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 (2026-06-24), Moderna's Volatility is 74.09%.
Moderna (LIM:MRNA) 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.
Moderna Volatility Related Terms
LIM:MRNA vs INCY, ROIV, JAZZ: Volatility Comparison
For the Biotechnology subindustry, Moderna'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.
Moderna Volatility vs Biotechnology Industry
For the Biotechnology industry and Healthcare sector, Moderna's Volatility distribution charts can be found below:
* The bar in red indicates where Moderna'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.
Moderna (LIM:MRNA) has a Volatility of 74.09% as of Jun. 24, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Moderna and its competitors.
Is Moderna's Volatility too high?
Moderna's current Volatility is 74.09%. Overall, Moderna has a GF Score™ of 48/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Moderna's Volatility compare to INCY and ROIV?
Moderna's Volatility of 74.09% can be compared against companies in the Biotechnology 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 Biotechnology company?
A good Volatility depends on the Biotechnology 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 Moderna and its competitors. Moderna's current Volatility is 74.09%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Moderna stock overvalued right now?
Based on GuruFocus' analysis, Moderna (LIM:MRNA) is currently considered Significantly Overvalued. The stock's GF Value™ is $17.46, compared to a current price of $46.40 — trading 165.8% above its estimated fair value. The current Volatility is 74.09%. Moderna's overall GF Score™ is 48/100 with 7 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 Moderna (LIM:MRNA), the current Volatility is 74.09% as of Jun. 24, 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 Moderna (LIM:MRNA) Overvalued in 2026?
Based on GuruFocus' analysis, Moderna stock appears to be overvalued.
The current stock price of $46.40 is trading 165.8% above its estimated GF Value™ of $17.46.
GuruFocus considers Moderna to be Significantly Overvalued.
Key valuation signals for LIM:MRNA:
Volatility: 74.09%
GF Value™: $17.46 vs. price of $46.40 (165.8% above fair value)
No single metric tells the full story. See the LIM:MRNA stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Moderna is a commercial-stage biotech that was founded in 2010 and had its initial public offering in December 2018. The firm's mRNA technology was rapidly validated with its covid vaccine, which was authorized in the United States in December 2020. Moderna had 35 mRNA development candidates in clinical studies as of August 2025. Programs span a wide range of therapeutic areas, including infectious disease, oncology, cardiovascular disease, and rare genetic diseases.
48GF Score
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