Stock Meadow · Metric glossary · Price trend

Stock Volatility (60-Day): formula and how to read it

Volatility measures how widely a stock's price has swung. It is the most common measure of how bumpy the ride has been.

What is Stock Volatility (60-Day)?

How much the price has swung lately. Standard deviation of the last 60 daily log returns multiplied by the square root of 252.

Stock Meadow groups it under Price trend, and shows it in tables as Volatility 60d.

Formula and a worked example

Volatility = standard deviation of the last 60 daily log returns × √252

A stock whose daily moves have a standard deviation of 1% has annualized volatility of about 1% × √252 ≈ 15.9%. The numbers are made up for illustration.

How to read it

Lower means a calmer price. Annualized volatility lets you compare stocks on the same yearly scale.

When Stock Meadow ranks stocks, a lower figure scores better.

Common pitfalls

  • It looks back only 60 trading days, so a calm patch can precede a storm.
  • Volatility captures upward swings as well as downward ones.
  • Needs 61 trading days of prices, so it is blank for recent listings.

Treat any single metric as one clue, and read the company's financial statements before drawing a conclusion. Stock Meadow's figures are research tools based on reported data, not investment advice.

Stock Meadow models that use it

Fixed-recipe models that score it: Low volatility.

In Weighted ranking, Z-score composite and Balanced (no weak link), you choose the metrics and weights yourself, so you can include it in a custom score.

Read about every scoring model on the scoring models page.

Frequently asked questions

What is annualized volatility?
It scales the day-to-day standard deviation to a yearly figure by multiplying by the square root of 252, the usual number of trading days in a year.
Is a higher or lower Volatility 60d better?
When Stock Meadow ranks stocks, a lower figure scores better. That is a ranking convention, so read Volatility 60d alongside other measures and compare similar companies.

Use Volatility 60d in Stock Meadow

Filter on 60-day annualized volatility, score it in your own screen, and see how every stock compares. Free during the preview.

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