Beta is a measure of a company's common stock price volatility relative to the market. Reuters Beta is the slope of the 60 month regression line of the percentage price change of the stock relative to the percentage price change of the local index. Beta values are not calculated if less than 40 months of pricing is available. In general, a high Beta suggests higher risk.
Beta
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…
The NASDAQ Composite is a stock market index of the common stocks and similar securities listed on the NASDAQ stock market. While the value of indexes such as thisare calculated and disseminated as the prices of stocks within change, they are not directly traded. Rather, there are other financial institutions which create products such as exchange traded funds, mutual funds and exchanges offering options, futures and options on futures intended to track the performance of these indices…
Companies with attractive historical price returns over a 3, 6 and 12 month time-frame, relative to the market and/or their industry sector. This factor comprises the following sub-factors:
Three-month Price Return…
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…