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.
Bangkok Expressway and Metro PCL (BKK:BEM) Volatility Explanation
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.
Bangkok Expressway and Metro PCL Volatility Related Terms
BKK:BEM vs UNP, CSX, NSC: Volatility Comparison
For the Railroads subindustry, Bangkok Expressway and Metro PCL'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.
Bangkok Expressway and Metro PCL Volatility vs Transportation Industry
For the Transportation industry and Industrials sector, Bangkok Expressway and Metro PCL's Volatility distribution charts can be found below:
* The bar in red indicates where Bangkok Expressway and Metro PCL's Volatility falls into.
Bangkok Expressway and Metro PCL (BKK:BEM) Volatility Calculation
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.
Bangkok Expressway and Metro PCL (BKK:BEM) has a Volatility of 34.39% as of Jun. 27, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Bangkok Expressway and Metro PCL and its competitors.
Is Bangkok Expressway and Metro PCL's Volatility too high?
Bangkok Expressway and Metro PCL's current Volatility is 34.39%. Overall, Bangkok Expressway and Metro PCL has a GF Score™ of 83/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Bangkok Expressway and Metro PCL's Volatility compare to UNP and CSX?
Bangkok Expressway and Metro PCL's Volatility of 34.39% can be compared against companies in the Transportation 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 Transportation company?
A good Volatility depends on the Transportation 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 Bangkok Expressway and Metro PCL and its competitors. Bangkok Expressway and Metro PCL's current Volatility is 34.39%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Bangkok Expressway and Metro PCL stock overvalued right now?
Based on GuruFocus' analysis, Bangkok Expressway and Metro PCL (BKK:BEM) is currently considered Modestly Undervalued. The stock's GF Value™ is ฿7.72, compared to a current price of ฿6.10 — trading 21% below its estimated fair value. The current Volatility is 34.39%. Bangkok Expressway and Metro PCL's overall GF Score™ is 83/100 with 13 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 Bangkok Expressway and Metro PCL (BKK:BEM), the current Volatility is 34.39% as of Jun. 27, 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 Bangkok Expressway and Metro PCL (BKK:BEM) Overvalued in 2026?
Based on GuruFocus' analysis, Bangkok Expressway and Metro PCL stock appears to be undervalued.
The current stock price of ฿6.10 is trading 21% below its estimated GF Value™ of ฿7.72.
GuruFocus considers Bangkok Expressway and Metro PCL to be Modestly Undervalued.
Key valuation signals for BKK:BEM:
Volatility: 34.39%
GF Value™: ฿7.72 vs. price of ฿6.10 (21% below fair value)
No single metric tells the full story. See the BKK:BEM stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Bangkok Expressway and Metro PCL Business Description
Bangkok Expressway and Metro PCL and its subsidiaries are engaged in the construction and management of expressways and the operation of metro lines and commercial development in Thailand. Along with the operation of the Metro Blue Line, the company also handles the advertising and telecommunications maintenance in the trains and stations. Its segments include the Expressway business segment; Rail business segment; Commercial development business segment; and Other segments. The maximum revenue is derived from the Expressway business segment.
83GF Score
Get the complete analysis for BKK:BEM
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