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Low historical volatility screen

Which stocks that meet the liquidity threshold have had fewer large price swings over the recent common period?

Screening and watchlists (examples) SCR-035 Bar Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Example holdings. Holdings, weights and watchlist entries on this page are example holdings generated for illustration. They are not a user account, a saved portfolio or any real position.

Download CSV Sample JSON Specification JSON Sample as of

0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: Candidate A
37.7 %
Lowest item: Candidate C
5.52 %
Average
26.2 %
Number of items
4 items

Low-volatility candidates

Annualized return volatility (%) (Bar)

Liquidity and trading halt exclusions

Average turnover (base currency) (Line)

Sample period

Annualized return volatility (%) and Average turnover (base currency) (Table)

Sample data rows

Candidate stocksAnnualized return volatility (%)Average turnover (base currency)Data date (sample)
Candidate A 37.7 1499336 2026-10-16
Candidate B 33.4 307597 2026-10-16
Candidate C 5.52 132751 2026-10-16
Halted stocks excluded 28.19 598795 2026-10-16