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.
Isetan Mitsukoshi Holdings Volatility Related Terms
FRA:4HP vs DDS: Volatility Comparison
For the Department Stores subindustry, Isetan Mitsukoshi 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.
Isetan Mitsukoshi Holdings Volatility vs Retail - Cyclical Industry
For the Retail - Cyclical industry and Consumer Cyclical sector, Isetan Mitsukoshi Holdings's Volatility distribution charts can be found below:
* The bar in red indicates where Isetan Mitsukoshi 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.
Isetan Mitsukoshi Holdings (FRA:4HP) has a Volatility of 37.01% as of Jun. 24, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Isetan Mitsukoshi Holdings and its competitors.
Is Isetan Mitsukoshi Holdings' Volatility too high?
Isetan Mitsukoshi Holdings' current Volatility is 37.01%. Overall, Isetan Mitsukoshi Holdings has a GF Score™ of 64/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Isetan Mitsukoshi Holdings' Volatility compare to DDS?
Isetan Mitsukoshi Holdings' Volatility of 37.01% can be compared against companies in the Retail - Cyclical 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 Retail - Cyclical company?
A good Volatility depends on the Retail - Cyclical 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 Isetan Mitsukoshi Holdings and its competitors. Isetan Mitsukoshi Holdings's current Volatility is 37.01%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Isetan Mitsukoshi Holdings stock overvalued right now?
Based on GuruFocus' analysis, Isetan Mitsukoshi Holdings (FRA:4HP) is currently considered Significantly Overvalued. The stock's GF Value™ is €13.21, compared to a current price of €21.00 — trading 59% above its estimated fair value. The current Volatility is 37.01%. Isetan Mitsukoshi Holdings' overall GF Score™ is 64/100 with 8 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 Isetan Mitsukoshi Holdings (FRA:4HP), the current Volatility is 37.01% as of Jun. 24, 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 Isetan Mitsukoshi Holdings (FRA:4HP) Overvalued in 2026?
Based on GuruFocus' analysis, Isetan Mitsukoshi Holdings stock appears to be overvalued.
The current stock price of €21.00 is trading 59% above its estimated GF Value™ of €13.21.
GuruFocus considers Isetan Mitsukoshi Holdings to be Significantly Overvalued.
Key valuation signals for FRA:4HP:
Volatility: 37.01%
GF Value™: €13.21 vs. price of €21.00 (59% above fair value)
No single metric tells the full story. See the FRA:4HP stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Isetan Mitsukoshi Holdings Ltd is a Japan-based company engaged in the department store business. The company operates through three segments. The Credit, Finance, and Friends Association segment handles credit card services, lending, insurance agency operations, and friend association management. The Department Store segment offers a wide range of clothing, personal goods, household products, and foodstuffs. The Real Estate segment engages in leasing, tenant management, and building interiors. The Others segment covers diverse businesses, including retail, manufacturing, import/export, wholesale, logistics, human resources, information processing, media, and travel services. It generates the majority of its revenue from the Department store business segment.
64GF Score
Get the complete analysis for FRA:4HP
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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