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.
Saudi National Bank (SAU:1180) 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.
Saudi National Bank Volatility Related Terms
SAU:1180 vs PNC: Volatility Comparison
For the Banks - Regional subindustry, Saudi National Bank'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.
Saudi National Bank Volatility vs Banks Industry
For the Banks industry and Financial Services sector, Saudi National Bank's Volatility distribution charts can be found below:
* The bar in red indicates where Saudi National Bank's Volatility falls into.
Saudi National Bank (SAU:1180) Volatility Calculation
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.
Saudi National Bank (SAU:1180) has a Volatility of 26.14% as of Jun. 30, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Saudi National Bank and its competitors.
Is Saudi National Bank's Volatility too high?
Saudi National Bank's current Volatility is 26.14%. Overall, Saudi National Bank has a GF Score™ of 73/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Saudi National Bank's Volatility compare to PNC?
Saudi National Bank's Volatility of 26.14% can be compared against companies in the Banks 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 a Banks company?
A good Volatility depends on the Banks 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 Saudi National Bank and its competitors. Saudi National Bank's current Volatility is 26.14%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Saudi National Bank stock overvalued right now?
Based on GuruFocus' analysis, Saudi National Bank (SAU:1180) is currently considered Fairly Valued. The stock's GF Value™ is ﷼39.90, compared to a current price of ﷼38.62 — trading 3.2% below its estimated fair value. The current Volatility is 26.14%. Saudi National Bank's overall GF Score™ is 73/100 with 3 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 Saudi National Bank (SAU:1180), the current Volatility is 26.14% as of Jun. 30, 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 Saudi National Bank (SAU:1180) Overvalued in 2026?
Based on GuruFocus' analysis, Saudi National Bank stock appears to be undervalued.
The current stock price of ﷼38.62 is trading 3.2% below its estimated GF Value™ of ﷼39.90.
GuruFocus considers Saudi National Bank to be Fairly Valued.
Key valuation signals for SAU:1180:
Volatility: 26.14%
GF Value™: ﷼39.90 vs. price of ﷼38.62 (3.2% below fair value)
No single metric tells the full story. See the SAU:1180 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
AddressKing Fahd Road, Unit No. 778, The Saudi National Bank Tower, 3208 - Al Aqeeq District, King Abdullah Financial District, Riyadh, SAU, 13519 - 6676
Saudi National Bank is a financial institution in Saudi Arabia. It provides a range of banking and investment management services. The company also provides non-special commission based banking products in compliance with Shariah rules. It has four reportable segments: Retail, Wholesale, Capital Market, and International. The majority of the company's revenue is derived from the Wholesale segment, which provides banking services including all conventional credit-related products as well as financing products to small sized businesses, medium and large establishments and companies. Geographically, it has a presence in the Kingdom of Saudi Arabia, GCC and Middle East, Europe, Turkey, North America and Other countries.
73GF Score
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