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 Industrial Export Co (SAU:4140) 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 Industrial Export Co Volatility Related Terms
SAU:4140 vs HON, MMM: Volatility Comparison
For the Conglomerates subindustry, Saudi Industrial Export Co'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 Industrial Export Co Volatility vs Conglomerates Industry
For the Conglomerates industry and Industrials sector, Saudi Industrial Export Co's Volatility distribution charts can be found below:
* The bar in red indicates where Saudi Industrial Export Co's Volatility falls into.
Saudi Industrial Export Co (SAU:4140) 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 Industrial Export Co (SAU:4140) has a Volatility of 178.63% as of Jun. 29, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Saudi Industrial Export Co and its competitors.
Is Saudi Industrial Export Co's Volatility too high?
Saudi Industrial Export Co's current Volatility is 178.63%. Overall, Saudi Industrial Export Co has a GF Score™ of 32/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Saudi Industrial Export Co's Volatility compare to HON and MMM?
Saudi Industrial Export Co's Volatility of 178.63% can be compared against companies in the Conglomerates 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 Conglomerates company?
A good Volatility depends on the Conglomerates 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 Industrial Export Co and its competitors. Saudi Industrial Export Co's current Volatility is 178.63%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Saudi Industrial Export Co stock overvalued right now?
Based on GuruFocus' analysis, Saudi Industrial Export Co (SAU:4140) is currently considered Significantly Overvalued. The stock's GF Value™ is ﷼0.04, compared to a current price of ﷼2.34 — trading 5750% above its estimated fair value. The current Volatility is 178.63%. Saudi Industrial Export Co's overall GF Score™ is 32/100 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 Industrial Export Co (SAU:4140), the current Volatility is 178.63% as of Jun. 29, 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 Industrial Export Co (SAU:4140) Overvalued in 2026?
Based on GuruFocus' analysis, Saudi Industrial Export Co stock appears to be overvalued.
The current stock price of ﷼2.34 is trading 5750% above its estimated GF Value™ of ﷼0.04.
GuruFocus considers Saudi Industrial Export Co to be Significantly Overvalued.
Key valuation signals for SAU:4140:
Volatility: 178.63%
GF Value™: ﷼0.04 vs. price of ﷼2.34 (5750% above fair value)
No single metric tells the full story. See the SAU:4140 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Saudi Industrial Export Co is a Saudi Arabia-based conglomerate company. It is engaged in wholesale of lubricants and refined petroleum products, wholesale of cement and plaster; wholesale of primary plastic materials, rubbers, and synthetic fibers; retail sale of plants, seeds, and fertilizers (nurseries), and Storage in ports and customs or free zones. The Group operates only in the Kingdom of Saudi Arabia.
32GF Score
Get the complete analysis for SAU:4140
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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