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🛡 Low Volatility

As of 7 Jun 2026· 586 passing· 5315 in universe

The low-volatility anomaly: less volatile stocks have historically delivered better risk-adjusted returns than the market. Adding a positive momentum floor avoids catching falling knives.

586
Passing
0.489
Avg OS
0.4932
Value
0.47
Quality
0.4632
Momentum
5315
Universe

Opportunity Map

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Axes show percentile rank within holdings. Bubble size = . Colour = . Hover for detail, click to open ticker.

Strategy Insights

Factor analysis · Risk profile · Composition▾

Factor Pillars

Holdings vs Universe

Standouts

Highest & lowest OS

Sector Concentration

Allocation risk

Risk Profile

Volatility distribution

Quality Gate

Piotroski F-Score

Size Profile

Market cap distribution

Performance Analytics

Awaiting strategy performance history▾
Performance Analytics
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Top Low Volatility Picks

Top 10 of 586▾

All Low Volatility Holdings

586 names⊞ Open in Screener▾

Low Volatility — Top 586

# Ticker Company Sector OS Score Value % Quality % Mom % P/E ROE Vol
1 BMAC Black Mountain Acquisition … Financial Services 0.820 0.650 0.650 0.660 40.7 0.081 —
2 OZON Ozon Holdings PLC Technology 0.360 0.430 0.420 0.420 — 0.592 —
3 VECT VectivBio Holding AG Healthcare 0.210 0.360 0.350 0.350 — -0.439 —
4 DMAA Drugs Made In America Acqui… Financial Services 0.630 0.550 0.550 0.550 36.7 0.028 0.01
5 QSEA Quartzsea Acquisition Corpo… Financial Services 0.320 0.410 0.400 0.400 120.5 0.009 0.01
6 DUET DUET Acquisition Corp Financial Services 0.620 0.550 0.540 0.550 85.8 0.082 0.01
7 THRD Third Harmonic Bio Inc. Healthcare 0.290 0.670 0.000 0.230 — -0.196 0.01
8 KFII K&F Growth Acquisition Corp… Financial Services 0.500 0.480 0.480 0.480 28.4 -1.140 0.01
9 ANSC Agriculture & Natural Solut… Financial Services 0.730 0.600 0.600 0.610 40.7 0.027 0.01
10 TAVI Tavia Acquisition Corp. Ord… Financial Services 0.250 0.370 0.370 0.370 35.3 0.029 0.01
11 CHAR Charlton Aria Acquisition C… Financial Services 0.660 0.570 0.570 0.570 31.5 0.033 0.02
12 LPAA Launch One Acquisition Corp… Financial Services 0.460 0.470 0.460 0.470 32.2 -0.642 0.02
13 GPAT GP-Act III Acquisition Corp… Financial Services 0.570 0.520 0.510 0.510 28.0 0.038 0.02
14 LPBB Launch Two Acquisition Corp… Financial Services 0.460 0.470 0.460 0.470 28.4 0.037 0.02
15 UYSC UY Scuti Acquisition Corp. Financial Services 0.210 0.360 0.350 0.350 0.4 0.009 0.02
16 AACB Artius II Acquisition Inc. Financial Services 0.760 0.620 0.620 0.620 42.3 0.025 0.02
17 CUB Lionheart Holdings Financial Services 0.640 0.560 0.550 0.560 28.8 0.036 0.02
18 MACI Melar Acquisition Corp. I C… Financial Services 0.460 0.470 0.460 0.460 36.6 0.029 0.02
19 SOUL Soulpower Acquisition Corpo… Financial Services 0.770 0.630 0.620 0.630 34.3 0.031 0.02
20 SZZL Sizzle Acquisition Corp. II… Financial Services 0.250 0.370 0.370 0.370 30.1 0.036 0.02
21 PLMK Plum Acquisition Corp. IV C… Financial Services 0.350 0.420 0.410 0.420 32.5 0.035 0.02
22 IPEX Inflection Point Acquisitio… Financial Services 0.520 0.490 0.490 0.490 485.8 0.003 0.02
23 FACT FACT II Acquisition Corp. C… Financials 0.600 0.530 0.530 0.530 42.9 0.026 0.02
24 FGMC FG Merger II Corp. Common s… Financial Services 0.590 0.530 0.530 0.530 65.7 0.017 0.02
25 ALDF Aldel Financial II Inc. Cla… Financial Services 0.730 0.610 0.600 0.610 27.6 20.565 0.02
26 SVCC Stellar V Capital Corp. Cla… Financial Services 0.260 0.380 0.370 0.370 29.7 0.036 0.02
27 FVN Future Vision II Acquisitio… Financial Services 0.580 0.530 0.520 0.520 52.1 0.133 0.02
28 TDAC Translational Development A… Financial Services 0.410 0.690 0.140 0.250 29.8 0.035 0.02
29 DRDB Roman DBDR Acquisition Corp… Financial Services 0.630 0.550 0.540 0.550 44.3 0.023 0.02
30 GSHR Gesher Acquisition Corp. II Financial Services 0.560 0.510 0.510 0.510 35.8 0.030 0.02
31 POLE Andretti Acquisition Corp. … Financial Services 0.340 0.420 0.410 0.410 31.2 0.034 0.02
32 ALF Centurion Acquisition Corp. Financial Services 0.730 0.610 0.600 0.610 36.7 -0.617 0.02
33 NOEM CO2 Energy Transition Corp.… Financial Services 0.400 0.440 0.440 0.440 46.3 0.022 0.02
34 IBAC IB Acquisition Corp. Common… Financial Services 0.540 0.500 0.500 0.500 62.9 0.149 0.03
35 OXLCM Oxford Lane Capital Corp. P… Financial Services 0.800 0.810 0.690 0.280 — -0.520 0.03
36 HCIC Hennessy Capital Investment… Financial Services 0.560 0.510 0.500 0.510 23.2 -0.610 0.03
37 CCIX Churchill Capital Corp IX Financial Services 0.670 0.580 0.570 0.570 42.3 0.025 0.03
38 FITBI Fifth Third Bancorp Financial Services 0.850 0.870 0.720 0.280 9.8 0.064 0.03
39 FSHP Flag Ship Acquisition Corp.… Financial Services 0.590 0.530 0.520 0.530 23.9 -0.421 0.03
40 FERA Fifth Era Acquisition Corp … Financial Services 0.590 0.530 0.530 0.530 51.1 0.017 0.03
41 OACC Oaktree Acquisition Corp. I… Financial Services 0.390 0.440 0.430 0.430 29.1 0.036 0.03
42 JACS Jackson Acquisition Company… Financial Services 0.800 0.640 0.640 0.650 27.6 0.036 0.03
43 CAPN Cayson Acquisition Corp Ord… Financial Services 0.680 0.580 0.570 0.580 42.7 0.043 0.03
44 TXNM TXNM Energy, Inc. Utilities 0.120 0.300 0.320 0.280 37.7 0.042 0.04
45 RFAI RF Acquisition Corp II Ordi… Financial Services 0.310 0.400 0.400 0.400 22.4 0.064 0.04
46 YHNA YHN Acquisition I Limited O… Financial Services 0.160 0.340 0.330 0.330 34.9 0.248 0.04
47 AGNCP AGNC Investment Corp. Real Estate 0.040 0.090 0.270 0.290 19.1 0.121 0.04
48 AGNCM AGNC Investment Corp. Real Estate 0.040 0.090 0.270 0.300 19.1 0.121 0.04
49 AGNCN AGNC Investment Corp. Real Estate 0.040 0.090 0.290 0.290 19.7 0.121 0.04
50 EURK Eureka Acquisition Corp Cla… Financial Services 0.600 0.540 0.530 0.540 73.9 -0.219 0.04

Low Volatility — Sector Overview

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Sector Allocation

SectorWt%Avg OS#

Sector Factor Profile

Average factor percentile per sector within this strategy's holdings.