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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.
China Modern Dairy Holdings (FRA:07M) 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.
China Modern Dairy Holdings Volatility Related Terms
FRA:07M vs ADM, BG, TSN: Volatility Comparison
For the Farm Products subindustry, China Modern Dairy Holdings'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.
China Modern Dairy Holdings Volatility vs Consumer Packaged Goods Industry
For the Consumer Packaged Goods industry and Consumer Defensive sector, China Modern Dairy Holdings's Volatility distribution charts can be found below:
* The bar in red indicates where China Modern Dairy Holdings's Volatility falls into.
China Modern Dairy Holdings (FRA:07M) 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.
China Modern Dairy Holdings (FRA:07M) has a Volatility of 62.98% as of Sep. 01, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on China Modern Dairy Holdings and its competitors.
Is China Modern Dairy Holdings' Volatility too high?
China Modern Dairy Holdings' current Volatility is 62.98%. Overall, China Modern Dairy Holdings has a GF Score™ of 60/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does China Modern Dairy Holdings' Volatility compare to ADM and BG?
China Modern Dairy Holdings' Volatility of 62.98% can be compared against companies in the Consumer Packaged Goods 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 Consumer Packaged Goods company?
A good Volatility depends on the Consumer Packaged Goods 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 China Modern Dairy Holdings and its competitors. China Modern Dairy Holdings's current Volatility is 62.98%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is China Modern Dairy Holdings stock overvalued right now?
Based on GuruFocus' analysis, China Modern Dairy Holdings (FRA:07M) is currently considered Significantly Overvalued. The stock's GF Value™ is €0.10, compared to a current price of €0.16 — trading 55% above its estimated fair value. The current Volatility is 62.98%. China Modern Dairy Holdings' overall GF Score™ is 60/100 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 China Modern Dairy Holdings (FRA:07M), the current Volatility is 62.98% as of Sep. 01, 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 China Modern Dairy Holdings (FRA:07M) Overvalued in 2026?
Based on GuruFocus' analysis, China Modern Dairy Holdings stock appears to be overvalued.
The current stock price of €0.16 is trading 55% above its estimated GF Value™ of €0.10.
GuruFocus considers China Modern Dairy Holdings to be Significantly Overvalued.
Key valuation signals for FRA:07M:
Volatility: 62.98%
GF Value™: €0.10 vs. price of €0.16 (55% above fair value)
No single metric tells the full story. See the FRA:07M stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
China Modern Dairy Holdings Ltd operates in the Chinese food industry. The business of the company includes the production of raw milk, and its revenue mainly depends on the sale of raw milk. The company produces and sells raw milk to customers for processing into dairy products, Liquid Milk, ice cream, formula milk and other dairy products business, which relates to its sale of liquid milk products. It also engaged in new business areas such as feed business, intelligent e-commerce platforms, and forage grass planting. The segments of the company are the Raw milk business and the integrated dairy farming solutions business. The company generates the majority of its revenue from the Raw milk business that engages in raising and breeding dairy cows to produce and sell raw milk.
60GF Score
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