Derayah Financial Company

4084.SR · Financial Services · · SAR

19.80 SAR

0.00 (-0.50%)

● Updated 2026-11-06 17:19 Saudi Time ↻ Refresh

Short-term Mid-term Long-term

Fahodi Score SELL Long-term (Investment)

/ 100

Technical 25

Trend & RS 30

Momentum 41

Fundamental 56

Macro 57

Liquidity 38

Component	Score	Weight
Technical	25.0	10%
Trend & RS	30.5	10%
Momentum	41.3	5%
Fundamental	55.6	40%
Macro	56.8	15%
Liquidity	38.2	20%

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
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 Insufficient Data

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

Market Price

19.80

Upside

-14.4%

Margin of Safety	-16.8%
Stage 1 PV (5yr FCF)	1,238,072,428
Terminal Value PV	2,905,417,458
Total Enterprise Value	4,143,489,886

Assumptions

Base FCF	307,082,372
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

29.51%

Full Kelly

14.75%

Half Kelly

5.0%

Max Cap (Moderate)

Kelly inputs derived from quant score 46/100. Estimated win rate 54%, avg win 7.8%, avg loss 4.1%. 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

Bullish Signals

Bearish Signals

54.12

RSI(14)

0.0444

MACD

Relative Strength (RS) WEAK RS

/ 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)