*I would caveat that with those names that exhibit the highest levels of volatility (Top decile) often have horrible returns...More than just discomfort for that bucket.
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You have a point: there is research that speaks favorably of low-beta basket investing. But it's not volatility that produces abysmal returns, it's terrible fundamentals. In terms of measuring the fundamental risk of an individual company, volatility is a negligible indicator.
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