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.
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.
ZTO Express (Cayman) Volatility Related Terms
MEX:ZTO N vs EXPD, CHRW, FDXFw: Volatility Comparison
For the Integrated Freight & Logistics subindustry, ZTO Express (Cayman)'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.
ZTO Express (Cayman) Volatility vs Transportation Industry
For the Transportation industry and Industrials sector, ZTO Express (Cayman)'s Volatility distribution charts can be found below:
* The bar in red indicates where ZTO Express (Cayman)'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.
ZTO Express (Cayman) (MEX:ZTO N) has a Volatility of 9.39% as of Jun. 27, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on ZTO Express (Cayman) and its competitors.
Is ZTO Express (Cayman)'s Volatility too high?
ZTO Express (Cayman)'s current Volatility is 9.39%. Overall, ZTO Express (Cayman) has a GF Score™ of 84/100, reflecting its overall financial health beyond just this single metric.
How does ZTO Express (Cayman)'s Volatility compare to EXPD and CHRW?
ZTO Express (Cayman)'s Volatility of 9.39% can be compared against companies in the Transportation 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 Transportation company?
A good Volatility depends on the Transportation 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 ZTO Express (Cayman) and its competitors. ZTO Express (Cayman)'s current Volatility is 9.39%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is ZTO Express (Cayman) stock overvalued right now?
ZTO Express (Cayman) (MEX:ZTO N) has a current Volatility of 9.39%. The stock's GF Value™ is MXN548.91, compared to a current price of MXN426.00 — trading 22.4% below its estimated fair value. The current Volatility is 9.39%. ZTO Express (Cayman)'s overall GF Score™ is 84/100. 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 ZTO Express (Cayman) (MEX:ZTO N), the current Volatility is 9.39% as of Jun. 27, 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 ZTO Express (Cayman) (MEX:ZTO N) Overvalued in 2026?
Based on GuruFocus' analysis, ZTO Express (Cayman) stock appears to be undervalued.
The current stock price of MXN426.00 is trading 22.4% below its estimated GF Value™ of MXN548.91.
Key valuation signals for MEX:ZTO N:
Volatility: 9.39%
GF Value™: MXN548.91 vs. price of MXN426.00 (22.4% below fair value)
No single metric tells the full story. See the MEX:ZTO N stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
ZTO Express is China's largest express delivery company by parcel volume, with a volume share of 19.4% in 2024. It operates a network partner model where it provides line-haul transportation and sorting services, while its local network partners provide first-mile pickup and last-mile delivery services under the ZTO brand name. Headquartered in Shanghai, the company was founded in 2002 by Meisong Lai, who remains chair, CEO, and its major shareholder with 78% voting rights as of March 31, 2025. ZTO's strategic shareholder is leading China e-commerce company Alibaba Group with around an 8.9% interest.
84GF Score
Get the complete analysis for MEX:ZTO N
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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