Calculated as the annualized standard deviation of daily returns over the past year. In general a high volatility number suggests higher riskiness.
Volatility
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How is the margin requirement determined for stock carried in a Portfolio Margin account?
The answer depends upon a number of factors including the particular stock and its historical price activity, the size of the position and what other positions you carry in the account. In general, however, Portfolio Margin allows for a requirement as low as 15%, assuming you are carrying a diversified portfolio of low volatility securities. For a single stock, the requirement will be a minimum of 30%, but could be higher if the stock has exhibited a high degree of volatility over the past 30 days or has increased in price substantially over the past year. In addition, a concentration charge would apply if the position represented at least 1% of the shares outstanding. Find more information on…
High Volatility
Volatility is used as a measure of a security's riskiness. Typically investors view a high volatility as high risk. This flag identifies companies with extreme volatile daily returns over the past year, both in an absolute sense and also relative to rest of the financial universe…
What is Volatility Lab?
Volatility Lab is a tool within TWS that provides a snapshot of past and future readings for volatility on a stock, it's industry peers and certain measures of the broad market.
The Volatility Lab comprises three tabbed workspace snapshots for Implied Volatility, Historical Volatility and Industry Comparison…
Stability
Companies that have historically shown low volatility and stable performance over time, relative to the market and/or their industry sector. The Stability factor comprises the following sub-factors:
Volatility…