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.
Societe Tunisienne de Reassurance (XTUN:TRE) 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.
Societe Tunisienne de Reassurance Volatility Related Terms
XTUN:TRE vs RGA, EG, RNR: Volatility Comparison
For the Insurance - Reinsurance subindustry, Societe Tunisienne de Reassurance'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.
Societe Tunisienne de Reassurance Volatility vs Insurance Industry
For the Insurance industry and Financial Services sector, Societe Tunisienne de Reassurance's Volatility distribution charts can be found below:
* The bar in red indicates where Societe Tunisienne de Reassurance's Volatility falls into.
Societe Tunisienne de Reassurance (XTUN:TRE) 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.
Societe Tunisienne de Reassurance (XTUN:TRE) has a Volatility of 41.07% 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 Societe Tunisienne de Reassurance and its competitors.
Is Societe Tunisienne de Reassurance's Volatility too high?
Societe Tunisienne de Reassurance's current Volatility is 41.07%. Overall, Societe Tunisienne de Reassurance has a GF Score™ of 85/100 and is considered Significantly Overvalued, reflecting its overall financial health beyond just this single metric.
How does Societe Tunisienne de Reassurance's Volatility compare to RGA and EG?
Societe Tunisienne de Reassurance's Volatility of 41.07% can be compared against companies in the Insurance 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 an Insurance company?
A good Volatility depends on the Insurance 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 Societe Tunisienne de Reassurance and its competitors. Societe Tunisienne de Reassurance's current Volatility is 41.07%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Societe Tunisienne de Reassurance stock overvalued right now?
Based on GuruFocus' analysis, Societe Tunisienne de Reassurance (XTUN:TRE) is currently considered Significantly Overvalued. The stock's GF Value™ is TND9.27, compared to a current price of TND12.80 — trading 38.1% above its estimated fair value. The current Volatility is 41.07%. Societe Tunisienne de Reassurance's overall GF Score™ is 85/100. 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 Societe Tunisienne de Reassurance (XTUN:TRE), the current Volatility is 41.07% 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 Societe Tunisienne de Reassurance (XTUN:TRE) Overvalued in 2026?
Based on GuruFocus' analysis, Societe Tunisienne de Reassurance stock appears to be overvalued.
The current stock price of TND12.80 is trading 38.1% above its estimated GF Value™ of TND9.27.
GuruFocus considers Societe Tunisienne de Reassurance to be Significantly Overvalued.
Key valuation signals for XTUN:TRE:
Volatility: 41.07%
GF Value™: TND9.27 vs. price of TND12.80 (38.1% above fair value)
No single metric tells the full story. See the XTUN:TRE stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Societe Tunisienne de Reassurance Business Description
Societe Tunisienne de Reassurance SA is engaged in the provision of the insurance services. The company offers various insurance products such as Fire, Miscellaneous and Technical Risks, engineering, Agricultural Risks, Marine & Energy, civil liability, accidents, civil and life insurances. In addition, it also provides transport corps, transportation faculties, energy and aviation insurance.
85GF Score
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