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), Bank of Montreal's Volatility is 38.15%.
Bank of Montreal (MEX:BMON) 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.
Bank of Montreal Volatility Related Terms
MEX:BMON vs JPM, BAC, WFC: Volatility Comparison
For the Banks - Diversified subindustry, Bank of Montreal'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.
Bank of Montreal Volatility vs Banks Industry
For the Banks industry and Financial Services sector, Bank of Montreal's Volatility distribution charts can be found below:
* The bar in red indicates where Bank of Montreal's Volatility falls into.
Bank of Montreal (MEX:BMON) 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.
Bank of Montreal (MEX:BMON) has a Volatility of 38.15% 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 Bank of Montreal and its competitors.
Is Bank of Montreal's Volatility too high?
Bank of Montreal's current Volatility is 38.15%. Overall, Bank of Montreal has a GF Score™ of 71/100, reflecting its overall financial health beyond just this single metric.
How does Bank of Montreal's Volatility compare to JPM and BAC?
Bank of Montreal's Volatility of 38.15% 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 Bank of Montreal and its competitors. Bank of Montreal's current Volatility is 38.15%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Bank of Montreal stock overvalued right now?
Bank of Montreal (MEX:BMON) has a current Volatility of 38.15%. The stock's GF Value™ is MXN1,584.73, compared to a current price of MXN2,457.40 — trading 55.1% above its estimated fair value. The current Volatility is 38.15%. Bank of Montreal's overall GF Score™ is 71/100 with 8 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 Bank of Montreal (MEX:BMON), the current Volatility is 38.15% 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 Bank of Montreal (MEX:BMON) Overvalued in 2026?
Based on GuruFocus' analysis, Bank of Montreal stock appears to be overvalued.
The current stock price of MXN2,457.40 is trading 55.1% above its estimated GF Value™ of MXN1,584.73.
Key valuation signals for MEX:BMON:
Volatility: 38.15%
GF Value™: MXN1,584.73 vs. price of MXN2,457.40 (55.1% above fair value)
No single metric tells the full story. See the MEX:BMON stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Bank of Montreal is a diversified financial services provider based in North America with over CAD 1.47 trillion in assets by the end of fiscal 2025. BMO operates four business segments: Canadian personal and commercial banking, US personal and commercial banking, wealth management, and capital markets. About 60% of BMO's earnings are generated in Canada and 40% in the US.
71GF Score
Get the complete analysis for MEX:BMON
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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