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how to identify low volatility stocks
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STRATxAI

May 2024 · 5 min read

Low-Volatility Stocks

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We discussed in previous posts both the value factor and quality factor and what fundamental data we use to construct metrics that help us find the stocks with those properties. Now we move to another popular factor that is called the low-volatility factor, which is based on very different data.

What does an example of a low-volatility factor represent ?

The low-volatility factor identifies the stocks that have the lowest historical volatility and forms portfolios based on those stocks

Firstly, what is volatility ?
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