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 (2026-06-29), Novavax's Volatility is 63.31%.
Novavax (MEX:NVAX) 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.
Novavax Volatility Related Terms
MEX:NVAX vs MPLT, COAG, INBX: Volatility Comparison
For the Biotechnology subindustry, Novavax'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.
Novavax Volatility vs Biotechnology Industry
For the Biotechnology industry and Healthcare sector, Novavax's Volatility distribution charts can be found below:
* The bar in red indicates where Novavax'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.
Novavax (MEX:NVAX) has a Volatility of 63.31% as of Jun. 29, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Novavax and its competitors.
Is Novavax's Volatility too high?
Novavax's current Volatility is 63.31%. Overall, Novavax has a GF Score™ of 42/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Novavax's Volatility compare to MPLT and COAG?
Novavax's Volatility of 63.31% 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 Novavax and its competitors. Novavax's current Volatility is 63.31%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Novavax stock overvalued right now?
Based on GuruFocus' analysis, Novavax (MEX:NVAX) is currently considered Significantly Overvalued. The stock's GF Value™ is MXN68.69, compared to a current price of MXN156.00 — trading 127.1% above its estimated fair value. The current Volatility is 63.31%. Novavax's overall GF Score™ is 42/100 with 7 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 Novavax (MEX:NVAX), the current Volatility is 63.31% as of Jun. 29, 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 Novavax (MEX:NVAX) Overvalued in 2026?
Based on GuruFocus' analysis, Novavax stock appears to be overvalued.
The current stock price of MXN156.00 is trading 127.1% above its estimated GF Value™ of MXN68.69.
GuruFocus considers Novavax to be Significantly Overvalued.
Key valuation signals for MEX:NVAX:
Volatility: 63.31%
GF Value™: MXN68.69 vs. price of MXN156.00 (127.1% above fair value)
No single metric tells the full story. See the MEX:NVAX stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Novavax Inc is a biotechnology company that develops vaccines. The company works in the clinical stage of development with a focus on delivering novel products that prevent a broad range of diseases. It works together with its wholly owned Swedish subsidiary to produce vaccine candidates to respond to both known and emerging disease threats. The company believes its vaccine technology has the potential to be applied broadly to a wide variety of human infectious diseases. The company manages its business as one operating segment, an in-house early-stage R&D business to build a pipeline of high-value assets using its technology along with seeking to enter into partnerships to drive value creation for its assets.
42GF Score
Get the complete analysis for MEX:NVAX
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
Quick Browse
Personalize
Premium Gurus 
Create New Portfolio
MEX:NVAX has been successfully added to your 