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.
Pan Jamaica Group (XJAM:PJAM) 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.
Pan Jamaica Group Volatility Related Terms
XJAM:PJAM vs KO, PEP, MNST: Volatility Comparison
For the Beverages - Non-Alcoholic subindustry, Pan Jamaica Group'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.
Pan Jamaica Group Volatility vs Beverages - Non-Alcoholic Industry
For the Beverages - Non-Alcoholic industry and Consumer Defensive sector, Pan Jamaica Group's Volatility distribution charts can be found below:
* The bar in red indicates where Pan Jamaica Group's Volatility falls into.
Pan Jamaica Group (XJAM:PJAM) 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.
Pan Jamaica Group (XJAM:PJAM) has a Volatility of 13.19% 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 Pan Jamaica Group and its competitors.
Is Pan Jamaica Group's Volatility too high?
Pan Jamaica Group's current Volatility is 13.19%. Overall, Pan Jamaica Group has a GF Score™ of 98/100 and is considered Significantly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Pan Jamaica Group's Volatility compare to KO and PEP?
Pan Jamaica Group's Volatility of 13.19% can be compared against companies in the Beverages - Non-Alcoholic 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 Beverages - Non-Alcoholic company?
A good Volatility depends on the Beverages - Non-Alcoholic 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 Pan Jamaica Group and its competitors. Pan Jamaica Group's current Volatility is 13.19%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Pan Jamaica Group stock overvalued right now?
Based on GuruFocus' analysis, Pan Jamaica Group (XJAM:PJAM) is currently considered Significantly Undervalued. The stock's GF Value™ is JMD62.71, compared to a current price of JMD44.09 — trading 29.7% below its estimated fair value. The current Volatility is 13.19%. Pan Jamaica Group's overall GF Score™ is 98/100 with 6 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 Pan Jamaica Group (XJAM:PJAM), the current Volatility is 13.19% 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 Pan Jamaica Group (XJAM:PJAM) Overvalued in 2026?
Based on GuruFocus' analysis, Pan Jamaica Group stock appears to be undervalued.
The current stock price of JMD44.09 is trading 29.7% below its estimated GF Value™ of JMD62.71.
GuruFocus considers Pan Jamaica Group to be Significantly Undervalued.
Key valuation signals for XJAM:PJAM:
Volatility: 13.19%
GF Value™: JMD62.71 vs. price of JMD44.09 (29.7% below fair value)
No single metric tells the full story. See the XJAM:PJAM stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Pan Jamaica Group Ltd is a Caribbean-based multinational holding company. It acquires, holds, and operates businesses in the Caribbean, Europe and the Americas. The company's business is divided into five segments: i) The Property and Infrastructure segment focuses on the development and management of real estate and related infrastructure. ii) The Financial Services segment provides products and services to institutional and individual investors. iii) The Global Services segment includes logistics-related operations. iv) The Specialty Foods segment is engaged in agriculture, processing, distribution and/or retail of food and drink. v) Corporate services, which comprises interest and investment income. The majority of the company's revenue is derived from the Specialty Foods segment.
98GF Score
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