The daily volatility of a security is the standard deviation of a daily return time series. It is commonly used as a measure of the risk of the security. We calculate the daily volatility with up to 3 years of daily price data. This is adjusted to represent the standard deviation of annual returns.
The 1 Year Volatility takes the Daily Volatility and adjusts it to reflect the expected variance in price over 1 year. This can be helpful for investors when considering mid to long term investment horizons.
Ticker | Name | 1 Year Volatility | StockRank™ |
---|---|---|---|
LON:MACA | MAC Alpha | 0.00% | 8 |
LON:FADL | Fadel Partners | 12.90% | 12 |
LON:RCOI | Riverstone Credit Opportunities Income | 12.96% | 76 |
LON:PVN | Proven Vct | 13.00% | 47 |
LON:DAR | Dar Global | 13.05% | 52 |