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.
Pengana Private Equity Trust Volatility Related Terms
ASX:PE1 vs BLK, BX, KKR: Volatility Comparison
For the Asset Management subindustry, Pengana Private Equity Trust'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.
Pengana Private Equity Trust Volatility vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Pengana Private Equity Trust's Volatility distribution charts can be found below:
* The bar in red indicates where Pengana Private Equity Trust'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.
Pengana Private Equity Trust (ASX:PE1) has a Volatility of 34.74% as of Jul. 13, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Pengana Private Equity Trust and its competitors.
Is Pengana Private Equity Trust's Volatility too high?
Pengana Private Equity Trust's current Volatility is 34.74%. Overall, Pengana Private Equity Trust has a GF Score™ of 59/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Pengana Private Equity Trust's Volatility compare to BLK and BX?
Pengana Private Equity Trust's Volatility of 34.74% can be compared against companies in the Asset Management 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 Asset Management company?
A good Volatility depends on the Asset Management 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 Pengana Private Equity Trust and its competitors. Pengana Private Equity Trust's current Volatility is 34.74%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Pengana Private Equity Trust stock overvalued right now?
Based on GuruFocus' analysis, Pengana Private Equity Trust (ASX:PE1) is currently considered Significantly Overvalued. The stock's GF Value™ is A$1.09, compared to a current price of A$1.48 — trading 35.3% above its estimated fair value. The current Volatility is 34.74%. Pengana Private Equity Trust's overall GF Score™ is 59/100 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 Pengana Private Equity Trust (ASX:PE1), the current Volatility is 34.74% as of Jul. 13, 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 Pengana Private Equity Trust (ASX:PE1) Overvalued in 2026?
Based on GuruFocus' analysis, Pengana Private Equity Trust stock appears to be overvalued.
The current stock price of A$1.48 is trading 35.3% above its estimated GF Value™ of A$1.09.
GuruFocus considers Pengana Private Equity Trust to be Significantly Overvalued.
Key valuation signals for ASX:PE1:
Volatility: 34.74%
GF Value™: A$1.09 vs. price of A$1.48 (35.3% above fair value)
No single metric tells the full story. See the ASX:PE1 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Pengana Private Equity Trust is an Australia-based company engaged in providing a diversified portfolio of private market investments via a listed investment trust structure. The Trust's investment objective is to generate, over an investment horizon of at least 10 years, returns and capital growth through a selective and diversified approach to private markets.
59GF Score
Get the complete analysis for ASX:PE1
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