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% | 9 |
LON:PVN | Proven Vct | 12.91% | 49 |
LON:RCOI | Riverstone Credit Opportunities Income | 12.97% | 77 |
LON:MAV4 | Maven Income and Growth VCT 4 | 13.04% | 43 |
LON:FADL | Fadel Partners | 13.09% | 12 |