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.
Idemitsu Kosan Co (TSE:5019) 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.
Idemitsu Kosan Co Volatility Related Terms
TSE:5019 vs VLO, MPC, PSX: Volatility Comparison
For the Oil & Gas Refining & Marketing subindustry, Idemitsu Kosan Co'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.
Idemitsu Kosan Co Volatility vs Oil & Gas Industry
For the Oil & Gas industry and Energy sector, Idemitsu Kosan Co's Volatility distribution charts can be found below:
* The bar in red indicates where Idemitsu Kosan Co's Volatility falls into.
Idemitsu Kosan Co (TSE:5019) 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.
Idemitsu Kosan Co (TSE:5019) has a Volatility of 23.61% 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 Idemitsu Kosan Co and its competitors.
Is Idemitsu Kosan Co's Volatility too high?
Idemitsu Kosan Co's current Volatility is 23.61%. Overall, Idemitsu Kosan Co has a GF Score™ of 65/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Idemitsu Kosan Co's Volatility compare to VLO and MPC?
Idemitsu Kosan Co's Volatility of 23.61% can be compared against companies in the Oil & Gas 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 an Oil & Gas company?
A good Volatility depends on the Oil & Gas 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 Idemitsu Kosan Co and its competitors. Idemitsu Kosan Co's current Volatility is 23.61%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Idemitsu Kosan Co stock overvalued right now?
Based on GuruFocus' analysis, Idemitsu Kosan Co (TSE:5019) is currently considered Modestly Overvalued. The stock's GF Value™ is 円1,071.95, compared to a current price of 円1,223.50 — trading 14.1% above its estimated fair value. The current Volatility is 23.61%. Idemitsu Kosan Co's overall GF Score™ is 65/100 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 Idemitsu Kosan Co (TSE:5019), the current Volatility is 23.61% 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 Idemitsu Kosan Co (TSE:5019) Overvalued in 2026?
Based on GuruFocus' analysis, Idemitsu Kosan Co stock appears to be overvalued.
The current stock price of 円1,223.50 is trading 14.1% above its estimated GF Value™ of 円1,071.95.
GuruFocus considers Idemitsu Kosan Co to be Modestly Overvalued.
Key valuation signals for TSE:5019:
Volatility: 23.61%
GF Value™: 円1,071.95 vs. price of 円1,223.50 (14.1% above fair value)
No single metric tells the full story. See the TSE:5019 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Idemitsu Kosan Co Ltd engages in a variety of activities globally that include petroleum products, oil exploration and production, coal, and other businesses. The company operates through five segments. The Basic Chemicals segment makes and sells olefins and aroma products. Electricity/Renewable Energy covers thermal, solar, and wind power generation, electricity sales, and solar business. Fuel Oil handles production, trading, and import/export of refined petroleum. The Highly Functional Materials segment includes lubricants, chemicals, electronic materials, paving materials, and agri-bio. The Resource segment explores, develops, and sells crude oil, natural gas, and coal. Others cover insurance and intra-group services. It generates the majority of its revenue from the Fuel oil segment.
65GF Score
Get the complete analysis for TSE:5019
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