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.
The Goldmanchs Group (FRA:GOS0) 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.
The Goldmanchs Group Volatility Related Terms
FRA:GOS0 vs MS, SCHW, HOOD: Volatility Comparison
For the Capital Markets subindustry, The Goldmanchs Group'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.
The Goldmanchs Group Volatility vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, The Goldmanchs Group's Volatility distribution charts can be found below:
* The bar in red indicates where The Goldmanchs Group's Volatility falls into.
The Goldmanchs Group (FRA:GOS0) 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.
The Goldmanchs Group (FRA:GOS0) has a Volatility of 26.98% 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 The Goldmanchs Group and its competitors.
Is The Goldmanchs Group's Volatility too high?
The Goldmanchs Group's current Volatility is 26.98%. Overall, The Goldmanchs Group has a GF Score™ of 69/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does The Goldmanchs Group's Volatility compare to MS and SCHW?
The Goldmanchs Group's Volatility of 26.98% can be compared against companies in the Capital Markets 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 Capital Markets company?
A good Volatility depends on the Capital Markets 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 The Goldmanchs Group and its competitors. The Goldmanchs Group's current Volatility is 26.98%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is The Goldmanchs Group stock overvalued right now?
Based on GuruFocus' analysis, The Goldmanchs Group (FRA:GOS0) is currently considered Significantly Overvalued. The stock's GF Value™ is €19.79, compared to a current price of €33.20 — trading 67.8% above its estimated fair value. The current Volatility is 26.98%. The Goldmanchs Group's overall GF Score™ is 69/100 with 9 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 The Goldmanchs Group (FRA:GOS0), the current Volatility is 26.98% 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 The Goldmanchs Group (FRA:GOS0) Overvalued in 2026?
Based on GuruFocus' analysis, The Goldmanchs Group stock appears to be overvalued.
The current stock price of €33.20 is trading 67.8% above its estimated GF Value™ of €19.79.
GuruFocus considers The Goldmanchs Group to be Significantly Overvalued.
Key valuation signals for FRA:GOS0:
Volatility: 26.98%
GF Value™: €19.79 vs. price of €33.20 (67.8% above fair value)
No single metric tells the full story. See the FRA:GOS0 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Goldman Sachs is a storied financial institution, founded in 1869 and best known for its role as a leading global investment bank. The firm has a sprawling reach across global financial centers and has been the leading provider of global merger and acquisition advisory services, by revenue, for the past 20 years. Since the global financial crisis, Goldman has expanded its offerings into more stable fee-based businesses like asset and wealth management, which comprised roughly 30% of post-provision revenue at the end of 2025. The firm generates revenue from investment banking, global market making and trading, lending, asset management, wealth management, and a small and declining portfolio of consumer credit card loans.
69GF Score
Get the complete analysis for FRA:GOS0
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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