Volatility (365d, annualized)
Price fluctuation intensity — scaled to one year
Description
Volatility measures how much a price fluctuates — how “choppy” the moves are.
High volatility means larger swings up and down. That often feels riskier because interim losses can be bigger.
Here we look at the last 365 days.
Source
Calculation
- 1) r_t = (Price_t / Price_{t-1}) − 1
- 2) Standard deviation of daily returns over a 365-day window: σ_365
- 3) σ_365 * √252 (stocks/ETFs) or * √365 (crypto)
- Note: annualization is a convention to make values comparable across different time windows.
Interpretation
- Lower is better (more stable/smoother).
- Very low volatility doesn’t automatically mean a “better investment”, but it often means less stress and smaller drawdowns.
Ranking
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