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.
Avi Japan Opportunity Trust (LSE:AJOT) 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.
Avi Japan Opportunity Trust Volatility Related Terms
LSE:AJOT vs BLK, BX, KKR: Volatility Comparison
For the Asset Management subindustry, Avi Japan Opportunity Trust'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.
Avi Japan Opportunity Trust Volatility vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Avi Japan Opportunity Trust's Volatility distribution charts can be found below:
* The bar in red indicates where Avi Japan Opportunity Trust's Volatility falls into.
Avi Japan Opportunity Trust (LSE:AJOT) 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.
Avi Japan Opportunity Trust (LSE:AJOT) has a Volatility of 20.48% as of Jun. 30, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Avi Japan Opportunity Trust and its competitors.
Is Avi Japan Opportunity Trust's Volatility too high?
Avi Japan Opportunity Trust's current Volatility is 20.48%. Overall, Avi Japan Opportunity Trust has a GF Score™ of 58/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Avi Japan Opportunity Trust's Volatility compare to BLK and BX?
Avi Japan Opportunity Trust's Volatility of 20.48% 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 Avi Japan Opportunity Trust and its competitors. Avi Japan Opportunity Trust's current Volatility is 20.48%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Avi Japan Opportunity Trust stock overvalued right now?
Based on GuruFocus' analysis, Avi Japan Opportunity Trust (LSE:AJOT) is currently considered Modestly Undervalued. The stock's GF Value™ is £1.82, compared to a current price of £1.62 — trading 11.3% below its estimated fair value. The current Volatility is 20.48%. Avi Japan Opportunity Trust's overall GF Score™ is 58/100 with 3 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 Avi Japan Opportunity Trust (LSE:AJOT), the current Volatility is 20.48% as of Jun. 30, 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 Avi Japan Opportunity Trust (LSE:AJOT) Overvalued in 2026?
Based on GuruFocus' analysis, Avi Japan Opportunity Trust stock appears to be undervalued.
The current stock price of £1.62 is trading 11.3% below its estimated GF Value™ of £1.82.
GuruFocus considers Avi Japan Opportunity Trust to be Modestly Undervalued.
Key valuation signals for LSE:AJOT:
Volatility: 20.48%
GF Value™: £1.82 vs. price of £1.62 (11.3% below fair value)
No single metric tells the full story. See the LSE:AJOT stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Avi Japan Opportunity Trust PLC is a closed-ended investment company. Its investment objective is to provide shareholders with capital growth in excess of the MSCI Japan Small Cap Index, through the active management of a focused portfolio of equity investments listed or quoted in Japan which have been identified as undervalued and having a substantial proportion of their market capitalisation held in cash, listed securities and/or realisable assets.
58GF Score
Get the complete analysis for LSE:AJOT
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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