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Top 20 Korean stocks by Low volatility — as of 2026-09-03

We screened 493 Korean stocks by Low volatility and publish the top 20. As of 2026-09-03, market median 66.4%. Formula and limitations included.

Universe
493
Market median
66.4%
Top decile cutoff
33.5%

As of 2026-09-03

What this metric measures

This screen ranks by the annualised standard deviation of daily returns over the last 60 trading days. Theory says lower risk should mean lower return, yet in practice low-volatility stocks deliver higher risk-adjusted returns, a pattern known as the low-volatility anomaly.

How we calculate it

Standard deviation of daily log returns over 60 trading days, multiplied by the square root of 252 to annualise, sorted ascending and recalculated daily.

Limitations of this list

Low volatility can simply mean low trading activity. Thinly traded stocks show muted price movement, which is illiquidity rather than stability.

Frequently asked questions

Does low volatility mean a safe stock?

It means the price moves less, not that the business is sound. Check financial risk separately with the Altman Z-Score or leverage ratios.

How is 60-day volatility calculated?

Take the standard deviation of daily returns over the last 60 trading days and multiply by the square root of 252, the number of trading days in a year. A 1% daily standard deviation annualises to roughly 15.9%.

When do low-volatility stocks lag?

In strong bull markets they rise less and trail the index. The strength of a low-volatility approach is downside defence, not upside capture.

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Top 20 Korean stocks by Low volatility — as of 2026-09-03 — Market median 66.4%, Universe 493. Margin Call, https://margincall.online/screener/low-volatility-kr

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This list is the output of a financial-metric calculation, not investment advice. No single metric supports a buy or sell decision, and past financial data does not guarantee future returns.

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