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.
As of today (2026-07-02), IDFC First Bank's Volatility is 38.86%.
IDFC First Bank (BOM:539437) 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.
IDFC First Bank Volatility Related Terms
IDFC First Bank Volatility Competitor Comparison
For the Banks - Regional subindustry, IDFC First Bank'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.
IDFC First Bank Volatility vs Banks Industry
For the Banks industry and Financial Services sector, IDFC First Bank's Volatility distribution charts can be found below:
* The bar in red indicates where IDFC First Bank's Volatility falls into.
IDFC First Bank (BOM:539437) 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.
IDFC First Bank (BOM:539437) has a Volatility of 38.86% as of Jul. 02, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on IDFC First Bank and its competitors.
Is IDFC First Bank's Volatility too high?
IDFC First Bank's current Volatility is 38.86%. Overall, IDFC First Bank has a GF Score™ of 72/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does IDFC First Bank's Volatility compare to competitors?
IDFC First Bank's Volatility of 38.86% 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 IDFC First Bank and its competitors. IDFC First Bank's current Volatility is 38.86%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is IDFC First Bank stock overvalued right now?
Based on GuruFocus' analysis, IDFC First Bank (BOM:539437) is currently considered Fairly Valued. The stock's GF Value™ is ₹77.77, compared to a current price of ₹78.89 — trading 1.4% above its estimated fair value. The current Volatility is 38.86%. IDFC First Bank's overall GF Score™ is 72/100 with 8 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 IDFC First Bank (BOM:539437), the current Volatility is 38.86% as of Jul. 02, 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 IDFC First Bank (BOM:539437) Overvalued in 2026?
Based on GuruFocus' analysis, IDFC First Bank stock appears to be overvalued.
The current stock price of ₹78.89 is trading 1.4% above its estimated GF Value™ of ₹77.77.
GuruFocus considers IDFC First Bank to be Fairly Valued.
Key valuation signals for BOM:539437:
Volatility: 38.86%
GF Value™: ₹77.77 vs. price of ₹78.89 (1.4% above fair value)
No single metric tells the full story. See the BOM:539437 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
IDFC First Bank Ltd provides banking services including lending to individuals, providing loans, non-fund facilities, transaction services, corporate advisory, project appraisal placement, and syndication through the branch network and other delivery channels. The bank holds an investment portfolio, money market borrowing and lending, investment operations, and an entire foreign exchange and derivative portfolio. It organizes its business into four segments namely Treasury, Corporate and Wholesale, Retail, and Other Banking Business. The company generates maximum revenue from the Retail banking segment.
72GF Score
Get the complete analysis for BOM:539437
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
BOM:539437 has been successfully added to your 