Stocks with high volatility

Screening Filters & Rationale

1. Relative Volatility (min: 1.2):

   • Purpose: Identify stocks with volatility significantly higher than the market average.
   • Rationale: A relative volatility above 1.2 indicates the stock's price movements are more pronounced, aligning with the user's interest in high-volatility stocks.

2. Beta (HighRisk):

   • Purpose: Focus on stocks with high beta values, which measure sensitivity to market movements.
   • Rationale: High beta stocks are typically more volatile, making them suitable for high-risk, high-reward strategies.

3. Weekly Average Turnover (min: 1,000,000):

   • Purpose: Ensure selected stocks have sufficient liquidity for active trading.
   • Rationale: High turnover indicates strong trading activity, reducing the risk of illiquidity in volatile stocks.

4. Weekly Price Change Percentage (min: 5%):

   • Purpose: Highlight stocks with significant price fluctuations over the past week.
   • Rationale: A minimum 5% weekly price change ensures the stocks exhibit the desired level of short-term volatility.