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.
As of today (2026-06-26), Steven Madden's Volatility is 40.89%.
Steven Madden (FRA:SJM) 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.
Steven Madden Volatility Related Terms
FRA:SJM vs WWW, CROX, DBI: Volatility Comparison
For the Footwear & Accessories subindustry, Steven Madden'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.
Steven Madden Volatility vs Manufacturing - Apparel & Accessories Industry
For the Manufacturing - Apparel & Accessories industry and Consumer Cyclical sector, Steven Madden's Volatility distribution charts can be found below:
* The bar in red indicates where Steven Madden'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.
Steven Madden (FRA:SJM) has a Volatility of 40.89% 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 Steven Madden and its competitors.
Is Steven Madden's Volatility too high?
Steven Madden's current Volatility is 40.89%. Overall, Steven Madden has a GF Score™ of 92/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Steven Madden's Volatility compare to WWW and CROX?
Steven Madden's Volatility of 40.89% can be compared against companies in the Manufacturing - Apparel & Accessories 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 Manufacturing - Apparel & Accessories company?
A good Volatility depends on the Manufacturing - Apparel & Accessories 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 Steven Madden and its competitors. Steven Madden's current Volatility is 40.89%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Steven Madden stock overvalued right now?
Based on GuruFocus' analysis, Steven Madden (FRA:SJM) is currently considered Modestly Undervalued. The stock's GF Value™ is €41.20, compared to a current price of €37.19 — trading 9.7% below its estimated fair value. The current Volatility is 40.89%. Steven Madden's overall GF Score™ is 92/100 with 6 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 Steven Madden (FRA:SJM), the current Volatility is 40.89% 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 Steven Madden (FRA:SJM) Overvalued in 2026?
Based on GuruFocus' analysis, Steven Madden stock appears to be undervalued.
The current stock price of €37.19 is trading 9.7% below its estimated GF Value™ of €41.20.
GuruFocus considers Steven Madden to be Modestly Undervalued.
Key valuation signals for FRA:SJM:
Volatility: 40.89%
GF Value™: €41.20 vs. price of €37.19 (9.7% below fair value)
No single metric tells the full story. See the FRA:SJM stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Steven Madden Ltd and its subsidiaries design, source, and market branded and private label footwear, accessories, and apparel. Its offerings include contemporary styles and core products, known for design creativity, trend-right offerings, high quality, and accessible price points. It operates through four segments: Wholesale Footwear, which generates maximum revenue and sells footwear globally; Wholesale Accessories/Apparel, which sells handbags and apparel through wholesale channels; Direct-to-Consumer, which sells footwear, handbags, apparel, and accessories through stores, outlets, e-commerce, and concessions; and Licensing, which licenses Steve Madden, Betsey Johnson, and Kurt Geiger trademarks, with the Company generating the majority of its revenue from the USA.
92GF Score
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