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.
EFG International AG (XSWX:EFGN) 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.
EFG International AG Volatility Related Terms
XSWX:EFGN vs JPM, BAC, WFC: Volatility Comparison
For the Banks - Diversified subindustry, EFG International AG'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.
EFG International AG Volatility vs Banks Industry
For the Banks industry and Financial Services sector, EFG International AG's Volatility distribution charts can be found below:
* The bar in red indicates where EFG International AG's Volatility falls into.
EFG International AG (XSWX:EFGN) 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.
EFG International AG (XSWX:EFGN) has a Volatility of 17.98% 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 EFG International AG and its competitors.
Is EFG International AG's Volatility too high?
EFG International AG's current Volatility is 17.98%. Overall, EFG International AG has a GF Score™ of 66/100 and is considered Modestly Overvalued, reflecting its overall financial health beyond just this single metric.
How does EFG International AG's Volatility compare to JPM and BAC?
EFG International AG's Volatility of 17.98% 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 EFG International AG and its competitors. EFG International AG's current Volatility is 17.98%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is EFG International AG stock overvalued right now?
Based on GuruFocus' analysis, EFG International AG (XSWX:EFGN) is currently considered Modestly Overvalued. The stock's GF Value™ is CHF13.52, compared to a current price of CHF16.32 — trading 20.7% above its estimated fair value. The current Volatility is 17.98%. EFG International AG's overall GF Score™ is 66/100 with 2 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 EFG International AG (XSWX:EFGN), the current Volatility is 17.98% 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.
Is EFG International AG (XSWX:EFGN) Overvalued in 2026?
Based on GuruFocus' analysis, EFG International AG stock appears to be overvalued.
The current stock price of CHF16.32 is trading 20.7% above its estimated GF Value™ of CHF13.52.
GuruFocus considers EFG International AG to be Modestly Overvalued.
Key valuation signals for XSWX:EFGN:
Volatility: 17.98%
GF Value™: CHF13.52 vs. price of CHF16.32 (20.7% above fair value)
No single metric tells the full story. See the XSWX:EFGN stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
EFG International AG is a private banking group offering private banking and asset management services, with operations spanning Europe, Asia Pacific, the Americas, and the Middle East. The company's business segments are split into: i) Private Banking and Wealth Management, which includes Switzerland & Italy, Continental Europe & Middle East, Asia Pacific, United Kingdom, and Americas, ii) Investment & Wealth Solutions, and iii) Global Markets & Treasury. The majority of its revenue is derived from the Switzerland & Italy division of the Private Banking and Wealth Management segment.
66GF Score
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