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 (2026-06-26), State Street's Volatility is 22.03%.
State Street (WBO:STT) 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.
State Street Volatility Related Terms
WBO:STT vs AMP, NTRS, ARES: Volatility Comparison
For the Asset Management subindustry, State Street'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.
State Street Volatility vs Asset Management Industry
For the Asset Management industry and Financial Services sector, State Street's Volatility distribution charts can be found below:
* The bar in red indicates where State Street'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.
State Street (WBO:STT) has a Volatility of 22.03% 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 State Street and its competitors.
Is State Street's Volatility too high?
State Street's current Volatility is 22.03%. Overall, State Street has a GF Score™ of 71/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does State Street's Volatility compare to AMP and NTRS?
State Street's Volatility of 22.03% can be compared against companies in the Asset Management 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 Asset Management company?
A good Volatility depends on the Asset Management 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 State Street and its competitors. State Street's current Volatility is 22.03%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is State Street stock overvalued right now?
Based on GuruFocus' analysis, State Street (WBO:STT) is currently considered Significantly Overvalued. The stock's GF Value™ is €100.77, compared to a current price of €149.80 — trading 48.7% above its estimated fair value. The current Volatility is 22.03%. State Street's overall GF Score™ is 71/100 with 10 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 State Street (WBO:STT), the current Volatility is 22.03% 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 State Street (WBO:STT) Overvalued in 2026?
Based on GuruFocus' analysis, State Street stock appears to be overvalued.
The current stock price of €149.80 is trading 48.7% above its estimated GF Value™ of €100.77.
GuruFocus considers State Street to be Significantly Overvalued.
Key valuation signals for WBO:STT:
Volatility: 22.03%
GF Value™: €100.77 vs. price of €149.80 (48.7% above fair value)
No single metric tells the full story. See the WBO:STT stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
State Street is a leading provider of financial services, including investment servicing, investment management, and investment research and trading. With approximately $54 trillion in assets under custody and administration, and $5.7 trillion in assets under management, as of Dec. 31, 2025, State Street operates globally in more than 100 geographic markets and employs about 51,500 worldwide.
71GF Score
Get the complete analysis for WBO:STT
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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