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.
Komercni Banka AS (OTCPK:KMERF) 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.
Komercni Banka AS Volatility Related Terms
KMERF vs PNC, USB: Volatility Comparison
For the Banks - Regional subindustry, Komercni Banka AS'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.
Komercni Banka AS Volatility vs Banks Industry
For the Banks industry and Financial Services sector, Komercni Banka AS's Volatility distribution charts can be found below:
* The bar in red indicates where Komercni Banka AS's Volatility falls into.
Komercni Banka AS (OTCPK:KMERF) 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.
Komercni Banka AS (KMERF) has a Volatility of 38.71% 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 Komercni Banka AS and its competitors.
Is Komercni Banka AS's Volatility too high?
Komercni Banka AS's current Volatility is 38.71%. Overall, Komercni Banka AS has a GF Score™ of 59/100, reflecting its overall financial health beyond just this single metric.
How does Komercni Banka AS's Volatility compare to PNC and USB?
Komercni Banka AS's Volatility of 38.71% can be compared against companies in the Banks 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 Banks company?
A good Volatility depends on the Banks 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 Komercni Banka AS and its competitors. Komercni Banka AS's current Volatility is 38.71%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Komercni Banka AS stock overvalued right now?
Komercni Banka AS (KMERF) has a current Volatility of 38.71%. The stock's GF Value™ is $47.97, compared to a current price of $54.98 — trading 14.6% above its estimated fair value. The current Volatility is 38.71%. Komercni Banka AS's overall GF Score™ is 59/100 with 4 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 Komercni Banka AS (KMERF), the current Volatility is 38.71% 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 Komercni Banka AS (KMERF) Overvalued in 2026?
Based on GuruFocus' analysis, Komercni Banka AS stock appears to be overvalued.
The current stock price of $54.98 is trading 14.6% above its estimated GF Value™ of $47.97.
Key valuation signals for KMERF:
Volatility: 38.71%
GF Value™: $47.97 vs. price of $54.98 (14.6% above fair value)
No single metric tells the full story. See the KMERF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Komercni Banka AS is a universal bank providing a wide range of retail, corporate, and investment banking activities. These activities are complemented by other specialized services, including pension insurance, building savings, leasing, factoring, consumer loans, insurance, and services of fintech companies. The Group has the following operating segments: i) Retail Banking: includes the provision of products and services to individuals, ii) Corporate Banking: includes the provision of products and services to corporate entities, iii) Investment Banking: involves trading in financial instruments; and iv) Other: consists of the head office of the Bank. The majority of the revenue is derived from the Retail banking segment.
59GF Score
Get the complete analysis for KMERF
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