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), The Cigna Group's Volatility is 27.77%.
The Cigna Group (MEX:CI) 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.
The Cigna Group Volatility Related Terms
MEX:CI vs ELV, HUM, CVS: Volatility Comparison
For the Healthcare Plans subindustry, The Cigna Group'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.
The Cigna Group Volatility vs Healthcare Plans Industry
For the Healthcare Plans industry and Healthcare sector, The Cigna Group's Volatility distribution charts can be found below:
* The bar in red indicates where The Cigna Group'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.
The Cigna Group (MEX:CI) has a Volatility of 27.77% 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 The Cigna Group and its competitors.
Is The Cigna Group's Volatility too high?
The Cigna Group's current Volatility is 27.77%. Overall, The Cigna Group has a GF Score™ of 70/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does The Cigna Group's Volatility compare to ELV and HUM?
The Cigna Group's Volatility of 27.77% can be compared against companies in the Healthcare Plans 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 Healthcare Plans company?
A good Volatility depends on the Healthcare Plans 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 The Cigna Group and its competitors. The Cigna Group's current Volatility is 27.77%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is The Cigna Group stock overvalued right now?
Based on GuruFocus' analysis, The Cigna Group (MEX:CI) is currently considered Significantly Undervalued. The stock's GF Value™ is MXN7,459.30, compared to a current price of MXN4,974.06 — trading 33.3% below its estimated fair value. The current Volatility is 27.77%. The Cigna Group's overall GF Score™ is 70/100 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 The Cigna Group (MEX:CI), the current Volatility is 27.77% 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 The Cigna Group (MEX:CI) Overvalued in 2026?
Based on GuruFocus' analysis, The Cigna Group stock appears to be undervalued.
The current stock price of MXN4,974.06 is trading 33.3% below its estimated GF Value™ of MXN7,459.30.
GuruFocus considers The Cigna Group to be Significantly Undervalued.
Key valuation signals for MEX:CI:
Volatility: 27.77%
GF Value™: MXN7,459.30 vs. price of MXN4,974.06 (33.3% below fair value)
No single metric tells the full story. See the MEX:CI stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Cigna primarily provides pharmacy benefit management and health insurance services. Its PBM and specialty pharmacy services, which were greatly expanded by its 2018 merger with Express Scripts, are mostly sold to health insurance plans and employers. Its largest PBM contract is with the Department of Defense, and it recently won a multiyear deal with top-tier insurer Centene. In health insurance and other benefits, Cigna primarily serves employers through self-funding arrangements, and the company operates mostly in the US with 16 million US and 2 million international medical members covered as of December 2025.
70GF Score
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