Pennant Park Investment (FRA:12P) Volatility: 21.48% (As of Jun. 25, 2026)


FRA:12P Pennant Park Investment Corp FRA:12P
16 GF Score
Price €3.00
! 2 Warning Signs
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What is Pennant Park Investment Volatility?

Pennant Park Investment FRA:12P +3.13% 16 Volatility is 21.48% as of Jun. 25, 2026. GuruFocus rates FRA:12P with a GF Score™ of 16/100. The stock has 2 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 (2026-06-25), Pennant Park Investment's Volatility is 21.48%.

Pennant Park Investment  (FRA:12P) 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.

Pennant Park Investment Volatility Related Terms

FRA:12P vs NUW, CPZ, GLO: Volatility Comparison

For the Asset Management subindustry, Pennant Park Investment'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.

Pennant Park Investment Volatility vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Pennant Park Investment's Volatility distribution charts can be found below:

* The bar in red indicates where Pennant Park Investment's Volatility falls into.


FRA:12P
16GF Score
Pennant Park Investment Corp FRA:12P
Volatility is just one metric. See GF Score™, valuation, warning signs, and more.
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Pennant Park Investment  (FRA:12P) 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 21.48% mean?
Pennant Park Investment (FRA:12P) has a Volatility of 21.48% as of Jun. 25, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Pennant Park Investment and its competitors.
Is Pennant Park Investment's Volatility too high?
Pennant Park Investment's current Volatility is 21.48%. Overall, Pennant Park Investment has a GF Score™ of 16/100, reflecting its overall financial health beyond just this single metric.
How does Pennant Park Investment's Volatility compare to NUW and CPZ?
Pennant Park Investment's Volatility of 21.48% 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 Pennant Park Investment and its competitors. Pennant Park Investment's current Volatility is 21.48%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Pennant Park Investment stock overvalued right now?
Pennant Park Investment (FRA:12P) has a current Volatility of 21.48%. The current Volatility is 21.48%. Pennant Park Investment's overall GF Score™ is 16/100 with 2 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 Pennant Park Investment (FRA:12P), the current Volatility is 21.48% as of Jun. 25, 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.

Pennant Park Investment Business Description

Other Exchanges PNNT:USA
Address 1691 Michigan Avenue, Miami Beach, FL, USA, 33139
Pennant Park Investment Corp is a closed-end, non-diversified investment company. Its investment objective is to generate current income and capital appreciation also seeking to preserve capital through debt and equity investments. The company focuses on investing in United States middle-market companies that offer attractive risk-reward to investors and to create a diversified portfolio that includes senior secured debt, mezzanine debt, and equity investments. It generates majority of its revenue from interest and dividends received from investments made.
16GF Score

Get the complete analysis for FRA:12P

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

€3.00
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