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.
Newron Pharmaceuticals SpA Volatility Related Terms
FRA:NP5 vs VRTX, REGN, ALNY: Volatility Comparison
For the Biotechnology subindustry, Newron Pharmaceuticals SpA'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.
Newron Pharmaceuticals SpA Volatility vs Biotechnology Industry
For the Biotechnology industry and Healthcare sector, Newron Pharmaceuticals SpA's Volatility distribution charts can be found below:
* The bar in red indicates where Newron Pharmaceuticals SpA'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.
Newron Pharmaceuticals SpA (FRA:NP5) has a Volatility of 74.35% 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 Newron Pharmaceuticals SpA and its competitors.
Is Newron Pharmaceuticals SpA's Volatility too high?
Newron Pharmaceuticals SpA's current Volatility is 74.35%. Overall, Newron Pharmaceuticals SpA has a GF Score™ of 65/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Newron Pharmaceuticals SpA's Volatility compare to VRTX and REGN?
Newron Pharmaceuticals SpA's Volatility of 74.35% can be compared against companies in the Biotechnology 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 Biotechnology company?
A good Volatility depends on the Biotechnology 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 Newron Pharmaceuticals SpA and its competitors. Newron Pharmaceuticals SpA's current Volatility is 74.35%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Newron Pharmaceuticals SpA stock overvalued right now?
Based on GuruFocus' analysis, Newron Pharmaceuticals SpA (FRA:NP5) is currently considered Fairly Valued. The stock's GF Value™ is €13.83, compared to a current price of €13.35 — trading 3.5% below its estimated fair value. The current Volatility is 74.35%. Newron Pharmaceuticals SpA's overall GF Score™ is 65/100 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 Newron Pharmaceuticals SpA (FRA:NP5), the current Volatility is 74.35% 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 Newron Pharmaceuticals SpA (FRA:NP5) Overvalued in 2026?
Based on GuruFocus' analysis, Newron Pharmaceuticals SpA stock appears to be undervalued.
The current stock price of €13.35 is trading 3.5% below its estimated GF Value™ of €13.83.
GuruFocus considers Newron Pharmaceuticals SpA to be Fairly Valued.
Key valuation signals for FRA:NP5:
Volatility: 74.35%
GF Value™: €13.83 vs. price of €13.35 (3.5% below fair value)
No single metric tells the full story. See the FRA:NP5 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Newron Pharmaceuticals SpA is a Italy-based clinical-stage biopharmaceutical company. It focuses on the discovery and development of pharmaceutical products. The Company is engaged in discovering and developing new therapies for diseases of the Central Nervous System (CNS) and pain. The Company undertakes phase III trials with safinamide molecule for the treatment of patients with Parkinson's disease. Newron Pharmaceuticals SpA develops ralfinamide, a molecule for the treatment of neuropathic pain. Geographically the research and development activities are performed in Italy and the United States.
65GF Score
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