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.
Wizz Air Holdings (STU:WI2) 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.
Wizz Air Holdings Volatility Related Terms
STU:WI2 vs DAL, UAL, LUV: Volatility Comparison
For the Airlines subindustry, Wizz Air 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.
Wizz Air Holdings Volatility vs Transportation Industry
For the Transportation industry and Industrials sector, Wizz Air Holdings's Volatility distribution charts can be found below:
* The bar in red indicates where Wizz Air Holdings's Volatility falls into.
Wizz Air Holdings (STU:WI2) 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.
Wizz Air Holdings (STU:WI2) has a Volatility of 59.11% as of Jun. 26, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Wizz Air Holdings and its competitors.
Is Wizz Air Holdings' Volatility too high?
Wizz Air Holdings' current Volatility is 59.11%. Overall, Wizz Air Holdings has a GF Score™ of 74/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Wizz Air Holdings' Volatility compare to DAL and UAL?
Wizz Air Holdings' Volatility of 59.11% can be compared against companies in the Transportation 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 Transportation company?
A good Volatility depends on the Transportation 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 Wizz Air Holdings and its competitors. Wizz Air Holdings's current Volatility is 59.11%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Wizz Air Holdings stock overvalued right now?
Based on GuruFocus' analysis, Wizz Air Holdings (STU:WI2) is currently considered Possible Value Trap. The stock's GF Value™ is €20.75, compared to a current price of €14.26 — trading 31.3% below its estimated fair value. The current Volatility is 59.11%. Wizz Air Holdings' overall GF Score™ is 74/100 with 7 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 Wizz Air Holdings (STU:WI2), the current Volatility is 59.11% as of Jun. 26, 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 Wizz Air Holdings (STU:WI2) Overvalued in 2026?
Based on GuruFocus' analysis, Wizz Air Holdings stock appears to be undervalued.
The current stock price of €14.26 is trading 31.3% below its estimated GF Value™ of €20.75.
GuruFocus considers Wizz Air Holdings to be Possible Value Trap.
Key valuation signals for STU:WI2:
Volatility: 59.11%
GF Value™: €20.75 vs. price of €14.26 (31.3% below fair value)
No single metric tells the full story. See the STU:WI2 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Wizz Air is a leading ultra-low-cost airline group operating primarily across Europe, the Middle East, North Africa, and parts of Central and Western Asia. Founded in 2003, the company provides scheduled short- and medium-haul point-to-point services under the Wizz Air brand. As of March 2025, Wizz operated a fleet of 257 aircraft, serving around 185 destinations in over 46 countries. The fleet is primarily composed of Airbus A320neo aircraft, with an ongoing transition toward higher-capacity A321neo planes to support long-term unit cost efficiency.
74GF Score
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