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.
Bank of the Philippine Islands (OTCPK:BPHLY) 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.
Bank of the Philippine Islands Volatility Related Terms
Bank of the Philippine Islands Volatility Competitor Comparison
For the Banks - Regional subindustry, Bank of the Philippine Islands'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.
Bank of the Philippine Islands Volatility vs Banks Industry
For the Banks industry and Financial Services sector, Bank of the Philippine Islands's Volatility distribution charts can be found below:
* The bar in red indicates where Bank of the Philippine Islands's Volatility falls into.
Bank of the Philippine Islands (OTCPK:BPHLY) 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.
Bank of the Philippine Islands (BPHLY) has a Volatility of 31.04% as of Jun. 25, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Bank of the Philippine Islands and its competitors.
Is Bank of the Philippine Islands' Volatility too high?
Bank of the Philippine Islands' current Volatility is 31.04%. Overall, Bank of the Philippine Islands has a GF Score™ of 72/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Bank of the Philippine Islands' Volatility compare to competitors?
Bank of the Philippine Islands' Volatility of 31.04% 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 Bank of the Philippine Islands and its competitors. Bank of the Philippine Islands's current Volatility is 31.04%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Bank of the Philippine Islands stock overvalued right now?
Based on GuruFocus' analysis, Bank of the Philippine Islands (BPHLY) is currently considered Possible Value Trap. The stock's GF Value™ is $53.06, compared to a current price of $31.41 — trading 40.8% below its estimated fair value. The current Volatility is 31.04%. Bank of the Philippine Islands' overall GF Score™ is 72/100 with 3 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 Bank of the Philippine Islands (BPHLY), the current Volatility is 31.04% as of Jun. 25, 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 Bank of the Philippine Islands (BPHLY) Overvalued in 2026?
Based on GuruFocus' analysis, Bank of the Philippine Islands stock appears to be undervalued.
The current stock price of $31.41 is trading 40.8% below its estimated GF Value™ of $53.06.
GuruFocus considers Bank of the Philippine Islands to be Possible Value Trap.
Key valuation signals for BPHLY:
Volatility: 31.04%
GF Value™: $53.06 vs. price of $31.41 (40.8% below fair value)
No single metric tells the full story. See the BPHLY stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Bank of the Philippine Islands Business Description
Bank of the Philippine Islands is a universal bank offering a range of financial products and solutions for both retail and corporate customers. The services of the company include consumer banking and lending, asset management, insurance, securities brokerage and distribution, foreign exchange, leasing, and corporate and investment banking. It has three business segments: Consumer banking, Corporate banking, and Investment banking. It derives maximum revenue from the Consumer Banking Segment.
72GF Score
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