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.
Jeronimo Martins SGPS Volatility Related Terms
JRONF vs SYY, USFD, PFGC: Volatility Comparison
For the Food Distribution subindustry, Jeronimo Martins SGPS'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.
Jeronimo Martins SGPS Volatility vs Retail - Defensive Industry
For the Retail - Defensive industry and Consumer Defensive sector, Jeronimo Martins SGPS's Volatility distribution charts can be found below:
* The bar in red indicates where Jeronimo Martins SGPS'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.
Jeronimo Martins SGPS (JRONF) has a Volatility of 9.82% 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 Jeronimo Martins SGPS and its competitors.
Is Jeronimo Martins SGPS's Volatility too high?
Jeronimo Martins SGPS's current Volatility is 9.82%. Overall, Jeronimo Martins SGPS has a GF Score™ of 93/100, reflecting its overall financial health beyond just this single metric.
How does Jeronimo Martins SGPS's Volatility compare to SYY and USFD?
Jeronimo Martins SGPS's Volatility of 9.82% can be compared against companies in the Retail - Defensive 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 Retail - Defensive company?
A good Volatility depends on the Retail - Defensive 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 Jeronimo Martins SGPS and its competitors. Jeronimo Martins SGPS's current Volatility is 9.82%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Jeronimo Martins SGPS stock overvalued right now?
Jeronimo Martins SGPS (JRONF) has a current Volatility of 9.82%. The stock's GF Value™ is $30.94, compared to a current price of $23.70 — trading 23.4% below its estimated fair value. The current Volatility is 9.82%. Jeronimo Martins SGPS's overall GF Score™ is 93/100 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 Jeronimo Martins SGPS (JRONF), the current Volatility is 9.82% 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 Jeronimo Martins SGPS (JRONF) Overvalued in 2026?
Based on GuruFocus' analysis, Jeronimo Martins SGPS stock appears to be undervalued.
The current stock price of $23.70 is trading 23.4% below its estimated GF Value™ of $30.94.
Key valuation signals for JRONF:
Volatility: 9.82%
GF Value™: $30.94 vs. price of $23.70 (23.4% below fair value)
No single metric tells the full story. See the JRONF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Jeronimo Martins SGPS SA is engaged in food distribution business. It operates food retail business in Poland, Portugal, and Colombia. Its business areas include food distribution, Agribusiness, and Specialised retail. Its segments include Portugal Retail: comprises the business unit of JMR (Pingo Doce supermarkets); Portugal Cash & Carry: includes the business unit Recheio; Poland Retail: the business unit which operates under Biedronka banner in this country; Poland Health and Beauty: includes the Hebe banner business unit in Poland, also includes the operations of its subsidiaries in Czechia and Slovakia; Colombia Retail: the business unit which operates under Ara banner; and Others. It derives the majority of the revenue from Poland Retail business segment.
93GF Score
Get the complete analysis for JRONF
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
JRONF has been successfully added to your 