Low volatility investing: the factor, the risk measures and the tools

Ranking stocks by how much their prices moved, usually over the past year, and holding the calmest ones under a written rule.

Most often as the annualised standard deviation of returns, or as beta against an index. The glossary and the risk metrics module define both.

Return above the risk free rate divided by volatility. The Sharpe calculator works it out from a list of returns.

No. Low volatility stocks also fall when the whole market falls, usually by less. The risk management module covers drawdown limits.