SA0007879113
SA0007879113
Al Rajhi Bank
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Pure Price Volatility Risk (Market Swings)
The business itself is financially solid (Financial Health 80/100, minimal insolvency risk). The high overall score (6/7) is driven primarily by extreme stock price swings (±22.4% p.a.) and steep historical drawdowns.
Volatility Risk
Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.
Volatility Risk Score
6/7 High
6 / 7 SRI Price Fluctuation & Beta
Very high volatility or fundamental risks. Significant loss potential; strictly for aggressive investors. Moves noticeably less than the broader market (0.4x).
Beta (Market Relation)
0.35x
DefensiveVolatility (5Y p.a.)
22.4% p.a.
5-Year HorizonMax Drawdown (5Y)
-44.7%
5-Year HorizonSharpe Ratio
-0.01
Return / RiskSpeculative / High Risk: Score Basis:
Multi-Horizon Risk & Performance Matrix
Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.
Timeframe | Volatility (p.a.) | Max Drawdown | Sharpe Ratio | Return (p.a.) |
|---|---|---|---|---|
| 1 Year | — | — | — | -12.4% |
| 3 Years | 21.1% | -15.6% | 0.47 | +12.3% |
| 5 Years | 22.4% | -44.7% | -0.01 | +2.8% |
| 10 Years | 21.6% | -44.7% | 0.66 | +16.7% |
Automated Risk & Health Notes (Red Flags)
Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Exemplary balance sheet strength: Very solid ratio of equity to debt.
Strong cyclicality: The business model is sensitive to economic downturns.
Historical Stress Test: Maximum peak-to-trough drawdown of -44.7% in the extended horizon.