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.
Mercedes-Benz Group AG (XTER:MBG) 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.
Mercedes-Benz Group AG Volatility Related Terms
XTER:MBG vs TSLA, GM, F: Volatility Comparison
For the Auto Manufacturers subindustry, Mercedes-Benz Group 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.
Mercedes-Benz Group AG Volatility vs Vehicles & Parts Industry
For the Vehicles & Parts industry and Consumer Cyclical sector, Mercedes-Benz Group AG's Volatility distribution charts can be found below:
* The bar in red indicates where Mercedes-Benz Group AG's Volatility falls into.
Mercedes-Benz Group AG (XTER:MBG) 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.
Mercedes-Benz Group AG (XTER:MBG) has a Volatility of 18.97% 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 Mercedes-Benz Group AG and its competitors.
Is Mercedes-Benz Group AG's Volatility too high?
Mercedes-Benz Group AG's current Volatility is 18.97%. Overall, Mercedes-Benz Group AG has a GF Score™ of 69/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does Mercedes-Benz Group AG's Volatility compare to TSLA and GM?
Mercedes-Benz Group AG's Volatility of 18.97% can be compared against companies in the Vehicles & Parts 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 Vehicles & Parts company?
A good Volatility depends on the Vehicles & Parts 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 Mercedes-Benz Group AG and its competitors. Mercedes-Benz Group AG's current Volatility is 18.97%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Mercedes-Benz Group AG stock overvalued right now?
Based on GuruFocus' analysis, Mercedes-Benz Group AG (XTER:MBG) is currently considered Modestly Undervalued. The stock's GF Value™ is €56.16, compared to a current price of €45.24 — trading 19.4% below its estimated fair value. The current Volatility is 18.97%. Mercedes-Benz Group AG's overall GF Score™ is 69/100 with 5 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 Mercedes-Benz Group AG (XTER:MBG), the current Volatility is 18.97% 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 Mercedes-Benz Group AG (XTER:MBG) Overvalued in 2026?
Based on GuruFocus' analysis, Mercedes-Benz Group AG stock appears to be undervalued.
The current stock price of €45.24 is trading 19.4% below its estimated GF Value™ of €56.16.
GuruFocus considers Mercedes-Benz Group AG to be Modestly Undervalued.
Key valuation signals for XTER:MBG:
Volatility: 18.97%
GF Value™: €56.16 vs. price of €45.24 (19.4% below fair value)
No single metric tells the full story. See the XTER:MBG stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Mercedes-Benz Group is a premium automotive original equipment manufacturer, selling around 2 million passenger cars, including its Chinese joint venture, and just under 400,000 vans per year. The company's financial profile improved significantly following the spinoff of Daimler Truck in 2021. Unlike most automotive OEMs, Mercedes operates under its brand alone. In 2025, 15% of its passenger cars sold were top end (G Class, Maybach, AMG, S Class), 58% were core (C and E Class), and 27% entry (A and B Class). In volume terms, Asia and Europe are Mercedes' largest markets, representing 41% and 36% of 2025 vehicle sales, respectively, followed by North America at 16%.
69GF Score
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