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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.
GT Capital Holdings (PHS:GTCAP) 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.
GT Capital Holdings Volatility Related Terms
PHS:GTCAP vs TSLA, GM, F: Volatility Comparison
For the Auto Manufacturers subindustry, GT Capital 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.
GT Capital Holdings Volatility vs Vehicles & Parts Industry
For the Vehicles & Parts industry and Consumer Cyclical sector, GT Capital Holdings's Volatility distribution charts can be found below:
* The bar in red indicates where GT Capital Holdings's Volatility falls into.
GT Capital Holdings (PHS:GTCAP) 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.
GT Capital Holdings (PHS:GTCAP) has a Volatility of 37.62% as of Aug. 08, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on GT Capital Holdings and its competitors.
Is GT Capital Holdings' Volatility too high?
GT Capital Holdings' current Volatility is 37.62%. Overall, GT Capital Holdings has a GF Score™ of 83/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does GT Capital Holdings' Volatility compare to TSLA and GM?
GT Capital Holdings' Volatility of 37.62% can be compared against companies in the Vehicles & Parts 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 Vehicles & Parts company?
A good Volatility depends on the Vehicles & Parts 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 GT Capital Holdings and its competitors. GT Capital Holdings's current Volatility is 37.62%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is GT Capital Holdings stock overvalued right now?
Based on GuruFocus' analysis, GT Capital Holdings (PHS:GTCAP) is currently considered Modestly Undervalued. The stock's GF Value™ is ₱655.69, compared to a current price of ₱497.00 — trading 24.2% below its estimated fair value. The current Volatility is 37.62%. GT Capital Holdings' overall GF Score™ is 83/100 with 3 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 GT Capital Holdings (PHS:GTCAP), the current Volatility is 37.62% as of Aug. 08, 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 GT Capital Holdings (PHS:GTCAP) Overvalued in 2026?
Based on GuruFocus' analysis, GT Capital Holdings stock appears to be undervalued.
The current stock price of ₱497.00 is trading 24.2% below its estimated GF Value™ of ₱655.69.
GuruFocus considers GT Capital Holdings to be Modestly Undervalued.
Key valuation signals for PHS:GTCAP:
Volatility: 37.62%
GF Value™: ₱655.69 vs. price of ₱497.00 (24.2% below fair value)
No single metric tells the full story. See the PHS:GTCAP stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
GT Capital Holdings Inc is a conglomerate owning interests in the banking, auto assembly and dealerships, property development, insurance, infrastructure, and healthcare sectors. The company's reportable segments include Real Estate, Financial Institutions, Automotive Operations, Infrastructure, and Others. The automotive operations segment, which generates key revenue for the company, is engaged in the assembly, manufacturing, importation, sale, and distribution of automobiles, including automobile parts, accessories, and instruments. The company and its holdings operate predominantly in the Philippines.
83GF Score
Get the complete analysis for PHS:GTCAP
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