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.
Japan Prime Realty Investment (FRA:58JA) 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.
Japan Prime Realty Investment Volatility Related Terms
FRA:58JA vs VICI, WPC: Volatility Comparison
For the REIT - Diversified subindustry, Japan Prime Realty 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.
Japan Prime Realty Investment Volatility vs REITs Industry
For the REITs industry and Real Estate sector, Japan Prime Realty Investment's Volatility distribution charts can be found below:
* The bar in red indicates where Japan Prime Realty Investment's Volatility falls into.
Japan Prime Realty Investment (FRA:58JA) 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.
Japan Prime Realty Investment (FRA:58JA) has a Volatility of 15.03% as of Jun. 27, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Japan Prime Realty Investment and its competitors.
Is Japan Prime Realty Investment's Volatility too high?
Japan Prime Realty Investment's current Volatility is 15.03%. Overall, Japan Prime Realty Investment has a GF Score™ of 68/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Japan Prime Realty Investment's Volatility compare to VICI and WPC?
Japan Prime Realty Investment's Volatility of 15.03% can be compared against companies in the REITs 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 REITs company?
A good Volatility depends on the REITs 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 Japan Prime Realty Investment and its competitors. Japan Prime Realty Investment's current Volatility is 15.03%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Japan Prime Realty Investment stock overvalued right now?
Based on GuruFocus' analysis, Japan Prime Realty Investment (FRA:58JA) is currently considered Fairly Valued. The stock's GF Value™ is €491.49, compared to a current price of €510.00 — trading 3.8% above its estimated fair value. The current Volatility is 15.03%. Japan Prime Realty Investment's overall GF Score™ is 68/100 with 4 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 Japan Prime Realty Investment (FRA:58JA), the current Volatility is 15.03% as of Jun. 27, 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 Japan Prime Realty Investment (FRA:58JA) Overvalued in 2026?
Based on GuruFocus' analysis, Japan Prime Realty Investment stock appears to be overvalued.
The current stock price of €510.00 is trading 3.8% above its estimated GF Value™ of €491.49.
GuruFocus considers Japan Prime Realty Investment to be Fairly Valued.
Key valuation signals for FRA:58JA:
Volatility: 15.03%
GF Value™: €491.49 vs. price of €510.00 (3.8% above fair value)
No single metric tells the full story. See the FRA:58JA stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Japan Prime Realty Investment Business Description
Japan Prime Realty Investment Corporation, or JPR, is a Japanese real estate investment trust involved in the ownership of properties in the Greater Tokyo region. The majority of JPR's real estate portfolio is comprised of office buildings, with retail properties making up the rest of the company's holdings. The vast majority of JPR's assets are in the Tokyo metropolitan area, which are mostly concentrated in Central Tokyo. The company generates nearly all of its revenue through collecting funds from investors, investing that money into real estate properties, and then collecting rental income from those properties. Its collection of tenants is fairly evenly distributed among service, information and communication, manufacturing, finance, retail, and real estate companies.
68GF Score
Get the complete analysis for FRA:58JA
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