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.
Firm Capital Mortgage Investment (TSX:FC) 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.
Firm Capital Mortgage Investment Volatility Related Terms
TSX:FC vs RKT, FNMA, PFSI: Volatility Comparison
For the Mortgage Finance subindustry, Firm Capital Mortgage Investment'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.
Firm Capital Mortgage Investment Volatility vs Banks Industry
For the Banks industry and Financial Services sector, Firm Capital Mortgage Investment's Volatility distribution charts can be found below:
* The bar in red indicates where Firm Capital Mortgage Investment's Volatility falls into.
Firm Capital Mortgage Investment (TSX:FC) 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.
Firm Capital Mortgage Investment (TSX:FC) has a Volatility of 10.12% as of Jun. 25, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Firm Capital Mortgage Investment and its competitors.
Is Firm Capital Mortgage Investment's Volatility too high?
Firm Capital Mortgage Investment's current Volatility is 10.12%. Overall, Firm Capital Mortgage Investment has a GF Score™ of 63/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Firm Capital Mortgage Investment's Volatility compare to RKT and FNMA?
Firm Capital Mortgage Investment's Volatility of 10.12% can be compared against companies in the Banks 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 Banks company?
A good Volatility depends on the Banks 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 Firm Capital Mortgage Investment and its competitors. Firm Capital Mortgage Investment's current Volatility is 10.12%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Firm Capital Mortgage Investment stock overvalued right now?
Based on GuruFocus' analysis, Firm Capital Mortgage Investment (TSX:FC) is currently considered Fairly Valued. The stock's GF Value™ is C$12.39, compared to a current price of C$12.07 — trading 2.6% below its estimated fair value. The current Volatility is 10.12%. Firm Capital Mortgage Investment's overall GF Score™ is 63/100 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 Firm Capital Mortgage Investment (TSX:FC), the current Volatility is 10.12% as of Jun. 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 Firm Capital Mortgage Investment (TSX:FC) Overvalued in 2026?
Based on GuruFocus' analysis, Firm Capital Mortgage Investment stock appears to be undervalued.
The current stock price of C$12.07 is trading 2.6% below its estimated GF Value™ of C$12.39.
GuruFocus considers Firm Capital Mortgage Investment to be Fairly Valued.
Key valuation signals for TSX:FC:
Volatility: 10.12%
GF Value™: C$12.39 vs. price of C$12.07 (2.6% below fair value)
No single metric tells the full story. See the TSX:FC stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Firm Capital Mortgage Investment Business Description
Firm Capital Mortgage Investment Corp is a Canadian financial provider. It acts as a non-bank lender providing residential and commercial short-term bridge and conventional real estate financing, including construction, mezzanine, and equity investments. The company provides construction, equity, and conventional real estate finance for residential houses, small multi-family residential properties, mixed-use residential, and others to the builder, developer, and real estate owner marketplace, along with a high level of personal service to real estate investors. Also, it provides loan servicing, asset management, and related investment services. The company's revenue comprises Interest and fee income and commission fees arising from Canada and the United States.
63GF Score
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