Auto Nejma (CAS:NEJ) Volatility: 78.69% (As of Jun. 26, 2026)


CAS:NEJ Auto Nejma CAS:NEJ
39 GF Score
Price MAD4,834.00
GF Value MAD3,975.06
! 3 Warning Signs
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What is Auto Nejma Volatility?

Auto Nejma CAS:NEJ 39 Volatility is 78.69% as of Jun. 26, 2026. GuruFocus rates CAS:NEJ with a GF Score™ of 39/100 and a GF Value™ of MAD3,975.06. The stock has 3 warning signs investors should review.

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 (2026-06-26), Auto Nejma's Volatility is 78.69%.

Auto Nejma  (CAS:NEJ) 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.

Auto Nejma Volatility Related Terms

CAS:NEJ vs CVNA, PAG, ALTB: Volatility Comparison

For the Auto & Truck Dealerships subindustry, Auto Nejma'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.

Auto Nejma Volatility vs Vehicles & Parts Industry

For the Vehicles & Parts industry and Consumer Cyclical sector, Auto Nejma's Volatility distribution charts can be found below:

* The bar in red indicates where Auto Nejma's Volatility falls into.


CAS:NEJ
39GF Score
Auto Nejma CAS:NEJ
Volatility is just one metric. See GF Score™, valuation, warning signs, and more.
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Auto Nejma  (CAS:NEJ) 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.

Frequently Asked Questions Learn more about Volatility →
What does a Volatility of 78.69% mean?
Auto Nejma (CAS:NEJ) has a Volatility of 78.69% as of Jun. 26, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Auto Nejma and its competitors.
Is Auto Nejma's Volatility too high?
Auto Nejma's current Volatility is 78.69%. Overall, Auto Nejma has a GF Score™ of 39/100, reflecting its overall financial health beyond just this single metric.
How does Auto Nejma's Volatility compare to CVNA and PAG?
Auto Nejma's Volatility of 78.69% can be compared against companies in the Vehicles & Parts 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 Vehicles & Parts company?
A good Volatility depends on the Vehicles & Parts 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 Auto Nejma and its competitors. Auto Nejma's current Volatility is 78.69%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Auto Nejma stock overvalued right now?
Auto Nejma (CAS:NEJ) has a current Volatility of 78.69%. The stock's GF Value™ is MAD3,975.06, compared to a current price of MAD4,834.00 — trading 21.6% above its estimated fair value. The current Volatility is 78.69%. Auto Nejma's overall GF Score™ is 39/100 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 Auto Nejma (CAS:NEJ), the current Volatility is 78.69% as of Jun. 26, 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 Auto Nejma (CAS:NEJ) Overvalued in 2026?

Based on GuruFocus' analysis, Auto Nejma stock appears to be overvalued. The current stock price of MAD4,834.00 is trading 21.6% above its estimated GF Value™ of MAD3,975.06.

Key valuation signals for CAS:NEJ:

  • Volatility: 78.69%
  • GF Value™: MAD3,975.06 vs. price of MAD4,834.00 (21.6% above fair value)
  • GF Score™: 39/100 with 3 warning signs

No single metric tells the full story. See the CAS:NEJ stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Auto Nejma Business Description

Address Km 10, El Jadida Road, Casablanca, MAR, 20230
Auto Nejma is an automobile distributor in Morocco. The company imports and markets vehicles, spare parts, and car accessories. It represents the Mercedes-Benz private and commercial vehicle brands, SsangYong, and Mahindra in Morocco.
39GF Score

Get the complete analysis for CAS:NEJ

Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

MAD4,834.00
Price
MAD3,975.06
GF Value