Low Volatility Quality

Beta < 0.8, ROE > 12%, profitable, pays dividend.

Stocks that move less than the market have historically earned returns close to riskier stocks with smaller drawdowns, which researchers call the low-volatility anomaly. This screen pairs a beta under 0.8 with a 12%+ return on equity, solid margins and a dividend.

Low-volatility stocks trade a bit like bonds and tend to fall when interest rates rise.

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