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.
BrightSpire Capital (NYSE:BRSP) 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.
BrightSpire Capital Volatility Related Terms
BRSP vs IVR, RWT, ADAM: Volatility Comparison
For the REIT - Mortgage subindustry, BrightSpire Capital'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.
BrightSpire Capital Volatility vs REITs Industry
For the REITs industry and Real Estate sector, BrightSpire Capital's Volatility distribution charts can be found below:
* The bar in red indicates where BrightSpire Capital's Volatility falls into.
BrightSpire Capital (NYSE:BRSP) 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.
BrightSpire Capital (BRSP) has a Volatility of 17.77% 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 BrightSpire Capital and its competitors.
Is BrightSpire Capital's Volatility too high?
BrightSpire Capital's current Volatility is 17.77%. Overall, BrightSpire Capital has a GF Score™ of 67/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does BrightSpire Capital's Volatility compare to IVR and RWT?
BrightSpire Capital's Volatility of 17.77% can be compared against companies in the REITs 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 REITs company?
A good Volatility depends on the REITs 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 BrightSpire Capital and its competitors. BrightSpire Capital's current Volatility is 17.77%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is BrightSpire Capital stock overvalued right now?
Based on GuruFocus' analysis, BrightSpire Capital (BRSP) is currently considered Fairly Valued. The stock's GF Value™ is $5.48, compared to a current price of $5.53 — trading 0.9% above its estimated fair value. The current Volatility is 17.77%. BrightSpire Capital's overall GF Score™ is 67/100 with 10 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 BrightSpire Capital (BRSP), the current Volatility is 17.77% 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 BrightSpire Capital (BRSP) Overvalued in 2026?
Based on GuruFocus' analysis, BrightSpire Capital stock appears to be overvalued.
The current stock price of $5.53 is trading 0.9% above its estimated GF Value™ of $5.48.
GuruFocus considers BrightSpire Capital to be Fairly Valued.
Key valuation signals for BRSP:
Volatility: 17.77%
GF Value™: $5.48 vs. price of $5.53 (0.9% above fair value)
No single metric tells the full story. See the BRSP stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
BrightSpire Capital Inc is an internally-managed commercial real estate credit REIT focused on originating, acquiring, financing and managing a diversified portfolio of commercial real estate debt and net lease real estate investments predominantly in the United States. CRE debt investments consist of first mortgage loans with the objective of generating consistent risk-adjusted returns. The operating segments of the company are Senior and Mezzanine Loans and Preferred Equity, Net Leased and Other Real Estate, Corporate and Other. Geographically, the company generates revenue from the United States.
67GF Score
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