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.
Sirius XM Holdings Volatility Related Terms
FRA:3HY vs LLYVA, MSGS, PSKY: Volatility Comparison
For the Entertainment subindustry, Sirius XM 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.
Sirius XM Holdings Volatility vs Media - Diversified Industry
For the Media - Diversified industry and Communication Services sector, Sirius XM Holdings's Volatility distribution charts can be found below:
* The bar in red indicates where Sirius XM Holdings'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.
Sirius XM Holdings (FRA:3HY) has a Volatility of 24.34% as of Jun. 28, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Sirius XM Holdings and its competitors.
Is Sirius XM Holdings' Volatility too high?
Sirius XM Holdings' current Volatility is 24.34%. Overall, Sirius XM Holdings has a GF Score™ of 73/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Sirius XM Holdings' Volatility compare to LLYVA and MSGS?
Sirius XM Holdings' Volatility of 24.34% can be compared against companies in the Media - Diversified 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 Media - Diversified company?
A good Volatility depends on the Media - Diversified 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 Sirius XM Holdings and its competitors. Sirius XM Holdings's current Volatility is 24.34%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Sirius XM Holdings stock overvalued right now?
Based on GuruFocus' analysis, Sirius XM Holdings (FRA:3HY) is currently considered Fairly Valued. The stock's GF Value™ is €22.29, compared to a current price of €24.00 — trading 7.7% above its estimated fair value. The current Volatility is 24.34%. Sirius XM Holdings' overall GF Score™ is 73/100 with 11 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 Sirius XM Holdings (FRA:3HY), the current Volatility is 24.34% as of Jun. 28, 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 Sirius XM Holdings (FRA:3HY) Overvalued in 2026?
Based on GuruFocus' analysis, Sirius XM Holdings stock appears to be overvalued.
The current stock price of €24.00 is trading 7.7% above its estimated GF Value™ of €22.29.
GuruFocus considers Sirius XM Holdings to be Fairly Valued.
Key valuation signals for FRA:3HY:
Volatility: 24.34%
GF Value™: €22.29 vs. price of €24.00 (7.7% above fair value)
No single metric tells the full story. See the FRA:3HY stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Sirius XM operates almost exclusively in the US through its SiriusXM and Pandora audio services. SiriusXM is primarily a satellite radio service that offers nationwide coverage and mostly ad-free listening, with proprietary channels and exclusive content. It makes agreements with automakers to install its radios in vehicles and give trial services to vehicle buyers, which have traditionally fed its subscriber base. The company provides the service via a fleet of geostationary satellites it owns and operates and now offers a streaming SiriusXM option. Pandora, which accounts for a much smaller portion of revenue and profit, offers a subscription and ad-supported streaming music service that competes with industry giants such as Spotify, Apple Music, and YouTube Music.
73GF Score
Get the complete analysis for FRA:3HY
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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