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.
California BanCorp (FRA:KZ9) 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.
California BanCorp Volatility Related Terms
FRA:KZ9 vs AROW, CARE, WASH: Volatility Comparison
For the Banks - Regional subindustry, California BanCorp'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.
California BanCorp Volatility vs Banks Industry
For the Banks industry and Financial Services sector, California BanCorp's Volatility distribution charts can be found below:
* The bar in red indicates where California BanCorp's Volatility falls into.
California BanCorp (FRA:KZ9) 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.
California BanCorp (FRA:KZ9) has a Volatility of 31.62% as of Jun. 28, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on California BanCorp and its competitors.
Is California BanCorp's Volatility too high?
California BanCorp's current Volatility is 31.62%. Overall, California BanCorp has a GF Score™ of 59/100, reflecting its overall financial health beyond just this single metric.
How does California BanCorp's Volatility compare to AROW and CARE?
California BanCorp's Volatility of 31.62% 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 California BanCorp and its competitors. California BanCorp's current Volatility is 31.62%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is California BanCorp stock overvalued right now?
California BanCorp (FRA:KZ9) has a current Volatility of 31.62%. The stock's GF Value™ is €13.29, compared to a current price of €16.90 — trading 27.2% above its estimated fair value. The current Volatility is 31.62%. California BanCorp's overall GF Score™ is 59/100 with 5 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 California BanCorp (FRA:KZ9), the current Volatility is 31.62% as of Jun. 28, 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 California BanCorp (FRA:KZ9) Overvalued in 2026?
Based on GuruFocus' analysis, California BanCorp stock appears to be overvalued.
The current stock price of €16.90 is trading 27.2% above its estimated GF Value™ of €13.29.
Key valuation signals for FRA:KZ9:
Volatility: 31.62%
GF Value™: €13.29 vs. price of €16.90 (27.2% above fair value)
No single metric tells the full story. See the FRA:KZ9 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
California BanCorp is a relationship-focused community bank offering commercial loan and deposit products, along with other services delivered directly or through strategic alliances, to business and individual customers in its target markets. The Company provides financial products and services to individuals, professionals, and small to medium-sized businesses through its branch and commercial banking offices serving California. Its lending products consist mainly of construction and land development loans, real estate loans, C&I loans, and consumer loans, and it is a Preferred SBA Lender, while its deposit products consist mainly of demand deposit, money market, and certificates of deposit. The Company operates in one reportable segment, commercial banking.
59GF Score
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