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.
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.
Lancashire Holdings Volatility Related Terms
FRA:LNH vs FNF, AXS, FAF: Volatility Comparison
For the Insurance - Specialty subindustry, Lancashire Holdings'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.
Lancashire Holdings Volatility vs Insurance Industry
For the Insurance industry and Financial Services sector, Lancashire Holdings's Volatility distribution charts can be found below:
* The bar in red indicates where Lancashire Holdings'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.
Lancashire Holdings (FRA:LNH) has a Volatility of 18.78% as of Jun. 25, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Lancashire Holdings and its competitors.
Is Lancashire Holdings' Volatility too high?
Lancashire Holdings' current Volatility is 18.78%. Overall, Lancashire Holdings has a GF Score™ of 77/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Lancashire Holdings' Volatility compare to FNF and AXS?
Lancashire Holdings' Volatility of 18.78% can be compared against companies in the Insurance 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 an Insurance company?
A good Volatility depends on the Insurance 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 Lancashire Holdings and its competitors. Lancashire Holdings's current Volatility is 18.78%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Lancashire Holdings stock overvalued right now?
Based on GuruFocus' analysis, Lancashire Holdings (FRA:LNH) is currently considered Modestly Undervalued. The stock's GF Value™ is €9.35, compared to a current price of €7.44 — trading 20.4% below its estimated fair value. The current Volatility is 18.78%. Lancashire Holdings' overall GF Score™ is 77/100 with 7 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 Lancashire Holdings (FRA:LNH), the current Volatility is 18.78% as of Jun. 25, 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 Lancashire Holdings (FRA:LNH) Overvalued in 2026?
Based on GuruFocus' analysis, Lancashire Holdings stock appears to be undervalued.
The current stock price of €7.44 is trading 20.4% below its estimated GF Value™ of €9.35.
GuruFocus considers Lancashire Holdings to be Modestly Undervalued.
Key valuation signals for FRA:LNH:
Volatility: 18.78%
GF Value™: €9.35 vs. price of €7.44 (20.4% below fair value)
No single metric tells the full story. See the FRA:LNH stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Lancashire Holdings Ltd is a provider of specialty reinsurance products with operations in London, Bermuda, the United States, and Australia. The company has two principal segments: reinsurance and insurance. The company generates the majority of its revenue from the Insurance segment. The Group's reinsurance segment comprises property reinsurance, specialty reinsurance, and casualty reinsurance. The insurance segment is usually written on a direct or facultative basis and comprises aviation insurance, casualty insurance, energy and marine insurance, property insurance, and specialty insurance. Geographically, the company generates the majority of its revenue from the United States and Canada.
77GF Score
Get the complete analysis for FRA:LNH
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