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.
Banca Monte dei Paschi di Siena (OTCPK:BMDPF) 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.
Banca Monte dei Paschi di Siena Volatility Related Terms
Banca Monte dei Paschi di Siena Volatility Competitor Comparison
For the Banks - Regional subindustry, Banca Monte dei Paschi di Siena'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.
Banca Monte dei Paschi di Siena Volatility vs Banks Industry
For the Banks industry and Financial Services sector, Banca Monte dei Paschi di Siena's Volatility distribution charts can be found below:
* The bar in red indicates where Banca Monte dei Paschi di Siena's Volatility falls into.
Banca Monte dei Paschi di Siena (OTCPK:BMDPF) 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.
Banca Monte dei Paschi di Siena (BMDPF) has a Volatility of 33.32% as of Jun. 24, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Banca Monte dei Paschi di Siena and its competitors.
Is Banca Monte dei Paschi di Siena's Volatility too high?
Banca Monte dei Paschi di Siena's current Volatility is 33.32%. Overall, Banca Monte dei Paschi di Siena has a GF Score™ of 43/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Banca Monte dei Paschi di Siena's Volatility compare to competitors?
Banca Monte dei Paschi di Siena's Volatility of 33.32% can be compared against companies in the Banks 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 Banks company?
A good Volatility depends on the Banks 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 Banca Monte dei Paschi di Siena and its competitors. Banca Monte dei Paschi di Siena's current Volatility is 33.32%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Banca Monte dei Paschi di Siena stock overvalued right now?
Based on GuruFocus' analysis, Banca Monte dei Paschi di Siena (BMDPF) is currently considered Significantly Overvalued. The stock's GF Value™ is $5.42, compared to a current price of $12.22 — trading 125.4% above its estimated fair value. The current Volatility is 33.32%. Banca Monte dei Paschi di Siena's overall GF Score™ is 43/100 with 9 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 Banca Monte dei Paschi di Siena (BMDPF), the current Volatility is 33.32% as of Jun. 24, 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 Banca Monte dei Paschi di Siena (BMDPF) Overvalued in 2026?
Based on GuruFocus' analysis, Banca Monte dei Paschi di Siena stock appears to be overvalued.
The current stock price of $12.22 is trading 125.4% above its estimated GF Value™ of $5.42.
GuruFocus considers Banca Monte dei Paschi di Siena to be Significantly Overvalued.
Key valuation signals for BMDPF:
Volatility: 33.32%
GF Value™: $5.42 vs. price of $12.22 (125.4% above fair value)
No single metric tells the full story. See the BMDPF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Banca Monte dei Paschi di Siena Business Description
Banca Monte dei Paschi di Siena is a banking group operating in Italy, mainly providing retail and commercial banking services. The group has five segments: Retail Banking, Wealth Management, Corporate Banking, Large Corporate & Investment Banking, and Mediobanca Group. Retail Banking serves retail customers, including Banca Widiba. Wealth Management focuses on private and family office clients. Corporate Banking serves SME and corporate clients. Large Corporate & Investment Banking provides corporate finance and investment banking services. The Mediobanca Group segment includes wealth management, consumer finance, and corporate and investment banking activities. It generates the majority of its revenue from the Retail Banking segment.
43GF Score
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