Thirty-six-month share price volatility (Volatility 36m) = Standard deviation of the daily log normal returns of the share price over 36 months, annualized.
How to use the ratio
Available as a screening ratio: Yes
Available as an output column ratio: Yes
What it means and how to use 36m volatility
The output is a percentage number (%).
To select companies with low volatility, select a low number.
This means set the slider from 0% to 30% as shown in the image below:
Here is more information about 36 Months Volatility
You can find more information about 36 Month Volatility here:
Three year or 36-month volatility added to the stock screener
How and why to implement the Conservative Formula investment strategy in your portfolio
Not available in the Historical Screener
Volatility 36m is calculated every night using the latest closing price, it is currently not included in the historical screener data.
Click here to start using 36 months Volatility in your portfolio NOW!