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.
Jefferies Financial Group (MEX:JEF) 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.
Jefferies Financial Group Volatility Related Terms
MEX:JEF vs SF, BMNR, RIOT: Volatility Comparison
For the Capital Markets subindustry, Jefferies Financial 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.
Jefferies Financial Group Volatility vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, Jefferies Financial Group's Volatility distribution charts can be found below:
* The bar in red indicates where Jefferies Financial Group's Volatility falls into.
Jefferies Financial Group (MEX:JEF) 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.
Jefferies Financial Group (MEX:JEF) has a Volatility of 0.90% as of Jun. 25, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Jefferies Financial Group and its competitors.
Is Jefferies Financial Group's Volatility too high?
Jefferies Financial Group's current Volatility is 0.90%. Overall, Jefferies Financial Group has a GF Score™ of 85/100, reflecting its overall financial health beyond just this single metric.
How does Jefferies Financial Group's Volatility compare to SF and BMNR?
Jefferies Financial Group's Volatility of 0.90% can be compared against companies in the Capital Markets 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 Capital Markets company?
A good Volatility depends on the Capital Markets 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 Jefferies Financial Group and its competitors. Jefferies Financial Group's current Volatility is 0.90%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Jefferies Financial Group stock overvalued right now?
Jefferies Financial Group (MEX:JEF) has a current Volatility of 0.90%. The stock's GF Value™ is MXN1,358.57, compared to a current price of MXN1,356.00 — trading 0.2% below its estimated fair value. The current Volatility is 0.90%. Jefferies Financial Group's overall GF Score™ is 85/100 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 Jefferies Financial Group (MEX:JEF), the current Volatility is 0.90% as of Jun. 25, 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 Jefferies Financial Group (MEX:JEF) Overvalued in 2026?
Based on GuruFocus' analysis, Jefferies Financial Group stock appears to be undervalued.
The current stock price of MXN1,356.00 is trading 0.2% below its estimated GF Value™ of MXN1,358.57.
Key valuation signals for MEX:JEF:
Volatility: 0.90%
GF Value™: MXN1,358.57 vs. price of MXN1,356.00 (0.2% below fair value)
No single metric tells the full story. See the MEX:JEF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Jefferies Financial Group is a full-service investment banking and capital markets firm that was founded in 1962. After nearly 30 years of focusing on institutional trading services, it entered the investment banking industry in the early 1990s, which ultimately grew into the core business. In 2013, Jefferies merged with Leucadia, a manufacturing-focused holding company. Since merging, Jefferies became the core of the combined business as the bulk of the legacy portfolio was sold off and the parent company was renamed to match the subsidiary. Within the investment banking landscape, Jefferies predominately serves the North American middle market and has captured considerable market share over the past decade.
85GF Score
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