On Feb 3, 8:11 pm, beliav...[at]aol.com wrote:
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Thanks! I also found a similar explanation on wikipedia (why didn't I
look there first?)

http://en.wikipedia.org/wiki/Volatil...cal_definition

On Feb 3, 8:56 am, joetaxpayer <joetaxpa...[at]nospam.com> wrote:
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Historical volatility is usually calculated by computing the standard
deviation of daily close-to-close log returns and then annualizing the
number by multiplying by the square root of the number of trading days
in a year, which is approximately sqrt(252) or about 16. So if the
standard deviation of daily returns is 1%, the annualized volatility
is 16%. There are more accurate ways of calculating volatility using
daily open/high/low/close data, and still greater accuracy is
obtainable using intraday data.

One can visit http://www.sitmo.com/eqcat/4 for more details.

Bucky wrote:
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The CBOE defines volatility "The annualized standard deviation of
returns or, the annual stock price range".
This lacks a complete mathematical definition, but the data offered
there and the other site I posted offers numbers you can look at for
yourself.
Joe

On Feb 2, 9:10 am, Will Trice <wwtr...[at]paragondynamics.com> wrote:
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btw, what is the mathematical definition of volatility anyways? Is it
average daily fluctuation in a stock's price over a year? Or are there
different definitions?

joetaxpayer wrote:

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Thanks, Joe, I'll try these out.

-Will

Will Trice wrote:

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http://www.cboe.com/data/HistoricalVolatility.aspx may help.
or
http://www.intrepid.com/~robertl/stock-vols1.html

FWIW, volatility is used for options trading, so when searching for this
data, you may want to keep that in mind. Post if you find any better sites.
JOE

I apologize if I've asked this before (I can't remember if I have and
Google didn't turn up anything, but...).

I'm looking for a stock screener that can screen on volatility (actual
volatility, not beta). Anybody know of one?

Thanks,
-Will