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.
The Philippine Stock Exchange (OTCPK:PSKXF) 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.
The Philippine Stock Exchange Volatility Related Terms
PSKXF vs SPGI, CME, ICE: Volatility Comparison
For the Financial Data & Stock Exchanges subindustry, The Philippine Stock Exchange'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.
The Philippine Stock Exchange Volatility vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, The Philippine Stock Exchange's Volatility distribution charts can be found below:
* The bar in red indicates where The Philippine Stock Exchange's Volatility falls into.
The Philippine Stock Exchange (OTCPK:PSKXF) 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.
The Philippine Stock Exchange (PSKXF) has a Volatility of 2.54% 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 The Philippine Stock Exchange and its competitors.
Is The Philippine Stock Exchange's Volatility too high?
The Philippine Stock Exchange's current Volatility is 2.54%. Overall, The Philippine Stock Exchange has a GF Score™ of 91/100, reflecting its overall financial health beyond just this single metric.
How does The Philippine Stock Exchange's Volatility compare to SPGI and CME?
The Philippine Stock Exchange's Volatility of 2.54% can be compared against companies in the Capital Markets 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 Capital Markets company?
A good Volatility depends on the Capital Markets 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 The Philippine Stock Exchange and its competitors. The Philippine Stock Exchange's current Volatility is 2.54%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is The Philippine Stock Exchange stock overvalued right now?
The Philippine Stock Exchange (PSKXF) has a current Volatility of 2.54%. The stock's GF Value™ is $6.58, compared to a current price of $3.51 — trading 46.7% below its estimated fair value. The current Volatility is 2.54%. The Philippine Stock Exchange's overall GF Score™ is 91/100 with 4 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 The Philippine Stock Exchange (PSKXF), the current Volatility is 2.54% 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 The Philippine Stock Exchange (PSKXF) Overvalued in 2026?
Based on GuruFocus' analysis, The Philippine Stock Exchange stock appears to be undervalued.
The current stock price of $3.51 is trading 46.7% below its estimated GF Value™ of $6.58.
Key valuation signals for PSKXF:
Volatility: 2.54%
GF Value™: $6.58 vs. price of $3.51 (46.7% below fair value)
No single metric tells the full story. See the PSKXF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
The Philippine Stock Exchange Business Description
The Philippine Stock Exchange Inc is a Philippines-based stock corporation. The company's business is to provide and maintain a convenient and suitable market for the exchange, purchase, and sale of all types of securities and other instruments. The company's business segments include: Equity, Clearing and Settlement Business; and Depository and Fixed Income Business. It derives maximum revenue from Equity, Clearing and Settlement Business. The sources of revenue also consist of listing-related fees for initial public offerings, annual listing maintenance membership, transactions, data feeds, and miscellaneous fees.
91GF Score
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