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.
Jazz Pharmaceuticals (MEX:JAZZN) 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.
Jazz Pharmaceuticals Volatility Related Terms
MEX:JAZZN vs ASND, SMMT, BBIO: Volatility Comparison
For the Biotechnology subindustry, Jazz Pharmaceuticals'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.
Jazz Pharmaceuticals Volatility vs Biotechnology Industry
For the Biotechnology industry and Healthcare sector, Jazz Pharmaceuticals's Volatility distribution charts can be found below:
* The bar in red indicates where Jazz Pharmaceuticals's Volatility falls into.
Jazz Pharmaceuticals (MEX:JAZZN) 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.
Jazz Pharmaceuticals (MEX:JAZZN) has a Volatility of 22.33% 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 Jazz Pharmaceuticals and its competitors.
Is Jazz Pharmaceuticals' Volatility too high?
Jazz Pharmaceuticals' current Volatility is 22.33%. Overall, Jazz Pharmaceuticals has a GF Score™ of 73/100, reflecting its overall financial health beyond just this single metric.
How does Jazz Pharmaceuticals' Volatility compare to ASND and SMMT?
Jazz Pharmaceuticals' Volatility of 22.33% 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 Jazz Pharmaceuticals and its competitors. Jazz Pharmaceuticals's current Volatility is 22.33%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Jazz Pharmaceuticals stock overvalued right now?
Jazz Pharmaceuticals (MEX:JAZZN) has a current Volatility of 22.33%. The stock's GF Value™ is MXN1,641.59, compared to a current price of MXN2,500.00 — trading 52.3% above its estimated fair value. The current Volatility is 22.33%. Jazz Pharmaceuticals' overall GF Score™ is 73/100 with 6 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 Jazz Pharmaceuticals (MEX:JAZZN), the current Volatility is 22.33% 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 Jazz Pharmaceuticals (MEX:JAZZN) Overvalued in 2026?
Based on GuruFocus' analysis, Jazz Pharmaceuticals stock appears to be overvalued.
The current stock price of MXN2,500.00 is trading 52.3% above its estimated GF Value™ of MXN1,641.59.
Key valuation signals for MEX:JAZZN:
Volatility: 22.33%
GF Value™: MXN1,641.59 vs. price of MXN2,500.00 (52.3% above fair value)
No single metric tells the full story. See the MEX:JAZZN stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Jazz Pharmaceuticals is an Ireland-domiciled biopharmaceutical firm focused primarily on treatments for sleeping disorders and oncology. Jazz has nine approved drugs across neuroscience and oncology indications; its portfolio includes Xyrem and Xywav for narcolepsy, Zepzelca for the treatment of metastatic small cell lung cancer, Rylaze for acute lymphoblastic leukemia, and Vyxeos for acute myeloid leukemia. In May 2021, Jazz acquired GW Pharmaceuticals and gained its leading product, Epidiolex for the treatment of severe, rare forms of epilepsy.
73GF Score
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