Questions tagged [low-volatility]

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Calculate and study volatility time series

I am trying to study a time series. I have 10-year daily close prices for some stocks, so my time series is very simple: each day I have a close price for my company. The question is: how can I want ...
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Underperformance of low vol factor after US presidential election, comeback of Value

My question is about factor investing. In most equity markets (Europe, US) the factors momentum and low volatility have outperformed the cap weighted indices in the last couple of years while the ...
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I need a low volatility asset that gives an interest/dividen [closed]

I have some cash that needs to sit on an account for some time (less then a year, where I will withdraw an amount every month). I need them in a fixed price/low volatility asset that gives an interest ...
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5 votes
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Is Low-Volatility expensive these days? How can we analyze this?

Low volatility investing became somewhat fashionable in recent years. In general there are two approaches to this: Ranking stocks of a certain universe by either stand-alone volatility or by beta and ...
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