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 (2026-06-24), NLI Holdings's Volatility is 21.69%.
NLI Holdings (NYSE:NL) 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.
NLI Holdings Volatility Related Terms
NL vs CIX, YOOV, BAER: Volatility Comparison
For the Security & Protection Services subindustry, NLI Holdings'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.
NLI Holdings Volatility vs Business Services Industry
For the Business Services industry and Industrials sector, NLI Holdings's Volatility distribution charts can be found below:
* The bar in red indicates where NLI Holdings'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.
NLI Holdings (NL) has a Volatility of 21.69% as of Jun. 24, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on NLI Holdings and its competitors.
Is NLI Holdings' Volatility too high?
NLI Holdings' current Volatility is 21.69%. Overall, NLI Holdings has a GF Score™ of 67/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does NLI Holdings' Volatility compare to CIX and YOOV?
NLI Holdings' Volatility of 21.69% can be compared against companies in the Business Services 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 Business Services company?
A good Volatility depends on the Business Services 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 NLI Holdings and its competitors. NLI Holdings's current Volatility is 21.69%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is NLI Holdings stock overvalued right now?
Based on GuruFocus' analysis, NLI Holdings (NL) is currently considered Fairly Valued. The stock's GF Value™ is $6.38, compared to a current price of $5.92 — trading 7.2% below its estimated fair value. The current Volatility is 21.69%. NLI Holdings' overall GF Score™ is 67/100 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 NLI Holdings (NL), the current Volatility is 21.69% as of Jun. 24, 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 NLI Holdings (NL) Overvalued in 2026?
Based on GuruFocus' analysis, NLI Holdings stock appears to be undervalued.
The current stock price of $5.92 is trading 7.2% below its estimated GF Value™ of $6.38.
GuruFocus considers NLI Holdings to be Fairly Valued.
Key valuation signals for NL:
Volatility: 21.69%
GF Value™: $6.38 vs. price of $5.92 (7.2% below fair value)
No single metric tells the full story. See the NL stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
NLI Holdings Inc, formerly known as NL Industries Inc, is a holding company that operates in the component products industry. Through its subsidiary, it manufactures engineered components that are sold to a range of industries, including recreational transportation, postal, office and institutional furniture, cabinetry, tool storage, healthcare, gas stations and vending equipment. It also produces a precision ball bearing slide, security products, and ergonomic computer support systems. The company derives majority of its revenue from Europe.
67GF Score
Get the complete analysis for NL
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
NL has been successfully added to your 