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Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.
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 (2026-07-16), Capital Futures's Volatility is 7.50%.
Capital Futures (TPE:6024) 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.
Capital Futures Volatility Related Terms
TPE:6024 vs MS, GS, SCHW: Volatility Comparison
For the Capital Markets subindustry, Capital Futures'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.
Capital Futures Volatility vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, Capital Futures's Volatility distribution charts can be found below:
* The bar in red indicates where Capital Futures'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.
Capital Futures (TPE:6024) has a Volatility of 7.50% as of Jul. 16, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Capital Futures and its competitors.
Is Capital Futures' Volatility too high?
Capital Futures' current Volatility is 7.50%. Overall, Capital Futures has a GF Score™ of 73/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Capital Futures' Volatility compare to MS and GS?
Capital Futures' Volatility of 7.50% 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 Capital Futures and its competitors. Capital Futures's current Volatility is 7.50%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Capital Futures stock overvalued right now?
Based on GuruFocus' analysis, Capital Futures (TPE:6024) is currently considered Modestly Overvalued. The stock's GF Value™ is NT$50.41, compared to a current price of NT$64.80 — trading 28.5% above its estimated fair value. The current Volatility is 7.50%. Capital Futures' overall GF Score™ is 73/100 with 8 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 Capital Futures (TPE:6024), the current Volatility is 7.50% as of Jul. 16, 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 Capital Futures (TPE:6024) Overvalued in 2026?
Based on GuruFocus' analysis, Capital Futures stock appears to be overvalued.
The current stock price of NT$64.80 is trading 28.5% above its estimated GF Value™ of NT$50.41.
GuruFocus considers Capital Futures to be Modestly Overvalued.
Key valuation signals for TPE:6024:
Volatility: 7.50%
GF Value™: NT$50.41 vs. price of NT$64.80 (28.5% above fair value)
No single metric tells the full story. See the TPE:6024 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Capital Futures Corp is a financial services company. The company offers futures advisory business, futures management business, leverage exchange agency, securities investment consulting, management consulting and information software service, securities business, futures advisory business, fecurities introducing brokerage, proprietary trading, and others. The company operates in a single reporting segment: the Brokerage segment and is mainly involved in the futures brokerage business.
73GF Score
Get the complete analysis for TPE:6024
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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