The archived site offered an on-demand report that profiled a handful of US stocks. This page explains the measures in such a report, since they are useful for anyone studying volatility. The service is not described here as available.
Company basics
- Name and ticker: identify the company.
- Capitalisation: total market value of the tradable shares, equal to share price multiplied by shares outstanding.
- Cap size: small ($300 million to $2 billion), mid ($2 billion to $10 billion) or large (above $10 billion).
- Industry: the business category producing most of the firm’s revenue, if it operates in several.
Volatility measures
- Current volatility: the standard deviation of returns over the previous 24 months, as of the end of the prior month.
- Overall rank: position among all US stocks in the database using that measure.
- Rank within cap category: position among stocks of the same size band.
- Rank within industry: position among peers in the same industry.
Returns
- Last month’s total return: percentage price change including dividends and adjusted for splits.
- Twelve-month total return: the same measure over twelve months.
How to read the ranks
Because volatility is measured over two years, a single quiet month will not change a stock’s position much. Ranking within a size band or industry also helps separate a stock that is calm for its sector from one that only looks calm because of the sector it sits in. A utility and a young technology company, for instance, are rarely compared fairly on a single list.
Rankings run from low to high, so a low number means a calmer stock. To learn how the calculation works, see the FAQ and the glossary.