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Re: ranking stocks by volatility



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Wax:

The MetaStock manual lists several built-in measures of volatility, but
if you want to experiment, I personally get a warm fuzzy feeling with
average true range.  So how about an exploration with something like:

ATR(20) / MOV(Close,20,Simple)


----- Original Message -----
From: "WaxDax@xxxxxx" <waxdax@xxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Wednesday, June 21, 2000 10:48 AM
Subject: ranking stocks by volatility

> could some1 tell how to filter out very volatil stocks?
> which formual to use?
>
> regards
>
>  wax