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% | 10 |
LON:RCOI | Riverstone Credit Opportunities Income | 9.07% | 76 |
LON:PVN | Proven Vct | 9.13% | 50 |
LON:MAV4 | Maven Income and Growth VCT 4 | 9.22% | 44 |
LON:FADL | Fadel Partners | 9.35% | 13 |