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 Kosei Securities Co (TSE:8617) 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 Kosei Securities Co Volatility Related Terms
TSE:8617 vs MS, GS, SCHW: Volatility Comparison
For the Capital Markets subindustry, The Kosei Securities 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.
The Kosei Securities Co Volatility vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, The Kosei Securities Co's Volatility distribution charts can be found below:
* The bar in red indicates where The Kosei Securities Co's Volatility falls into.
The Kosei Securities Co (TSE:8617) 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 Kosei Securities Co (TSE:8617) has a Volatility of 31.06% as of Jun. 28, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on The Kosei Securities Co and its competitors.
Is The Kosei Securities Co's Volatility too high?
The Kosei Securities Co's current Volatility is 31.06%. Overall, The Kosei Securities Co has a GF Score™ of 65/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does The Kosei Securities Co's Volatility compare to MS and GS?
The Kosei Securities Co's Volatility of 31.06% 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 Kosei Securities Co and its competitors. The Kosei Securities Co's current Volatility is 31.06%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is The Kosei Securities Co stock overvalued right now?
Based on GuruFocus' analysis, The Kosei Securities Co (TSE:8617) is currently considered Possible Value Trap. The stock's GF Value™ is 円829.55, compared to a current price of 円539.00 — trading 35% below its estimated fair value. The current Volatility is 31.06%. The Kosei Securities Co's overall GF Score™ is 65/100 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 The Kosei Securities Co (TSE:8617), the current Volatility is 31.06% as of Jun. 28, 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 Kosei Securities Co (TSE:8617) Overvalued in 2026?
Based on GuruFocus' analysis, The Kosei Securities Co stock appears to be undervalued.
The current stock price of 円539.00 is trading 35% below its estimated GF Value™ of 円829.55.
GuruFocus considers The Kosei Securities Co to be Possible Value Trap.
Key valuation signals for TSE:8617:
Volatility: 31.06%
GF Value™: 円829.55 vs. price of 円539.00 (35% below fair value)
No single metric tells the full story. See the TSE:8617 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
The Kosei Securities Co Ltd operates in the capital market industry. The company provides brokerage service, underwriting service, and other services related to securities.
65GF Score
Get the complete analysis for TSE:8617
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