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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 (2026-08-12), Favorit Hold AD's Volatility is 105.80%.
Favorit Hold AD (XBUL:FAVH) 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.
Favorit Hold AD Volatility Related Terms
XBUL:FAVH vs MS, GS, SCHW: Volatility Comparison
For the Capital Markets subindustry, Favorit Hold AD'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.
Favorit Hold AD Volatility vs Capital Markets Industry
For the Capital Markets industry and Financial Services sector, Favorit Hold AD's Volatility distribution charts can be found below:
* The bar in red indicates where Favorit Hold AD's Volatility falls into.
Favorit Hold AD (XBUL:FAVH) 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.
Favorit Hold AD (XBUL:FAVH) has a Volatility of 105.80% as of Aug. 12, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Favorit Hold AD and its competitors.
Is Favorit Hold AD's Volatility too high?
Favorit Hold AD's current Volatility is 105.80%. Overall, Favorit Hold AD has a GF Score™ of 60/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Favorit Hold AD's Volatility compare to MS and GS?
Favorit Hold AD's Volatility of 105.80% 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 Favorit Hold AD and its competitors. Favorit Hold AD's current Volatility is 105.80%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Favorit Hold AD stock overvalued right now?
Based on GuruFocus' analysis, Favorit Hold AD (XBUL:FAVH) is currently considered Possible Value Trap. The stock's GF Value™ is €3.07, compared to a current price of €0.50 — trading 83.8% below its estimated fair value. The current Volatility is 105.80%. Favorit Hold AD's overall GF Score™ is 60/100 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 Favorit Hold AD (XBUL:FAVH), the current Volatility is 105.80% as of Aug. 12, 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 Favorit Hold AD (XBUL:FAVH) Overvalued in 2026?
Based on GuruFocus' analysis, Favorit Hold AD stock appears to be undervalued.
The current stock price of €0.50 is trading 83.8% below its estimated GF Value™ of €3.07.
GuruFocus considers Favorit Hold AD to be Possible Value Trap.
Key valuation signals for XBUL:FAVH:
Volatility: 105.80%
GF Value™: €3.07 vs. price of €0.50 (83.8% below fair value)
No single metric tells the full story. See the XBUL:FAVH stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Favorit Hold AD is engaged in Acquisition, management, evaluation and sales of participation in Bulgarian and foreign companies; acquisition, management and sale of bonds; acquisition, management and sale of patents.
60GF Score
Get the complete analysis for XBUL:FAVH
Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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