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.
MTU Aero Engines AG (OTCPK:MTUAY) 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.
MTU Aero Engines AG Volatility Related Terms
MTUAY vs GE, RTX, BA: Volatility Comparison
For the Aerospace & Defense subindustry, MTU Aero Engines AG'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.
MTU Aero Engines AG Volatility vs Aerospace & Defense Industry
For the Aerospace & Defense industry and Industrials sector, MTU Aero Engines AG's Volatility distribution charts can be found below:
* The bar in red indicates where MTU Aero Engines AG's Volatility falls into.
MTU Aero Engines AG (OTCPK:MTUAY) 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.
MTU Aero Engines AG (MTUAY) has a Volatility of 26.14% 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 MTU Aero Engines AG and its competitors.
Is MTU Aero Engines AG's Volatility too high?
MTU Aero Engines AG's current Volatility is 26.14%. Overall, MTU Aero Engines AG has a GF Score™ of 86/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does MTU Aero Engines AG's Volatility compare to GE and RTX?
MTU Aero Engines AG's Volatility of 26.14% can be compared against companies in the Aerospace & Defense 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 an Aerospace & Defense company?
A good Volatility depends on the Aerospace & Defense 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 MTU Aero Engines AG and its competitors. MTU Aero Engines AG's current Volatility is 26.14%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is MTU Aero Engines AG stock overvalued right now?
Based on GuruFocus' analysis, MTU Aero Engines AG (MTUAY) is currently considered Fairly Valued. The stock's GF Value™ is $226.73, compared to a current price of $205.95 — trading 9.2% below its estimated fair value. The current Volatility is 26.14%. MTU Aero Engines AG's overall GF Score™ is 86/100 with 2 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 MTU Aero Engines AG (MTUAY), the current Volatility is 26.14% 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 MTU Aero Engines AG (MTUAY) Overvalued in 2026?
Based on GuruFocus' analysis, MTU Aero Engines AG stock appears to be undervalued.
The current stock price of $205.95 is trading 9.2% below its estimated GF Value™ of $226.73.
GuruFocus considers MTU Aero Engines AG to be Fairly Valued.
Key valuation signals for MTUAY:
Volatility: 26.14%
GF Value™: $226.73 vs. price of $205.95 (9.2% below fair value)
No single metric tells the full story. See the MTUAY stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
MTU Aero Engines specializes in the development and production of commercial and military aircraft engine components and spare parts. It also performs maintenance, repair, and overhaul services for aircraft engines. More than 30% of commercial aircraft have MTU technology on board. The company is a major assembler of aircraft engines. The commercial and military engine segment develops and manufactures engine components for new engine production and spare parts for the aftermarket. The commercial maintenance business reports MTU's MRO services.
86GF Score
Get the complete analysis for MTUAY
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
MTUAY has been successfully added to your 