ITC (LUX:ITC) Volatility: 1.98% (As of Jun. 26, 2026)


LUX:ITC ITC Ltd LUX:ITC
81 GF Score
Price $5.50
GF Value $8.73
! 1 Warning Sign
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What is ITC Volatility?

ITC LUX:ITC 81 Volatility is 1.98% as of Jun. 26, 2026. GuruFocus rates LUX:ITC with a GF Score™ of 81/100 and a GF Value™ of $8.73. The stock has 1 warning sign investors should review.

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 (2026-06-26), ITC's Volatility is 1.98%.

ITC  (LUX:ITC) 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.

ITC Volatility Related Terms

LUX:ITC vs PM, MO, TPB: Volatility Comparison

For the Tobacco subindustry, ITC'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.

ITC Volatility vs Tobacco Products Industry

For the Tobacco Products industry and Consumer Defensive sector, ITC's Volatility distribution charts can be found below:

* The bar in red indicates where ITC's Volatility falls into.


LUX:ITC
81GF Score
ITC Ltd LUX:ITC
Volatility is just one metric. See GF Score™, valuation, warning signs, and more.
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ITC  (LUX:ITC) 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.

Frequently Asked Questions Learn more about Volatility →
What does a Volatility of 1.98% mean?
ITC (LUX:ITC) has a Volatility of 1.98% as of Jun. 26, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on ITC and its competitors.
Is ITC's Volatility too high?
ITC's current Volatility is 1.98%. Overall, ITC has a GF Score™ of 81/100, reflecting its overall financial health beyond just this single metric.
How does ITC's Volatility compare to PM and MO?
ITC's Volatility of 1.98% can be compared against companies in the Tobacco Products 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 Tobacco Products company?
A good Volatility depends on the Tobacco Products 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 ITC and its competitors. ITC's current Volatility is 1.98%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is ITC stock overvalued right now?
ITC (LUX:ITC) has a current Volatility of 1.98%. The stock's GF Value™ is $8.73, compared to a current price of $5.50 — trading 37% below its estimated fair value. The current Volatility is 1.98%. ITC's overall GF Score™ is 81/100 with 1 warning sign 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 ITC (LUX:ITC), the current Volatility is 1.98% as of Jun. 26, 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 ITC (LUX:ITC) Overvalued in 2026?

Based on GuruFocus' analysis, ITC stock appears to be undervalued. The current stock price of $5.50 is trading 37% below its estimated GF Value™ of $8.73.

Key valuation signals for LUX:ITC:

  • Volatility: 1.98%
  • GF Value™: $8.73 vs. price of $5.50 (37% below fair value)
  • GF Score™: 81/100 with 1 warning sign

No single metric tells the full story. See the LUX:ITC stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

ITC Business Description

Address 37 Jawaharlal Nehru Road, Virginia House, Kolkata, WB, IND, 700071
ITC Ltd is an Indian conglomerate that predominantly operates in the consumer goods space, particularly cigarettes. The company operates in three main business segments: Fast Moving Consumer Goods; Paperboards, Paper, and Packaging; and Agri-Business. The company's total revenue comes from the Fast Moving Consumer Goods Business, which is dominated by cigarettes but also includes branded packaged foods, personal care products, and other categories. The company generates the vast majority of its revenue in India.
81GF Score

Get the complete analysis for LUX:ITC

Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$5.50
Price
$8.73
GF Value