Daily Volatility

The Daily Volatility of a security is the standard deviation of its 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.

Stockopedia explains Daily Volatility

Daily Volatility is the average difference between the return on a given day and the average return over the time period. To calculate the Daily Volatility you first compute the daily returns over the period in question. The daily return is calculated as today's price, minus yesterday's price, all divided by yesterday's price. Once this is done, the standard deviation of the time series of daily returns is the daily volatility of the security.

Ranks: Low to High
Unit: %
Available in screener
Available as Table Column

The 5 lowest Daily Volatility Stocks in the Market

Ticker Name Daily Volatility StockRank
HKG:261 GBA Holdings 0 4
PNK:GRDAF Guardforce AI Co 0 48
PNK:CHTH CNL Healthcare Properties Inc 0 60
KOSDAQ:357230 H Pio Co 0 39
Screen for more high-ranking Daily Volatility stocks
© Stockopedia 2021, Refinitiv, Share Data Services.
This site cannot substitute for professional investment advice or independent factual verification. To use it, you must accept our Terms of Use, Privacy and Disclaimer policies.