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.
Daito Trust Construction Co (NGO:1878) 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.
Daito Trust Construction Co Volatility Related Terms
Daito Trust Construction Co Volatility Competitor Comparison
For the Real Estate - Diversified subindustry, Daito Trust Construction Co'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.
Daito Trust Construction Co Volatility vs Real Estate Industry
For the Real Estate industry and Real Estate sector, Daito Trust Construction Co's Volatility distribution charts can be found below:
* The bar in red indicates where Daito Trust Construction Co's Volatility falls into.
Daito Trust Construction Co (NGO:1878) 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.
Daito Trust Construction Co (NGO:1878) has a Volatility of 9.95% 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 Daito Trust Construction Co and its competitors.
Is Daito Trust Construction Co's Volatility too high?
Daito Trust Construction Co's current Volatility is 9.95%. Overall, Daito Trust Construction Co has a GF Score™ of 78/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Daito Trust Construction Co's Volatility compare to competitors?
Daito Trust Construction Co's Volatility of 9.95% can be compared against companies in the Real Estate 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 Real Estate company?
A good Volatility depends on the Real Estate 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 Daito Trust Construction Co and its competitors. Daito Trust Construction Co's current Volatility is 9.95%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Daito Trust Construction Co stock overvalued right now?
Based on GuruFocus' analysis, Daito Trust Construction Co (NGO:1878) is currently considered Modestly Undervalued. The stock's GF Value™ is 円3,859.34, compared to a current price of 円2,933.00 — trading 24% below its estimated fair value. The current Volatility is 9.95%. Daito Trust Construction Co's overall GF Score™ is 78/100 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 Daito Trust Construction Co (NGO:1878), the current Volatility is 9.95% 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 Daito Trust Construction Co (NGO:1878) Overvalued in 2026?
Based on GuruFocus' analysis, Daito Trust Construction Co stock appears to be undervalued.
The current stock price of 円2,933.00 is trading 24% below its estimated GF Value™ of 円3,859.34.
GuruFocus considers Daito Trust Construction Co to be Modestly Undervalued.
Key valuation signals for NGO:1878:
Volatility: 9.95%
GF Value™: 円3,859.34 vs. price of 円2,933.00 (24% below fair value)
No single metric tells the full story. See the NGO:1878 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Daito Trust Construction Co Ltd is a Japan-based company engaged in the construction and real estate businesses. The company operates through four reportable segments: Construction Business, Real Estate Leasing Business, Real Estate Development Business, and Financial Business segment. It proposes land use plans, undertakes construction and installation of rental housing, and engages in bulk leasing of properties, which are subleased to tenants under a rental management system. The company also acts as an intermediary for tenants, develops and sells income-generating real estate, and conducts investment condominium development. It generates the majority of its revenue from the Real estate rental business segment.
78GF Score
Get the complete analysis for NGO:1878
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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