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Volativity / Standard Deviation Screener

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Does anyone know of a way of screening a selected group of stocks or ETFs to rank them by relative volatility?

Eg a group of selected liquid ETFs from lowest to highest volatility. Of course it needs to be something like standard deviation / stock price so they're comparable.

You can see where I'm going with this! And I suspect I'm not the first!

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You can program this using ProRealTime's scanner.

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