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Volatilty

The Volatilty category highlights how volatile a group is and how closely it moves with the broader market.

These indicators are especially helpful for:

  • Gauging volatility or relative risk across industries
  • Finding groups that behave differently than the overall market (low beta)
  • Filtering groups with strong technical presence or market momentum

Market Beta 5 Years​

Measures how closely the group moves with the S&P 500 over a 5-year period. Weighted by market capitalization.

Positive beta values indicate the group moves in the same direction as the S&P 500, while negative values imply inverse movement. The magnitude shows volatility relative to the market.

  • Positive values indicate correlation with S&P 500.
  • Negative values imply inverse behavior to S&P 500.
  • The absolute value reflects volatility versus the index.

Helpful for evaluating systematic risk exposure in portfolio construction or screening.

Compact Name: Market Beta 5Y

Daily
Market Beta < -1.5Market Beta > 1.5

Volatility (Week)​

Average weekly volatility, calculated using the 5-day moving average of (High – Low) / Low. Weighted by market capitalization.

Useful for identifying groups with sharp short-term swings or quiet consolidation.

Regular Close

Volatility (Month)​

Average monthly volatility, calculated using the 21-day moving average of (High – Low) / Low. Weighted by market capitalization.

Reveals longer-term risk characteristics, including trending vs. choppy behavior.

Regular Close