StockFetcher Forums · General Discussion · Beta<< >>Post Follow-up
2 posts
msg #97732
Ignore yhedge
12/2/2010 5:26:34 PM

I dislike low volatility stocks, how can I filter out stocks with low volatility ?


469 posts
msg #97735
Ignore straken
12/2/2010 7:39:33 PM

Use Beta > 2 or an ATR filter like so..

set{R10,R1 *100}
add column R10
set{R20,R2 *100}
add column R20

ATR(10) > 2
R10 crossed R20
Price > 5
Average Volume(30) > 500000

StockFetcher Forums · General Discussion · Beta<< >>Post Follow-up

*** Disclaimer *** does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. does not recommend particular securities., Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.

Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus