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.
Investcorp Credit Management BDC Volatility Related Terms
ICMB vs EQS, BHV, RCG: Volatility Comparison
For the Asset Management subindustry, Investcorp Credit Management BDC'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.
Investcorp Credit Management BDC Volatility vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Investcorp Credit Management BDC's Volatility distribution charts can be found below:
* The bar in red indicates where Investcorp Credit Management BDC'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.
Investcorp Credit Management BDC (ICMB) has a Volatility of 57.24% as of Jul. 01, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Investcorp Credit Management BDC and its competitors.
Is Investcorp Credit Management BDC's Volatility too high?
Investcorp Credit Management BDC's current Volatility is 57.24%. Overall, Investcorp Credit Management BDC has a GF Score™ of 37/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Investcorp Credit Management BDC's Volatility compare to EQS and BHV?
Investcorp Credit Management BDC's Volatility of 57.24% can be compared against companies in the Asset Management 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 Asset Management company?
A good Volatility depends on the Asset Management 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 Investcorp Credit Management BDC and its competitors. Investcorp Credit Management BDC's current Volatility is 57.24%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Investcorp Credit Management BDC stock overvalued right now?
Based on GuruFocus' analysis, Investcorp Credit Management BDC (ICMB) is currently considered Significantly Undervalued. The stock's GF Value™ is $2.92, compared to a current price of $1.19 — trading 59.2% below its estimated fair value. The current Volatility is 57.24%. Investcorp Credit Management BDC's overall GF Score™ is 37/100. 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 Investcorp Credit Management BDC (ICMB), the current Volatility is 57.24% as of Jul. 01, 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 Investcorp Credit Management BDC (ICMB) Overvalued in 2026?
Based on GuruFocus' analysis, Investcorp Credit Management BDC stock appears to be undervalued.
The current stock price of $1.19 is trading 59.2% below its estimated GF Value™ of $2.92.
GuruFocus considers Investcorp Credit Management BDC to be Significantly Undervalued.
Key valuation signals for ICMB:
Volatility: 57.24%
GF Value™: $2.92 vs. price of $1.19 (59.2% below fair value)
No single metric tells the full story. See the ICMB stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Investcorp Credit Management BDC Business Description
Investcorp Credit Management BDC Inc is an externally managed, non-diversified closed-end management investment firm that has elected to be regulated as a business development company (BDC). The investment objective of the company is to maximize total return to stockholders in the form of current income and capital appreciation by investing in debt and related equity of privately held lower middle-market companies. The company principally invests in the debt of middle-market companies, which it defines as those companies that have an enterprise value.
37GF Score
Get the complete analysis for ICMB
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
ICMB has been successfully added to your 