Fairly new here and enjoying it much.
Is there a way to rank based on the standard deviation of closing prices for a defined period?
I know you can screen on the standard deviation of price changes.
Looking for stocks with lower volatility.
Thanks!
Edit… It seems I could use “StdDevP()” if I could fill it with historical prices.
OC - there are several volatility-related functions (see screenshot below). You should be able to use any of them as a node in a ranking system, or as a quick-rank in the screener.
Steve
Thanks Steve,
I see that for screening.
But for ranking I only see this…
TECHNICAL - INDICATORS & PRICE
PERFORMANCE
PRICE & VOLUME
VOLATILITY
Beta
Sharpe Ratio
Sortino Ratio
BTW, excellent job on the ranking optimizer tutorial. It was really easy to follow and I’ve used it many times now.
Select Stock formula instead of stock factor.
Steve
Got it, thanks!
