Project Make it Rain — Mean Reversion

Mean Reversion
Full Tadawul
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Data as of 2026-09-24 · refreshes daily after Tadawul close (Sun–Thu)
Oversold names ≥2σ below their 50-day mean, long-term trend intact.
Scanned
288
Raw Signals
38
Qualified
5
Rejected
33
Top Score
79.6
Rejections: illiquid × 19 market_cap × 6 quality_poor × 5 backtest × 3
all
# Symbol Name Sector Price Score Grade Z-Score Quality Hit 20d Avg 20d Events Liquidity
1 2280 Almarai Co. Consumer Non-Durables 44.40 80 A -2.29 Fair 100% 7.8% 1 ⚠ Excellent
2 4015 Jamjoom Pharmaceuticals Factory Health Technology 129.90 78 A -2.29 Strong 67% 4.3% 3 Good
3 4100 Makkah Construction and Develop Finance 75.40 69 B -2.19 Strong 100% 2.0% 2 ⚠ Good
4 2082 ACWA POWER Co. Utilities 171.00 68 B -2.45 Weak 100% 2.2% 1 ⚠ Excellent
5 3010 Arabian Cement Co. Non-Energy Minerals 20.60 61 B -2.11 Strong 100% 1.3% 1 ⚠ Good