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Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.
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 (2026-09-22), Tefron's Volatility is 64.97%.
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.
Tefron Volatility Related Terms
XTAE:TFRLF vs RL, LEVI, VFC: Volatility Comparison
For the Apparel Manufacturing subindustry, Tefron'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.
Tefron Volatility vs Manufacturing - Apparel & Accessories Industry
For the Manufacturing - Apparel & Accessories industry and Consumer Cyclical sector, Tefron's Volatility distribution charts can be found below:
* The bar in red indicates where Tefron'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.
Tefron (XTAE:TFRLF) has a Volatility of 64.97% as of Sep. 22, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on Tefron and its competitors.
Is Tefron's Volatility too high?
Tefron's current Volatility is 64.97%. Overall, Tefron has a GF Score™ of 72/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Tefron's Volatility compare to RL and LEVI?
Tefron's Volatility of 64.97% can be compared against companies in the Manufacturing - Apparel & Accessories 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 Manufacturing - Apparel & Accessories company?
A good Volatility depends on the Manufacturing - Apparel & Accessories 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 Tefron and its competitors. Tefron's current Volatility is 64.97%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Tefron stock overvalued right now?
Based on GuruFocus' analysis, Tefron (XTAE:TFRLF) is currently considered Modestly Undervalued. The stock's GF Value™ is ₪15.44, compared to a current price of ₪12.40 — trading 19.7% below its estimated fair value. The current Volatility is 64.97%. Tefron's overall GF Score™ is 72/100 with 4 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 Tefron (XTAE:TFRLF), the current Volatility is 64.97% as of Sep. 22, 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 Tefron (XTAE:TFRLF) Overvalued in 2026?
Based on GuruFocus' analysis, Tefron stock appears to be undervalued.
The current stock price of ₪12.40 is trading 19.7% below its estimated GF Value™ of ₪15.44.
GuruFocus considers Tefron to be Modestly Undervalued.
Key valuation signals for XTAE:TFRLF:
Volatility: 64.97%
GF Value™: ₪15.44 vs. price of ₪12.40 (19.7% below fair value)
No single metric tells the full story. See the XTAE:TFRLF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Tefron Ltd. is an Israeli manufacturer of seamless and circular-knit apparel, specializing in intimate apparel, activewear, and leisurewear. The company develops, produces, and markets bras, panties, shapewear, and seamless garments using advanced knitting technologies, serving as a contract manufacturer for major international brands and retailers. Its customers include leading apparel brands, department stores, and mass-market retailers, primarily in North America, Europe, and Israel, with North America representing the largest share of revenue. Tefron operates manufacturing facilities in Israel and has expanded production capabilities internationally to serve its global client base. The company generates revenue through two main segments: Brands, which supplies private-label and branded apparel to third-party customers, and Retail, which encompasses its own retail operations. The Brands segment accounts for the majority of revenue, driven by long-term supply relationships with global apparel companies.
72GF Score
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