Volatility
How widely returns are dispersed. High volatility means larger typical moves in both directions, not a direction.
Realised volatility is the standard deviation of past returns; implied volatility is what the options market is currently paying for future movement.
Volatility is a position-sizing input before it is anything else: the same dollar risk requires a smaller position in a high-volatility name.
On our pages, volatility is reported as a coarse factor because it changes the durability of a score rather than its direction.
On Autonium pages this feeds the Volatility factor.
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Autonium publishes research, not recommendations. Scores, factors and written reads describe historical and current data and are not buy or sell advice. Not financial advice. Market data is refreshed on a schedule and may lag. See our methodology and disclosures.