Jamaica Stock Exchange (XJAM:JSE) Volatility: 29.23% (As of Jun. 27, 2026)


XJAM:JSE Jamaica Stock Exchange Ltd XJAM:JSE
22 GF Score
Price JMD9.94
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What is Jamaica Stock Exchange Volatility?

Jamaica Stock Exchange XJAM:JSE -0.50% 22 Volatility is 29.23% as of Jun. 27, 2026. GuruFocus rates XJAM:JSE with a GF Score™ of 22/100.

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 (2026-06-27), Jamaica Stock Exchange's Volatility is 29.23%.

Jamaica Stock Exchange  (XJAM:JSE) 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.

Jamaica Stock Exchange Volatility Related Terms

XJAM:JSE vs SPGI, ICE, CME: Volatility Comparison

For the Financial Data & Stock Exchanges subindustry, Jamaica Stock Exchange'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.

Jamaica Stock Exchange Volatility vs Capital Markets Industry

For the Capital Markets industry and Financial Services sector, Jamaica Stock Exchange's Volatility distribution charts can be found below:

* The bar in red indicates where Jamaica Stock Exchange's Volatility falls into.


XJAM:JSE
22GF Score
Jamaica Stock Exchange Ltd XJAM:JSE
Volatility is just one metric. See GF Score™, valuation, warning signs, and more.
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Jamaica Stock Exchange  (XJAM:JSE) 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.

Frequently Asked Questions Learn more about Volatility →
What does a Volatility of 29.23% mean?
Jamaica Stock Exchange (XJAM:JSE) has a Volatility of 29.23% as of Jun. 27, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Jamaica Stock Exchange and its competitors.
Is Jamaica Stock Exchange's Volatility too high?
Jamaica Stock Exchange's current Volatility is 29.23%. Overall, Jamaica Stock Exchange has a GF Score™ of 22/100, reflecting its overall financial health beyond just this single metric.
How does Jamaica Stock Exchange's Volatility compare to SPGI and ICE?
Jamaica Stock Exchange's Volatility of 29.23% 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 Jamaica Stock Exchange and its competitors. Jamaica Stock Exchange's current Volatility is 29.23%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Jamaica Stock Exchange stock overvalued right now?
Jamaica Stock Exchange (XJAM:JSE) has a current Volatility of 29.23%. The current Volatility is 29.23%. Jamaica Stock Exchange's overall GF Score™ is 22/100. 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 Jamaica Stock Exchange (XJAM:JSE), the current Volatility is 29.23% as of Jun. 27, 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.

Jamaica Stock Exchange Business Description

Address 40 Harbour Street, P.O. Box 1084, Kingston, JAM
Jamaica Stock Exchange Ltd operates and regulates a stock exchange and develops a stock market in Jamaica. Through its subsidiary, the company is also establishing and maintaining a Central Securities Depository in Jamaica to facilitate the transfer of ownership of securities. Its operating segments are Exchange operations; JCSD services; Investments; and Trustee, custodian, company management, and other activities. It derives a portion of the revenue from the Exchange operations involving the Stock exchange's operation and regulation. Another critical revenue source is from JCSD services provided in connection with transferring and holding securities, shares, stocks, bonds, debentures, and registrar services. The firm's operations are in Jamaica.
22GF Score

Get the complete analysis for XJAM:JSE

Volatility is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

JMD9.94
Price