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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.
Saudi Arabian Cooperative Insurance Co (SAU:8100) 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 Arabian Cooperative Insurance Co Volatility Related Terms
SAU:8100 vs BRK.A, AIG, HIG: Volatility Comparison
For the Insurance - Diversified subindustry, Saudi Arabian Cooperative Insurance 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 Arabian Cooperative Insurance Co Volatility vs Insurance Industry
Saudi Arabian Cooperative Insurance Co (SAU:8100) 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 Arabian Cooperative Insurance Co (SAU:8100) has a Volatility of 32.01% as of Jul. 27, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Saudi Arabian Cooperative Insurance Co and its competitors.
Is Saudi Arabian Cooperative Insurance Co's Volatility too high?
Saudi Arabian Cooperative Insurance Co's current Volatility is 32.01%. Overall, Saudi Arabian Cooperative Insurance Co has a GF Score™ of 65/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Saudi Arabian Cooperative Insurance Co's Volatility compare to BRK.A and AIG?
Saudi Arabian Cooperative Insurance Co's Volatility of 32.01% can be compared against companies in the Insurance 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 Insurance company?
A good Volatility depends on the Insurance 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 Arabian Cooperative Insurance Co and its competitors. Saudi Arabian Cooperative Insurance Co's current Volatility is 32.01%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Saudi Arabian Cooperative Insurance Co stock overvalued right now?
Based on GuruFocus' analysis, Saudi Arabian Cooperative Insurance Co (SAU:8100) is currently considered Significantly Undervalued. The stock's GF Value™ is ﷼16.18, compared to a current price of ﷼10.70 — trading 33.9% below its estimated fair value. The current Volatility is 32.01%. Saudi Arabian Cooperative Insurance Co's overall GF Score™ is 65/100 with 2 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 Arabian Cooperative Insurance Co (SAU:8100), the current Volatility is 32.01% as of Jul. 27, 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 Arabian Cooperative Insurance Co (SAU:8100) Overvalued in 2026?
Based on GuruFocus' analysis, Saudi Arabian Cooperative Insurance Co stock appears to be undervalued.
The current stock price of ﷼10.70 is trading 33.9% below its estimated GF Value™ of ﷼16.18.
GuruFocus considers Saudi Arabian Cooperative Insurance Co to be Significantly Undervalued.
Key valuation signals for SAU:8100:
Volatility: 32.01%
GF Value™: ﷼16.18 vs. price of ﷼10.70 (33.9% below fair value)
No single metric tells the full story. See the SAU:8100 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Saudi Arabian Cooperative Insurance Co Business Description
Saudi Arabian Cooperative Insurance Co provides all classes of general and medical insurance. Its product portfolio includes motor insurance, Visitor visa extension, group life, medical insurance, property insurance, marine insurance, and liability insurance, among others. Its segments include Medical insurance, which covers medical costs, medicines, and all other medical services and supplies; Motor insurance, which provides coverage against losses and liability related to motor vehicles, excluding transport insurance.; Property & Casualty, which provides coverage against Fire, Engineering, Marine, Protection & Savings, and Other insurance classes. It derives the majority of the revenue from the motor insurance segment.
65GF Score
Get the complete analysis for SAU:8100
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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