.2% | Payout ratio | 0% |
| Institutions | 1 / 10 | Insiders · Congress | 1 · 5 / 10 |
Wheel Score 83: Prime
SSL scores 83 out of 100 on the Wheel Score, in the Prime band (80 and above), which fewer than one stock in twenty reaches on any night. The score blends five things a wheel trader checks before selling a cash-secured put: the margin of safety (Value, 25/25), Piotroski health (13/20), the GLS moat (6/15), the option premium on offer (20/20) and how easily the stock trades (18/20).
Implied volatility is 48% on the near-the-money contracts 20-60 days out - inside the 35-60% range the Wheel Score pays full marks for: enough premium to be worth selling, not so much that the risk is unpaid. Chain open interest is 3,455 contracts across all expiries - enough for the wheel at normal size.
Volume runs at 1.1M shares a day on a market cap of $10.0B, with a beta of -0.32 - a low beta, so day-to-day moves are smaller than the market's; the Stability part of the Wheel Score gives that 18 of 20.
| Part | Points | From | |
|---|---|---|---|
| Value | 25 / 25 | 88% margin of safety | |
| Health | 13 / 20 | Piotroski 6/9 | |
| Moat | 6 / 15 | moat 3.9/10 | |
| Premium | 20 / 20 | implied volatility 48% | |
| Stability | 18 / 20 | 1.1M shares/day, $10.0B cap, beta -0.32 |
The Wheel Score ranks ~7,400 US stocks for selling cash-secured puts and covered calls; it is updated nightly and is not a recommendation. The walkthrough lesson shows how the score fits into a trade, start to finish.
Upcoming events
No upcoming earnings date is recorded for SSL in the nightly calendar.
Earnings, dividend, IPO, split and economic calendars for the whole market, filterable to your watchlists.
Similar stocks in Chemicals
The 12 companies below are the closest to Sasol Limited by market cap within the Chemicals industry, each with its own fact sheet; the Compare page puts up to eight of them side by side.
| Stock | Close | Fair value | MoS | Wheel | Mkt cap |
|---|---|---|---|---|---|
| DD DuPont de Nemours, Inc. | 131.60 | 37.14 | -254% | 61Fair | $17.8B |
| CE Celanese Corporation | 46.44 | 104.18 | +55% | 45Weak | $5.1B |
| MEOH Methanex Corporation | 63.61 | 50.41 | -26% | 57Fair | $4.9B |
| DOW Dow Inc. | 29.66 | 42.72 | +31% | 45Weak | $21.4B |
| SLMNP LyondellBasell Advanced Polymers Inc. | 854.00 | 138.38 | -517% | 33No options | $26.1B |
| OLN Olin Corporation | 15.55 | 35.37 | +56% | 45Weak | $1.8B |
| HUN Huntsman Corporation | 8.56 | 29.56 | +71% | 45Weak | $1.5B |
| REX REX American Resources Corporation | 41.77 | 97.42 | +57% | 78Good | $1.4B |
| GPRE Green Plains Inc. | 14.29 | 21.71 | +34% | 77Good | $1.0B |
| LXU LSB Industries, Inc. | 10.46 | 14.45 | +28% | 74Good | $753M |
| WLKP Westlake Chemical Partners LP | 20.92 | 56.92 | +63% | 72Good | $737M |
| BAK Braskem S.A. | 1.81 | 20.04 | +91% | 39No options | $721M |
Screen the whole market the same way
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Start free See the Sunday ScanQuestions about SSL
Is SSL undervalued right now?
By the GLS models, yes: at 15.63 the stock is 88% below the average fair value of 127.65 (data as of 16 Oct 2026). Whether the discount is deserved is the question to research next.
What is the Wheel Score of SSL and what does it mean?
SSL scores 83 out of 100 (Prime). The Wheel Score blends the margin of safety (25 points), Piotroski health (20), the GLS moat (15), the option premium on offer (20) and trading stability (20) into one number that ranks stocks for the wheel strategy - selling cash-secured puts, then covered calls if assigned. 80 and above is Prime, 65-79 Good, 50-64 Fair, under 50 Weak.
What is the GLS fair value for SSL?
127.65 per share as of 16 Oct 2026 - the simple average of the 8 valuation models (out of nine: DCF, Graham Number, Graham Growth, Lynch, GLS Growth, 10 Cap, Payback Time, DDM and EPV) that produced a positive value. The models run every night on the latest filings; the Quote page lets you switch any of them off and add a margin of safety of your own.
When does Sasol Limited report earnings next?
No upcoming earnings date is recorded for SSL in our calendar as of 16 Oct 2026; the Calendars page is refreshed every morning.
Does SSL have listed options, and how liquid are they?
Yes. The nightly snapshot found 62 listed contracts with 3,455 open interest across all expiries and implied volatility of 48% on the near-the-money contracts. The Options scanner lists the cash-secured put and covered call set-ups with premium and annualised yield worked out.