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.
B&M European Value Retail (OTCPK:BMRPF) 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.
B&M European Value Retail Volatility Related Terms
BMRPF vs WMT, COST, TGT: Volatility Comparison
For the Discount Stores subindustry, B&M European Value Retail'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.
B&M European Value Retail Volatility vs Retail - Defensive Industry
For the Retail - Defensive industry and Consumer Defensive sector, B&M European Value Retail's Volatility distribution charts can be found below:
* The bar in red indicates where B&M European Value Retail's Volatility falls into.
B&M European Value Retail (OTCPK:BMRPF) 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.
B&M European Value Retail (BMRPF) has a Volatility of 49.39% 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 B&M European Value Retail and its competitors.
Is B&M European Value Retail's Volatility too high?
B&M European Value Retail's current Volatility is 49.39%. Overall, B&M European Value Retail has a GF Score™ of 61/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does B&M European Value Retail's Volatility compare to WMT and COST?
B&M European Value Retail's Volatility of 49.39% can be compared against companies in the Retail - Defensive 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 Retail - Defensive company?
A good Volatility depends on the Retail - Defensive 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 B&M European Value Retail and its competitors. B&M European Value Retail's current Volatility is 49.39%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is B&M European Value Retail stock overvalued right now?
Based on GuruFocus' analysis, B&M European Value Retail (BMRPF) is currently considered Significantly Undervalued. The stock's GF Value™ is $5.57, compared to a current price of $2.64 — trading 52.6% below its estimated fair value. The current Volatility is 49.39%. B&M European Value Retail's overall GF Score™ is 61/100 with 5 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 B&M European Value Retail (BMRPF), the current Volatility is 49.39% 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 B&M European Value Retail (BMRPF) Overvalued in 2026?
Based on GuruFocus' analysis, B&M European Value Retail stock appears to be undervalued.
The current stock price of $2.64 is trading 52.6% below its estimated GF Value™ of $5.57.
GuruFocus considers B&M European Value Retail to be Significantly Undervalued.
Key valuation signals for BMRPF:
Volatility: 49.39%
GF Value™: $5.57 vs. price of $2.64 (52.6% below fair value)
No single metric tells the full story. See the BMRPF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
B&M European Value Retail PLC is a retailer offering a targeted range of fast-moving consumer goods (FMCG) and general merchandise products at consistently low prices. It operates under an everyday low-price and cost-focused model, emphasizing operational efficiency and affordability for customers. The Group is a European variety discount retailer providing products at low prices through its stores. The Group operates through three segments: B&M UK, Heron UK, and B&M France, with B&M UK generating the maximum revenue.
61GF Score
Get the complete analysis for BMRPF
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