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.
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.
Eaton Vance Senior Floating Rate Trust Volatility Related Terms
EFR vs KF, NBH, NCA: Volatility Comparison
For the Asset Management subindustry, Eaton Vance Senior Floating Rate Trust'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.
Eaton Vance Senior Floating Rate Trust Volatility vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Eaton Vance Senior Floating Rate Trust's Volatility distribution charts can be found below:
* The bar in red indicates where Eaton Vance Senior Floating Rate Trust'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.
Eaton Vance Senior Floating Rate Trust (EFR) has a Volatility of 5.71% 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 Eaton Vance Senior Floating Rate Trust and its competitors.
Is Eaton Vance Senior Floating Rate Trust's Volatility too high?
Eaton Vance Senior Floating Rate Trust's current Volatility is 5.71%. Overall, Eaton Vance Senior Floating Rate Trust has a GF Score™ of 32/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Eaton Vance Senior Floating Rate Trust's Volatility compare to KF and NBH?
Eaton Vance Senior Floating Rate Trust's Volatility of 5.71% can be compared against companies in the Asset Management 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 Asset Management company?
A good Volatility depends on the Asset Management 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 Eaton Vance Senior Floating Rate Trust and its competitors. Eaton Vance Senior Floating Rate Trust's current Volatility is 5.71%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Eaton Vance Senior Floating Rate Trust stock overvalued right now?
Based on GuruFocus' analysis, Eaton Vance Senior Floating Rate Trust (EFR) is currently considered Significantly Overvalued. The stock's GF Value™ is $5.43, compared to a current price of $10.51 — trading 93.6% above its estimated fair value. The current Volatility is 5.71%. Eaton Vance Senior Floating Rate Trust's overall GF Score™ is 32/100 with 6 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 Eaton Vance Senior Floating Rate Trust (EFR), the current Volatility is 5.71% 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 Eaton Vance Senior Floating Rate Trust (EFR) Overvalued in 2026?
Based on GuruFocus' analysis, Eaton Vance Senior Floating Rate Trust stock appears to be overvalued.
The current stock price of $10.51 is trading 93.6% above its estimated GF Value™ of $5.43.
GuruFocus considers Eaton Vance Senior Floating Rate Trust to be Significantly Overvalued.
Key valuation signals for EFR:
Volatility: 5.71%
GF Value™: $5.43 vs. price of $10.51 (93.6% above fair value)
No single metric tells the full story. See the EFR stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Eaton Vance Senior Floating Rate Trust Business Description
Eaton Vance Senior Floating Rate Trust is a diversified, closed-end management investment company. Its primary investment objective is to provide a high level of current income. As a secondary objective, the fund intends to seek capital preservation. Its portfolio of investments consists of Software, Health Care Providers & Services, Machinery, Chemicals, Professional Services, IT Services, Hotels, Restaurants & Leisure, Capital Markets, Specialty Retail, Commercial Services & Supplies, and other areas. The trust invests in below investment grade floating rate loans, which are considered speculative because of the credit risk of their issuers.
32GF Score
Get the complete analysis for EFR
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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