Derayah Financial Company
4084.SR · Financial Services · · SARFahodi Score STRONG SELL Short-term (Swing)
35
/ 100
Technical
25
Trend & RS
31
Momentum
41
Fundamental (0%)
78
Macro
57
Liquidity
38
| Component | Score | Weight |
|---|---|---|
| Technical | 25.0 | 40% |
| Trend & RS | 30.9 | 20% |
| Momentum | 41.3 | 20% |
| Fundamental | 77.8 | 0% |
| Macro | 57.1 | 15% |
| Liquidity | 38.2 | 5% |
Trade Setup
| Entry | 19.80 |
| Stop Loss | 18.68 (5.7%) |
| Target 1 (1:1) | 20.92 (+5.7%) |
| Target 2 (2:1) | 22.04 (+11.3%) |
| ATR(14) | 0.56 (2.8%) |
| Risk per Share | 1.12 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 73.5 | +0.94 | |
| Momentum | 41.3 | -0.35 | |
| Quality | 68.5 | +0.74 | |
| Composite | 61.1 | ||
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
241.50
—
Safe Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Fair Value
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 12.6 | 18.0 | -30% below |
| P/B Ratio | 3.9 | 2.5 | Above |
| Dividend Yield | 6.7% | 2.0% | Above avg |
Comparing against Financial Services median multiples.
Intrinsic Value (DCF) Overvalued
Intrinsic Value
16.95
vs
Market Price
19.80
Upside
-14.4%
| Margin of Safety | -16.8% |
| Stage 1 PV (5yr FCF) | 1,238,072,549 |
| Terminal Value PV | 2,905,417,738 |
| Total Enterprise Value | 4,143,490,287 |
Assumptions
| Base FCF | 307,082,402 |
| Growth Rate (5yr) | 2.2% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 10.0% |
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
20.43%
Full Kelly
10.22%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 35/100. Estimated win rate 50%, avg win 7.1%, avg loss 4.3%. 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
54.12
RSI(14)
0.0444
MACD
Relative Strength (RS) WEAK RS
27
/ 99
RS Rating
O'Neil filter: <80
| RS vs TASI | → FLAT (+3.0% vs TASI 3M) |
| RS vs Sector | OUTPERFORMING (Financial Services) |
| RS New High | No (3d since high) |
| Sector Outperformance | +6.1% (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 | 54.12 | NEUTRAL |
| Macd | 0.0444 | BULLISH |
| Ma Cross | 20.19 / 21.69 | DEATH CROSS |
| Trend Short | BELOW SMA50 | |
| Trend Long | BELOW SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 0.88x | NORMAL |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 29.76 |
| Bollinger Upper | 20.7 |
| SMA(200) | 21.69 |
| SMA(50) | 20.19 |
| SMA(20) | 18.96 |
| Current Price | 19.80 |
| Bollinger Lower | 17.21 |
| 52-Week Low | 16.95 |
| ATR(14) | 0.56 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
DISTRIBUTION C
Confidence
78%
Upthrust (potential)
Acc: 1.0 |
Dist: 3.5 |
Markup: 0.0 |
Markdown: 0.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-11-01 | Normal | 0.86x | Normal bar — no special VSA pattern |
| 2026-11-02 | Normal | 1.4x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 2.47x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 2.43x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 0.88x | Normal bar — no special VSA pattern |
Ichimoku Cloud NEUTRAL
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 18.90 | Above Kijun |
| Kijun-sen (26) | 18.61 | Base line |
| Senkou A | 18.75 | Leading span A |
| Senkou B | 19.85 | Leading span B |
| Cloud | 18.75 – 19.85 | Bearish (Red) |
| Price vs Cloud | 19.80 | Inside Cloud |
| Chikou Span | 19.16 | Bullish |
| Alignment Score | 2/4 | NEUTRAL |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BULLISH FADING
BB: 17.21 – 20.7 | KC: 18.08 – 19.83
Divergences (last 60 bars)
| Type | Indicator | Bars Ago | Strength |
|---|---|---|---|
| Regular Bullish | RSI | 10 |
Anchored VWAP
VWAP: 19.45
Anchor: 2026-10-25 (52w Low)
ABOVE AVWAP
+1.8%
Heikin-Ashi Trend
WEAKLY BEARISH
Full data via /api/advanced/4084.SR
Valuation
| Metric | Value |
|---|---|
| Market Cap | 4.84B |
| P/E (TTM) | 12.61 |
| Forward P/E | N/A |
| P/B | 3.93 |
| EPS | 1.57 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 2.2% |
| Profit Margin | 40.6% |
| ROE | 32.8% |
| Debt/Equity | 0.98 |
| Current Ratio | 1.20 |
| Dividend Yield | 6.7% |
| Payout Ratio | N/A |
| Beta | N/A |
Trading Data
19.80
Open
19.80
Day High
19.80
Day Low
343.5K
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)