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 (2026-06-24), ASML Holding NV's Volatility is 45.31%.
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.
ASML Holding NV Volatility Related Terms
XTER:ASME vs LRCX, AMAT, KLAC: Volatility Comparison
For the Semiconductor Equipment & Materials subindustry, ASML Holding NV'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.
ASML Holding NV Volatility vs Semiconductors Industry
For the Semiconductors industry and Technology sector, ASML Holding NV's Volatility distribution charts can be found below:
* The bar in red indicates where ASML Holding NV'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.
ASML Holding NV (XTER:ASME) has a Volatility of 45.31% as of Jun. 24, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on ASML Holding NV and its competitors.
Is ASML Holding NV's Volatility too high?
ASML Holding NV's current Volatility is 45.31%. Overall, ASML Holding NV has a GF Score™ of 91/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does ASML Holding NV's Volatility compare to LRCX and AMAT?
ASML Holding NV's Volatility of 45.31% can be compared against companies in the Semiconductors 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 Semiconductors company?
A good Volatility depends on the Semiconductors 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 ASML Holding NV and its competitors. ASML Holding NV's current Volatility is 45.31%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is ASML Holding NV stock overvalued right now?
Based on GuruFocus' analysis, ASML Holding NV (XTER:ASME) is currently considered Significantly Overvalued. The stock's GF Value™ is €966.93, compared to a current price of €1,565.20 — trading 61.9% above its estimated fair value. The current Volatility is 45.31%. ASML Holding NV's overall GF Score™ is 91/100 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 ASML Holding NV (XTER:ASME), the current Volatility is 45.31% as of Jun. 24, 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 ASML Holding NV (XTER:ASME) Overvalued in 2026?
Based on GuruFocus' analysis, ASML Holding NV stock appears to be overvalued.
The current stock price of €1,565.20 is trading 61.9% above its estimated GF Value™ of €966.93.
GuruFocus considers ASML Holding NV to be Significantly Overvalued.
Key valuation signals for XTER:ASME:
Volatility: 45.31%
GF Value™: €966.93 vs. price of €1,565.20 (61.9% above fair value)
No single metric tells the full story. See the XTER:ASME stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
ASML is the leader in lithography systems for manufacturing semiconductors with 90% market share. Lithography is the process in which a light source is used to expose circuit patterns from a photo mask onto a semiconductor wafer. Lithography allows chipmakers to increase the number of transistors on the same area of silicon, with lithography historically representing a high portion of the cost of making cutting-edge chips. ASML outsources the manufacturing of most of its parts, acting like an assembler. ASML's largest clients are TSMC, Samsung, Intel, SK Hynix, and Micron.
91GF Score
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