Saudi Tadawul Group Holding Company
1111.SR · Financial Services · · SARFahodi Score STRONG SELL Short-term (Swing)
32
/ 100
Technical
25
Trend & RS
22
Momentum
33
Fundamental (0%)
78
Macro
57
Liquidity
43
| Component | Score | Weight |
|---|---|---|
| Technical | 25.0 | 40% |
| Trend & RS | 22.3 | 20% |
| Momentum | 32.8 | 20% |
| Fundamental | 77.8 | 0% |
| Macro | 57.1 | 15% |
| Liquidity | 43.2 | 5% |
Trade Setup
| Entry | 112.00 |
| Stop Loss | 104.22 (7.0%) |
| Target 1 (1:1) | 119.78 (+7.0%) |
| Target 2 (2:1) | 127.56 (+13.9%) |
| ATR(14) | 3.89 (3.5%) |
| Risk per Share | 7.78 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 26.9 | -0.92 | |
| Momentum | 32.8 | -0.69 | |
| Quality | 43.5 | -0.26 | |
| Composite | 34.4 | ||
Quality Scores
Piotroski F-Score
5
/9 —
Average
✓
✓
✗
✗
✓
✗
✓
✓
✗
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
9.45
—
Safe Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Overvalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 41.2 | 18.0 | +129% above |
| P/B Ratio | 4.2 | 2.5 | Above |
| Dividend Yield | 2.0% | 2.0% | Above avg |
Comparing against Financial Services median multiples.
Trading at a premium to sector peers — verify growth justifies premium.
Intrinsic Value (DCF) Significantly Overvalued
Intrinsic Value
33.58
vs
Market Price
112.00
Upside
-70.0%
| Margin of Safety | -233.6% |
| Stage 1 PV (5yr FCF) | 1,074,589,738 |
| Terminal Value PV | 2,954,738,251 |
| Total Enterprise Value | 4,029,327,989 |
Assumptions
| Base FCF | 261,120,000 |
| Growth Rate (5yr) | 2.0% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
17.57%
Full Kelly
8.79%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 32/100. Estimated win rate 50%, avg win 6.9%, avg loss 4.4%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG SELL
1
Bullish Signals
3
Bearish Signals
48.88
RSI(14)
-3.0866
MACD
Relative Strength (RS) WEAK RS
18
/ 99
RS Rating
O'Neil filter: <80
| RS vs TASI | ↓ FALLING (+1.8% vs TASI 3M) |
| RS vs Sector | OUTPERFORMING (Financial Services) |
| RS New High | No (48d since high) |
| Sector Outperformance | +4.8% (3M) |
RS Line — stock / TASI (90 bars)
← older
newer →
RS vs TASI
50-day SMA of RS
WEAK RS:
Underperformer — the stock is lagging the market. Avoid until RS trend reverses upward.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 48.88 | NEUTRAL |
| Macd | -3.0866 | BULLISH |
| Ma Cross | 119.09 / 131.81 | DEATH CROSS |
| Trend Short | BELOW SMA50 | |
| Trend Long | BELOW SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 0.92x | NORMAL |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 194.10 |
| Bollinger Upper | 120.76 |
| SMA(200) | 131.81 |
| SMA(50) | 119.09 |
| SMA(20) | 111.11 |
| Current Price | 112.00 |
| Bollinger Lower | 101.46 |
| 52-Week Low | 101.10 |
| ATR(14) | 3.89 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
DISTRIBUTION A
Confidence
75%
Buying Climax
Acc: 1.0 |
Dist: 3.0 |
Markup: 0.0 |
Markdown: 0.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-11-01 | Normal | 0.98x | Normal bar — no special VSA pattern |
| 2026-11-02 | Normal | 0.91x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.68x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.12x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 0.92x | Normal bar — no special VSA pattern |
Ichimoku Cloud NEUTRAL
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 108.40 | Below Kijun |
| Kijun-sen (26) | 112.90 | Base line |
| Senkou A | 110.65 | Leading span A |
| Senkou B | 119.15 | Leading span B |
| Cloud | 110.65 – 119.15 | Bearish (Red) |
| Price vs Cloud | 112.00 | Inside Cloud |
| Chikou Span | 117.20 | Bearish |
| Alignment Score | 0/4 | NEUTRAL |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BULLISH
BB: 101.46 – 120.76 | KC: 105.21 – 117.01
Divergences (last 60 bars)
No significant divergences detected in the last 60 bars.
Anchored VWAP
VWAP: 107.64
Anchor: 2026-10-25 (52w Low)
ABOVE AVWAP
+4.0%
Heikin-Ashi Trend
WEAKLY BULLISH
Full data via /api/advanced/1111.SR
Valuation
| Metric | Value |
|---|---|
| Market Cap | 13.44B |
| P/E (TTM) | 41.18 |
| Forward P/E | N/A |
| P/B | 4.19 |
| EPS | 2.72 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | -8.1% |
| Profit Margin | 24.2% |
| ROE | 8.9% |
| Debt/Equity | 29.35 |
| Current Ratio | 1.35 |
| Dividend Yield | 2.0% |
| Payout Ratio | N/A |
| Beta | 0.15 |
Trading Data
112.00
Open
112.00
Day High
112.00
Day Low
307.0K
Volume (0.8x avg)
Insider Activity
Insider transaction data is not available for Saudi-listed stocks.
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)