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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 (2026-07-15), Auren Energia's Volatility is 33.85%.
Auren Energia (BSP:AURE3) 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.
Auren Energia Volatility Related Terms
Auren Energia Volatility Competitor Comparison
For the Utilities - Renewable subindustry, Auren Energia'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.
Auren Energia Volatility vs Utilities - Independent Power Producers Industry
For the Utilities - Independent Power Producers industry and Utilities sector, Auren Energia's Volatility distribution charts can be found below:
* The bar in red indicates where Auren Energia's Volatility falls into.
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.
Auren Energia (BSP:AURE3) has a Volatility of 33.85% as of Jul. 15, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Auren Energia and its competitors.
Is Auren Energia's Volatility too high?
Auren Energia's current Volatility is 33.85%. Overall, Auren Energia has a GF Score™ of 79/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Auren Energia's Volatility compare to competitors?
Auren Energia's Volatility of 33.85% can be compared against companies in the Utilities - Independent Power Producers 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 an Utilities - Independent Power Producers company?
A good Volatility depends on the Utilities - Independent Power Producers 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 Auren Energia and its competitors. Auren Energia's current Volatility is 33.85%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Auren Energia stock overvalued right now?
Based on GuruFocus' analysis, Auren Energia (BSP:AURE3) is currently considered Possible Value Trap. The stock's GF Value™ is R$20.42, compared to a current price of R$12.31 — trading 39.7% below its estimated fair value. The current Volatility is 33.85%. Auren Energia's overall GF Score™ is 79/100 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 Auren Energia (BSP:AURE3), the current Volatility is 33.85% as of Jul. 15, 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 Auren Energia (BSP:AURE3) Overvalued in 2026?
Based on GuruFocus' analysis, Auren Energia stock appears to be undervalued.
The current stock price of R$12.31 is trading 39.7% below its estimated GF Value™ of R$20.42.
GuruFocus considers Auren Energia to be Possible Value Trap.
Key valuation signals for BSP:AURE3:
Volatility: 33.85%
GF Value™: R$20.42 vs. price of R$12.31 (39.7% below fair value)
No single metric tells the full story. See the BSP:AURE3 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Auren Energia SA is a holding company operating as an investment platform for the management, operation, acquisition, development and construction of energy generation, transmission and trading assets in Brazil. Through its subsidiaries, it operate in wind, solar and hydro power generation segments and in the sale of energy. The company's operating segments include: Generation; Commercialization; and Holding and Pipeline.
79GF Score
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Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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