From: joetaxpayer
Newsgroups: misc.invest.financial-plan
Subject: Re: Volatility screener
Date: Sat, 3 Feb 2007 07:56:41 -0600
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=Aibg
Bucky wrote:
> On Feb 2, 9:10 am, Will Trice wrote:
>
>>I'm looking for a stock screener that can screen on volatility (actual
>>volatility, not beta). Anybody know of one?
>
>
> btw, what is the mathematical definition of volatility anyways? Is it
> average daily fluctuation in a stock's price over a year? Or are there
> different definitions?
>
The CBOE defines volatility "The annualized standard deviation of
returns or, the annual stock price range".
This lacks a complete mathematical definition, but the data offered
there and the other site I posted offers numbers you can look at for
yourself.
Joe
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