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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.
PT Nusa Raya Cipta Tbk (ISX:NRCA) 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.
PT Nusa Raya Cipta Tbk Volatility Related Terms
ISX:NRCA vs PWR, FIX, EME: Volatility Comparison
For the Engineering & Construction subindustry, PT Nusa Raya Cipta Tbk'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.
PT Nusa Raya Cipta Tbk Volatility vs Construction Industry
For the Construction industry and Industrials sector, PT Nusa Raya Cipta Tbk's Volatility distribution charts can be found below:
* The bar in red indicates where PT Nusa Raya Cipta Tbk's Volatility falls into.
PT Nusa Raya Cipta Tbk (ISX:NRCA) 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.
PT Nusa Raya Cipta Tbk (ISX:NRCA) has a Volatility of 159.57% as of Aug. 01, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on PT Nusa Raya Cipta Tbk and its competitors.
Is PT Nusa Raya Cipta Tbk's Volatility too high?
PT Nusa Raya Cipta Tbk's current Volatility is 159.57%. Overall, PT Nusa Raya Cipta Tbk has a GF Score™ of 86/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does PT Nusa Raya Cipta Tbk's Volatility compare to PWR and FIX?
PT Nusa Raya Cipta Tbk's Volatility of 159.57% can be compared against companies in the Construction 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 Construction company?
A good Volatility depends on the Construction 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 PT Nusa Raya Cipta Tbk and its competitors. PT Nusa Raya Cipta Tbk's current Volatility is 159.57%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is PT Nusa Raya Cipta Tbk stock overvalued right now?
Based on GuruFocus' analysis, PT Nusa Raya Cipta Tbk (ISX:NRCA) is currently considered Modestly Overvalued. The stock's GF Value™ is Rp444.20, compared to a current price of Rp496.00 — trading 11.7% above its estimated fair value. The current Volatility is 159.57%. PT Nusa Raya Cipta Tbk's overall GF Score™ is 86/100 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 PT Nusa Raya Cipta Tbk (ISX:NRCA), the current Volatility is 159.57% as of Aug. 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 PT Nusa Raya Cipta Tbk (ISX:NRCA) Overvalued in 2026?
Based on GuruFocus' analysis, PT Nusa Raya Cipta Tbk stock appears to be overvalued.
The current stock price of Rp496.00 is trading 11.7% above its estimated GF Value™ of Rp444.20.
GuruFocus considers PT Nusa Raya Cipta Tbk to be Modestly Overvalued.
Key valuation signals for ISX:NRCA:
Volatility: 159.57%
GF Value™: Rp444.20 vs. price of Rp496.00 (11.7% above fair value)
No single metric tells the full story. See the ISX:NRCA stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
PT Nusa Raya Cipta Tbk is an Indonesian-based company engaged in construction services. The company's project comprises the construction of hotels and resorts, office buildings, apartments, hospitals, malls, shopping centers, and factories. It operates in two business segments: the Building Construction segment, which generates key revenue for the company, and the Hotel and similar business segment. The company conducts its business in multiple locations based on regional offices, namely Jakarta, Denpasar, Semarang, Surabaya, and Medan.
86GF Score
Get the complete analysis for ISX:NRCA
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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