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 (2026-06-26), Banco del Bajio's Volatility is 32.13%.
Banco del Bajio (FRA:5NT) 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.
Banco del Bajio Volatility Related Terms
FRA:5NT vs PNC, USB: Volatility Comparison
For the Banks - Regional subindustry, Banco del Bajio'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.
Banco del Bajio Volatility vs Banks Industry
For the Banks industry and Financial Services sector, Banco del Bajio's Volatility distribution charts can be found below:
* The bar in red indicates where Banco del Bajio'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.
Banco del Bajio (FRA:5NT) has a Volatility of 32.13% as of Jun. 26, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Banco del Bajio and its competitors.
Is Banco del Bajio's Volatility too high?
Banco del Bajio's current Volatility is 32.13%. Overall, Banco del Bajio has a GF Score™ of 74/100, reflecting its overall financial health beyond just this single metric.
How does Banco del Bajio's Volatility compare to PNC and USB?
Banco del Bajio's Volatility of 32.13% can be compared against companies in the Banks 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 Banks company?
A good Volatility depends on the Banks 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 Banco del Bajio and its competitors. Banco del Bajio's current Volatility is 32.13%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Banco del Bajio stock overvalued right now?
Banco del Bajio (FRA:5NT) has a current Volatility of 32.13%. The stock's GF Value™ is €2.71, compared to a current price of €2.66 — trading 1.8% below its estimated fair value. The current Volatility is 32.13%. Banco del Bajio's overall GF Score™ is 74/100 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 Banco del Bajio (FRA:5NT), the current Volatility is 32.13% as of Jun. 26, 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 Banco del Bajio (FRA:5NT) Overvalued in 2026?
Based on GuruFocus' analysis, Banco del Bajio stock appears to be undervalued.
The current stock price of €2.66 is trading 1.8% below its estimated GF Value™ of €2.71.
Key valuation signals for FRA:5NT:
Volatility: 32.13%
GF Value™: €2.71 vs. price of €2.66 (1.8% below fair value)
No single metric tells the full story. See the FRA:5NT stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Banco del Bajio SA is a Mexico based company engaged in the provision of full-banking services. Its activities include receiving deposits, accepting loans, granting loans, operations with securities, trust agreements, and financial factoring and leasing operations. The business segments of the company are Banking and credit transactions, Rediscounted transactions, Treasury transactions and other segments. It derives a majority of the revenue from the Banking and credit transactions activities segment. The bank operates majorly in Mexico.
74GF Score
Get the complete analysis for FRA:5NT
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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