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 Securities Finance Co (FRA:JSE) 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 Securities Finance Co Volatility Related Terms
FRA:JSE vs V, MA, AXP: Volatility Comparison
For the Credit Services subindustry, Japan Securities Finance Co'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 Securities Finance Co Volatility vs Credit Services Industry
For the Credit Services industry and Financial Services sector, Japan Securities Finance Co's Volatility distribution charts can be found below:
* The bar in red indicates where Japan Securities Finance Co's Volatility falls into.
Japan Securities Finance Co (FRA:JSE) 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 Securities Finance Co (FRA:JSE) has a Volatility of 22.23% 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 Japan Securities Finance Co and its competitors.
Is Japan Securities Finance Co's Volatility too high?
Japan Securities Finance Co's current Volatility is 22.23%. Overall, Japan Securities Finance Co has a GF Score™ of 65/100, reflecting its overall financial health beyond just this single metric.
How does Japan Securities Finance Co's Volatility compare to V and MA?
Japan Securities Finance Co's Volatility of 22.23% can be compared against companies in the Credit Services 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 Credit Services company?
A good Volatility depends on the Credit Services 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 Securities Finance Co and its competitors. Japan Securities Finance Co's current Volatility is 22.23%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Japan Securities Finance Co stock overvalued right now?
Japan Securities Finance Co (FRA:JSE) has a current Volatility of 22.23%. The stock's GF Value™ is €10.69, compared to a current price of €12.50 — trading 16.9% above its estimated fair value. The current Volatility is 22.23%. Japan Securities Finance Co's overall GF Score™ is 65/100 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 Securities Finance Co (FRA:JSE), the current Volatility is 22.23% 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 Japan Securities Finance Co (FRA:JSE) Overvalued in 2026?
Based on GuruFocus' analysis, Japan Securities Finance Co stock appears to be overvalued.
The current stock price of €12.50 is trading 16.9% above its estimated GF Value™ of €10.69.
Key valuation signals for FRA:JSE:
Volatility: 22.23%
GF Value™: €10.69 vs. price of €12.50 (16.9% above fair value)
No single metric tells the full story. See the FRA:JSE stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Japan Securities Finance Co Ltd operates in three business segments: Securities Finance, Trust Banking, and Real Estate Leasing. In the Securities Finance business, which makes up the vast majority of the company's total revenue, the company primarily provides loans for margin transactions where it earns revenue through fees and interest. The Securities Finance segment also earns fees through stock and bond lending and earns interest through bond financing and general loans. The Trust Banking business provides trust services, such as securities trust, and banking services, such as deposits and loans. The Real Estate Leasing business provides services for leasing and managing real estate. The company operates exclusively in Japan.
65GF Score
Get the complete analysis for FRA:JSE
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