Ayyan Investment Company
2140.SR · Consumer Defensive · · SARFahodi Score STRONG SELL Mid-term (Position)
28
/ 100
Technical
25
Trend & RS
19
Momentum
13
Fundamental
31
Macro
55
Liquidity
21
| Component | Score | Weight |
|---|---|---|
| Technical | 25.0 | 20% |
| Trend & RS | 19.0 | 30% |
| Momentum | 13.3 | 15% |
| Fundamental | 30.6 | 10% |
| Macro | 54.7 | 20% |
| Liquidity | 21.3 | 5% |
Trade Setup
| Entry | 7.50 |
| Stop Loss | 6.90 (8.0%) |
| Target 1 (1:1) | 8.10 (+8.0%) |
| Target 2 (2:1) | 8.70 (+16.0%) |
| ATR(14) | 0.30 (4.0%) |
| Risk per Share | 0.60 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 90.3 | +1.61 | |
| Momentum | 13.3 | -1.47 | |
| Quality | 40.0 | -0.40 | |
| Composite | 47.9 | ||
Quality Scores
Piotroski F-Score
3
/9 —
Weak
✓
✗
✗
✗
✓
✓
✗
✗
✗
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
1.39
—
Distress Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Undervalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 11.9 | 18.0 | -34% below |
| P/B Ratio | 0.9 | 2.5 | Below |
| Dividend Yield | 0.0% | 2.0% | Below avg |
Comparing against Consumer Defensive median multiples.
Trading at a discount to sector peers — potential value opportunity.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
13.91%
Full Kelly
6.96%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 28/100. Estimated win rate 48%, avg win 6.7%, 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
38.41
RSI(14)
-0.3429
MACD
Relative Strength (RS) WEAK RS
10
/ 99
RS Rating
O'Neil filter: <80
| RS vs TASI | ↓ FALLING (-11.7% vs TASI 3M) |
| RS vs Sector | INLINE (Consumer Defensive) |
| RS New High | No (45d since high) |
| Sector Outperformance | -0.8% (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 | 38.41 | NEUTRAL |
| Macd | -0.3429 | BULLISH |
| Ma Cross | 8.58 / 10.22 | DEATH CROSS |
| Trend Short | BELOW SMA50 | |
| Trend Long | BELOW SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 0.54x | NORMAL |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 13.85 |
| Bollinger Upper | 8.66 |
| SMA(200) | 10.22 |
| SMA(50) | 8.58 |
| SMA(20) | 7.75 |
| Current Price | 7.50 |
| Bollinger Lower | 6.84 |
| 52-Week Low | 7.12 |
| ATR(14) | 0.3 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
MARKDOWN
Confidence
100%
Acc: 0.0 |
Dist: 0.0 |
Markup: 0.0 |
Markdown: 2.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-11-01 | Normal | 0.94x | Normal bar — no special VSA pattern |
| 2026-11-02 | No Demand | 0.5x | Low volume, narrow spread, weak close — no buying interest |
| 2026-11-03 | No Demand | 0.34x | Low volume, narrow spread, weak close — no buying interest |
| 2026-11-04 | Normal | 1.13x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 0.54x | Normal bar — no special VSA pattern |
Ichimoku Cloud BEARISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 7.47 | Below Kijun |
| Kijun-sen (26) | 8.04 | Base line |
| Senkou A | 7.75 | Leading span A |
| Senkou B | 8.66 | Leading span B |
| Cloud | 7.75 – 8.66 | Bearish (Red) |
| Price vs Cloud | 7.50 | Below Cloud |
| Chikou Span | 8.37 | Bearish |
| Alignment Score | 0/4 | BEARISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BEARISH FADING
BB: 6.84 – 8.66 | KC: 7.28 – 8.22
Divergences (last 60 bars)
| Type | Indicator | Bars Ago | Strength |
|---|---|---|---|
| Regular Bullish | RSI | 27 |
Anchored VWAP
VWAP: 7.47
Anchor: 2026-10-25 (52w Low)
ABOVE AVWAP
+0.4%
Heikin-Ashi Trend
WEAKLY BULLISH
Full data via /api/advanced/2140.SR
Valuation
| Metric | Value |
|---|---|
| Market Cap | 754.77M |
| P/E (TTM) | 11.90 |
| Forward P/E | N/A |
| P/B | 0.88 |
| EPS | 0.63 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | N/A |
| Profit Margin | N/A |
| ROE | -12.2% |
| Debt/Equity | 45.16 |
| Current Ratio | 5.89 |
| Dividend Yield | N/A |
| Payout Ratio | N/A |
| Beta | 0.25 |
Trading Data
7.50
Open
7.50
Day High
7.50
Day Low
167.9K
Volume (0.4x 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)