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 6 month returns.
The 6 Month Volatility takes the Daily Volatility and adjusts it to reflect the expected variance in price over 6 months.This can be helpful for investors when considering mid to long term investment horizons.
Ticker | Name | 6 Month Volatility | StockRank™ |
---|---|---|---|
LON:MACA | MAC Alpha | 0.00% | 8 |
LON:FADL | Fadel Partners | 9.12% | 12 |
LON:RCOI | Riverstone Credit Opportunities Income | 9.17% | 76 |
LON:PVN | Proven Vct | 9.19% | 47 |
LON:DAR | Dar Global | 9.23% | 52 |