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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 (2026-07-25), Toei Co's Volatility is 15.59%.
Toei Co (TSE:9605) 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.
Toei Co Volatility Related Terms
TSE:9605 vs NFLX, DIS, WBD: Volatility Comparison
For the Entertainment subindustry, Toei 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.
Toei Co Volatility vs Media - Diversified Industry
For the Media - Diversified industry and Communication Services sector, Toei Co's Volatility distribution charts can be found below:
* The bar in red indicates where Toei Co'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.
Toei Co (TSE:9605) has a Volatility of 15.59% as of Jul. 25, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Toei Co and its competitors.
Is Toei Co's Volatility too high?
Toei Co's current Volatility is 15.59%. Overall, Toei Co has a GF Score™ of 87/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Toei Co's Volatility compare to NFLX and DIS?
Toei Co's Volatility of 15.59% can be compared against companies in the Media - Diversified 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 Media - Diversified company?
A good Volatility depends on the Media - Diversified 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 Toei Co and its competitors. Toei Co's current Volatility is 15.59%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Toei Co stock overvalued right now?
Based on GuruFocus' analysis, Toei Co (TSE:9605) is currently considered Modestly Overvalued. The stock's GF Value™ is 円5,169.84, compared to a current price of 円5,890.00 — trading 13.9% above its estimated fair value. The current Volatility is 15.59%. Toei Co's overall GF Score™ is 87/100 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 Toei Co (TSE:9605), the current Volatility is 15.59% as of Jul. 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 Toei Co (TSE:9605) Overvalued in 2026?
Based on GuruFocus' analysis, Toei Co stock appears to be overvalued.
The current stock price of 円5,890.00 is trading 13.9% above its estimated GF Value™ of 円5,169.84.
GuruFocus considers Toei Co to be Modestly Overvalued.
Key valuation signals for TSE:9605:
Volatility: 15.59%
GF Value™: 円5,169.84 vs. price of 円5,890.00 (13.9% above fair value)
No single metric tells the full story. See the TSE:9605 stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Toei Co Ltd engaged in the production of theatrical movies, TV dramas, direct-to-video productions, and anime, as well as a diverse range of businesses based on film production. The company releases both domestic and foreign movies, including its own films directly managed theaters and cinema complexes operated by the subsidiary T-Joy Co., Ltd. It also offers a digital cinema system providing packaged video software, such as DVD and Blu-ray discs. Its video distribution services engage in the sales of content to distribution media and the distribution of movies on iTunes in Japan. It operates more than ten official mobile websites via three major carriers namely NTT DOCOMO, au, and SoftBank.
87GF Score
Get the complete analysis for TSE:9605
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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