Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. As of today (2026-06-25), Sun Life Financial's Beta is 0.4056.
Sun Life Financial (FRA:LIE) Beta Explanation
Beta is a measure of the volatility, or systematic risk, of a security or a portfolio in comparison to the market as a whole. We usually compare beta to 1. A beta of 1 indicates that the security's price will move with the market. A beta of less than 1 means that the security will be less volatile than the market. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
Beta is primarily used in the Capital Asset Pricing Model (CAPM) to calculate the Cost of Equity, which can be used in the calculation of WACC %. The formula of Cost of Equity is:
Cost of Equity = Risk-Free Rate of Return + Beta of Asset * (Expected Return of the Market - Risk-Free Rate of Return)
Sun Life Financial Beta Related Terms
Sun Life Financial Beta Historical Data
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The historical data trend for Sun Life Financial's Beta can be seen below:
* 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.
For the Insurance - Diversified subindustry, Sun Life Financial's Beta, along with its competitors' market caps and Beta 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.
Sun Life Financial Beta vs Insurance Industry
For the Insurance industry and Financial Services sector, Sun Life Financial's Beta distribution charts can be found below:
* The bar in red indicates where Sun Life Financial's Beta falls into.
Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. A stock's beta can be calculated by dividing the product of the covariance of the individual stock's returns and the market's returns by the variance of the market's returns over a specified period. Basically, GuruFocus uses the returns calculated over three-year period.
Sun Life Financial (FRA:LIE) has a Beta of 0.4056 as of Jun. 25, 2026. Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. View historical data for Sun Life Financial and its competitors.
Is Sun Life Financial's Beta too high?
Sun Life Financial's current Beta is 0.4056. Overall, Sun Life Financial has a GF Score™ of 74/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Sun Life Financial's Beta compare to BRK.A and AIG?
Sun Life Financial's Beta of 0.4056 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 Beta for an Insurance company?
A good Beta depends on the Insurance industry context. However, Beta 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 Beta mean?
A high Beta can signal that a stock is expensive relative to its fundamentals. Beta is the sensitivity of the expected excess asset returns to the expected excess market returns. View historical data for Sun Life Financial and its competitors. Sun Life Financial's current Beta is 0.4056. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Sun Life Financial stock overvalued right now?
Based on GuruFocus' analysis, Sun Life Financial (FRA:LIE) is currently considered Modestly Overvalued. The stock's GF Value™ is €53.38, compared to a current price of €67.50 — trading 26.5% above its estimated fair value. The current Beta is 0.4056. Sun Life Financial's overall GF Score™ is 74/100 with 8 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Beta calculated?
Beta is calculated from a company's financial statements. For Sun Life Financial (FRA:LIE), the current Beta is 0.4056 as of Jun. 25, 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 Sun Life Financial (FRA:LIE) Overvalued in 2026?
Based on GuruFocus' analysis, Sun Life Financial stock appears to be overvalued.
The current stock price of €67.50 is trading 26.5% above its estimated GF Value™ of €53.38.
GuruFocus considers Sun Life Financial to be Modestly Overvalued.
Key valuation signals for FRA:LIE:
Beta: 0.4056
GF Value™: €53.38 vs. price of €67.50 (26.5% above fair value)
No single metric tells the full story. See the FRA:LIE stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Sun Life Financial is one of the Big Three Canadian life insurers. The Canadian business contributed around 35% of its 2025 adjusted earnings. In that segment, the firm provides health, life insurance, and annuity products to individual and group customers. Its US business is mostly group health and contributed about 17% of the firm's adjusted earnings in 2025. Sun Life also offers life insurance and wealth products in several Asian markets with a strong presence in Hong Kong and the Philippines. The Asia segment contributed around 18% of adjusted 2024 earnings. Its asset management business had around CAD 1.2 trillion total assets under management or administration at the end of 2025 and represents around 30% of the firm's earnings.
74GF Score
Get the complete analysis for FRA:LIE
Beta is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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