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Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.
As of today (2026-07-14), Tabreed PJSC's Volatility is 17.28%.
Tabreed PJSC (DFM:TABREED) Volatility Explanation
Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.
Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.
Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
Tabreed PJSC Volatility Related Terms
DFM:TABREED vs AWK, WTRG, AWR: Volatility Comparison
For the Utilities - Regulated Water subindustry, Tabreed PJSC's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
Tabreed PJSC Volatility vs Utilities - Regulated Industry
For the Utilities - Regulated industry and Utilities sector, Tabreed PJSC's Volatility distribution charts can be found below:
* The bar in red indicates where Tabreed PJSC's Volatility falls into.
The annualized volatility is calculated as following:
σA
=
σM
*
√12
=
√ 1/(n-1) ∑(Ri - R')^2
*
√12
Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD. * For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
Tabreed PJSC (DFM:TABREED) has a Volatility of 17.28% as of Jul. 14, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Tabreed PJSC and its competitors.
Is Tabreed PJSC's Volatility too high?
Tabreed PJSC's current Volatility is 17.28%. Overall, Tabreed PJSC has a GF Score™ of 86/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Tabreed PJSC's Volatility compare to AWK and WTRG?
Tabreed PJSC's Volatility of 17.28% can be compared against companies in the Utilities - Regulated industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Volatility for an Utilities - Regulated company?
A good Volatility depends on the Utilities - Regulated industry context. However, Volatility should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Volatility mean?
A high Volatility can signal that a stock is expensive relative to its fundamentals. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Tabreed PJSC and its competitors. Tabreed PJSC's current Volatility is 17.28%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Tabreed PJSC stock overvalued right now?
Based on GuruFocus' analysis, Tabreed PJSC (DFM:TABREED) is currently considered Modestly Undervalued. The stock's GF Value™ is د.إ3.13, compared to a current price of د.إ2.62 — trading 16.3% below its estimated fair value. The current Volatility is 17.28%. Tabreed PJSC's overall GF Score™ is 86/100 with 9 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Volatility calculated?
Volatility is calculated from a company's financial statements. For Tabreed PJSC (DFM:TABREED), the current Volatility is 17.28% as of Jul. 14, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is Tabreed PJSC (DFM:TABREED) Overvalued in 2026?
Based on GuruFocus' analysis, Tabreed PJSC stock appears to be undervalued.
The current stock price of د.إ2.62 is trading 16.3% below its estimated GF Value™ of د.إ3.13.
GuruFocus considers Tabreed PJSC to be Modestly Undervalued.
Key valuation signals for DFM:TABREED:
Volatility: 17.28%
GF Value™: د.إ3.13 vs. price of د.إ2.62 (16.3% below fair value)
No single metric tells the full story. See the DFM:TABREED stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Tabreed PJSC is engaged in to supply of chilled water, operation, and maintenance of plants, construction of secondary networks, manufacturing of pre-insulated pipes, and design and supervision consultancy. The company has two reportable operating segments. The chilled water segment constructs, owns, assembles, installs, operates, and maintains cooling and conditioning systems, and the Value chain business segment is involved in ancillary activities relating to the expansion of the group's chilled water business. The company generates key revenue from Chilled water.
86GF Score
Get the complete analysis for DFM:TABREED
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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