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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.
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.
Alpha Dhabi Holding PJSC Volatility Related Terms
ADX:ALPHADHABI vs MMM, HON: Volatility Comparison
For the Conglomerates subindustry, Alpha Dhabi Holding PJSC'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.
Alpha Dhabi Holding PJSC Volatility vs Conglomerates Industry
For the Conglomerates industry and Industrials sector, Alpha Dhabi Holding PJSC's Volatility distribution charts can be found below:
* The bar in red indicates where Alpha Dhabi Holding PJSC's Volatility falls into.
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.
Alpha Dhabi Holding PJSC (ADX:ALPHADHABI) has a Volatility of 30.83% as of Sep. 20, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Alpha Dhabi Holding PJSC and its competitors.
Is Alpha Dhabi Holding PJSC's Volatility too high?
Alpha Dhabi Holding PJSC's current Volatility is 30.83%. Overall, Alpha Dhabi Holding PJSC has a GF Score™ of 87/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Alpha Dhabi Holding PJSC's Volatility compare to MMM and HON?
Alpha Dhabi Holding PJSC's Volatility of 30.83% 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 Alpha Dhabi Holding PJSC and its competitors. Alpha Dhabi Holding PJSC's current Volatility is 30.83%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Alpha Dhabi Holding PJSC stock overvalued right now?
Based on GuruFocus' analysis, Alpha Dhabi Holding PJSC (ADX:ALPHADHABI) is currently considered Possible Value Trap. The stock's GF Value™ is د.إ15.57, compared to a current price of د.إ7.68 — trading 50.7% below its estimated fair value. The current Volatility is 30.83%. Alpha Dhabi Holding PJSC's overall GF Score™ is 87/100 with 4 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 Alpha Dhabi Holding PJSC (ADX:ALPHADHABI), the current Volatility is 30.83% as of Sep. 20, 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 Alpha Dhabi Holding PJSC (ADX:ALPHADHABI) Overvalued in 2026?
Based on GuruFocus' analysis, Alpha Dhabi Holding PJSC stock appears to be undervalued.
The current stock price of د.إ7.68 is trading 50.7% below its estimated GF Value™ of د.إ15.57.
GuruFocus considers Alpha Dhabi Holding PJSC to be Possible Value Trap.
Key valuation signals for ADX:ALPHADHABI:
Volatility: 30.83%
GF Value™: د.إ15.57 vs. price of د.إ7.68 (50.7% below fair value)
No single metric tells the full story. See the ADX:ALPHADHABI stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Alpha Dhabi Holding PJSC is an investment holding company in the UAE. It is organized into eight verticals such as Industrial, Construction, Hospitality, Healthcare, Investments, Energy, Climate Capital; and Real Estate. The Company operates in four main segments: Industrial (dredging, land reclamation, construction contracts), Construction (commercial and residential buildings, infrastructure), Real Estate (property rentals, investments, sales), Services and other segments which comprise management services, hospitality income as well as a variety of smaller ancillary activities.
87GF Score
Get the complete analysis for ADX:ALPHADHABI
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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