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Do you worry about risk when choosing among stocks? One idea is to consider a stock's recent trading volatility as a measure of risk.

We ran a screen with this idea in mind, beginning with stocks that are rallying above their 20-day, 50-day, and 200-day moving averages. We screened these stocks with upward momentum for those with low volatility over the last month, with average intra-day trading volatility under 2% for the last month (meaning on average, these stocks have traded within 2% ranges each day over the last month).

Then to find those stocks with strong profitability, we also ran DuPont analysis on return on equity (ROE) profitability on these stocks. DuPont analyzes profitability by breaking up return on equity (net income/equity) into three components:

ROE

= (Net Profit/Equity)

= (Net profit/Sales)*(Sales/Assets)*(Assets/Equity)

= (Net Profit margin)*(Asset turnover)*(Leverage ratio)

Because increases in net margin and asset turnover are considered good things, DuPont focuses on companies with these positive characteristics: Increasing ROE along with,

•Decreasing leverage, (i.e. decreasing Asset/Equity ratio)

•Improving asset use efficiency (i.e. increasing Sales/Assets ratio) and improving net profit margin (i.e. increasing Net Income/Sales ratio)

Those companies that pass DuPont are seeing positive trends in the sources of their increasing profitability, which adds further weight to the idea that the names are profitable.

Interactive Chart: Press Play to compare changes in market cap over the last two years for the top six stocks mentioned below. Analyst ratings sourced from Zacks Investment Research.

We also created a price-weighted index of the stocks mentioned below, and monitored the performance of the list relative to the S&P 500 index over the last month. To access a complete analysis of this list's recent performance, click here.

Do you think these stocks offer less risk? Use this list as a starting point for your own analysis.

List sorted by average intra-day volatility over the last month.

1. ZOLL Medical Corp. (ZOLL): Develops, manufactures, and markets resuscitation devices and related software solutions worldwide. Market cap at $2.07B, most recent closing price at $93.01. Average intra-day volatility over the last month at 0.11%. The stock is currently rallying 0.19% above its 20-day moving average, 8.24% above its 50-day MA, and 58.31% above its 200-day MA. MRQ net profit margin at 4.96% vs. 3.45% y/y. MRQ sales/assets at 0.281 vs. 0.257 y/y. MRQ assets/equity at 1.288 vs. 1.374 y/y.

2. Advance America, Cash Advance Centers Inc. (AEA): Provides cash advance services in the United States, the United Kingdom, and Canada. Market cap at $657.93M, most recent closing price at $10.50. Average intra-day volatility over the last month at 0.23%. The stock is currently rallying 0.26% above its 20-day moving average, 2.52% above its 50-day MA, and 22.01% above its 200-day MA. MRQ net profit margin at 14.54% vs. 9.83% y/y. MRQ sales/assets at 0.375 vs. 0.371 y/y. MRQ assets/equity at 1.684 vs. 1.836 y/y.

3. Solutia Inc. (SOA): Engages in the manufacture and marketing of performance materials and specialty chemicals used in a range of consumer and industrial applications. Market cap at $3.46B, most recent closing price at $28.19. Average intra-day volatility over the last month at 0.58%. The stock is currently rallying 1.11% above its 20-day moving average, 1.15% above its 50-day MA, and 39.98% above its 200-day MA. MRQ net profit margin at 10.27% vs. 9.61% y/y. MRQ sales/assets at 0.149 vs. 0.138 y/y. MRQ assets/equity at 3.837 vs. 4.832 y/y.

4. Marriott International, Inc. (MAR): Operates and franchises hotels and related lodging facilities worldwide. Market cap at $12.92B, most recent closing price at $39.32. Average intra-day volatility over the last month at 1.71%. The stock is currently rallying 4.84% above its 20-day moving average, 7.41% above its 50-day MA, and 23.75% above its 200-day MA. MRQ net profit margin at 4.08% vs. 3.64% y/y. MRQ sales/assets at 0.414 vs. 0.317 y/y. MRQ assets/equity at -7.277 vs. 6.32 y/y.

5. Ross Stores Inc. (ROST): Operates off-price retail apparel and home accessories stores under the Ross Dress for Less and dd's DISCOUNTS brand names in the United States. Market cap at $13.7B, most recent closing price at $60.29. Average intra-day volatility over the last month at 1.71%. The stock is currently rallying 3.37% above its 20-day moving average, 8.07% above its 50-day MA, and 31.87% above its 200-day MA. MRQ net profit margin at 8.% vs. 7.54% y/y. MRQ sales/assets at 0.726 vs. 0.688 y/y. MRQ assets/equity at 2.211 vs. 2.338 y/y.

6. Extra Space Storage Inc. (EXR): Operates as a real estate investment trust in the United States. Market cap at $2.62B, most recent closing price at $29.93. Average intra-day volatility over the last month at 1.80%. The stock is currently rallying 5.16% above its 20-day moving average, 9.25% above its 50-day MA, and 28.65% above its 200-day MA. MRQ net profit margin at 17.47% vs. 12.19% y/y. MRQ sales/assets at 0.037 vs. 0.033 y/y. MRQ assets/equity at 2.469 vs. 2.553 y/y.

7. KAR Auction Services, Inc. (KAR): Provides vehicle auction services in North America. Market cap at $2.45B, most recent closing price at $17.86. Average intra-day volatility over the last month at 1.86%. The stock is currently rallying 9.24% above its 20-day moving average, 12.02% above its 50-day MA, and 24.19% above its 200-day MA. MRQ net profit margin at 3.02% vs. 1.65% y/y. MRQ sales/assets at 0.1 vs. 0.098 y/y. MRQ assets/equity at 3.558 vs. 3.636 y/y.

8. Toro Co. (TTC): Designs, manufactures, and markets professional turf maintenance equipment and services worldwide. Market cap at $2.13B, most recent closing price at $71.26. Average intra-day volatility over the last month at 1.86%. The stock is currently rallying 0.92% above its 20-day moving average, 3.88% above its 50-day MA, and 21.51% above its 200-day MA. MRQ net profit margin at 4.7% vs. 4.51% y/y. MRQ sales/assets at 0.452 vs. 0.427 y/y. MRQ assets/equity at 3.245 vs. 3.37 y/y.

9. Yum! Brands, Inc. (YUM): Operates as a quick service restaurant company in the United States and internationally. Market cap at $33.48B, most recent closing price at $72.58. Average intra-day volatility over the last month at 1.87%. The stock is currently rallying 2.50% above its 20-day moving average, 6.37% above its 50-day MA, and 25.46% above its 200-day MA. MRQ net profit margin at 16.7% vs. 10.89% y/y. MRQ sales/assets at 0.294 vs. 0.288 y/y. MRQ assets/equity at 4.362 vs. 4.726 y/y.

10. Visa, Inc. (V): Operates retail electronic payments network worldwide. Market cap at $99.05B, most recent closing price at $121.55. Average intra-day volatility over the last month at 1.90%. The stock is currently rallying 2.09% above its 20-day moving average, 3.74% above its 50-day MA, and 23.70% above its 200-day MA. MRQ net profit margin at 40.4% vs. 39.5% y/y. MRQ sales/assets at 0.071 vs. 0.066 y/y. MRQ assets/equity at 1.31 vs. 1.331 y/y.

11. Wright Express Corp. (WXS): Provides payment processing and information management products and services to the commercial and government vehicle fleet industry in the United States, Canada, New Zealand, Australia, and Europe. Market cap at $2.47B, most recent closing price at $64.71. Average intra-day volatility over the last month at 1.93%. The stock is currently rallying 1.43% above its 20-day moving average, 2.42% above its 50-day MA, and 24.39% above its 200-day MA. MRQ net profit margin at 23.45% vs. 16.07% y/y. MRQ sales/assets at 0.061 vs. 0.055 y/y. MRQ assets/equity at 3.212 vs. 3.753 y/y.

12. Hibbett Sports, Inc. (HIBB): Operates sporting goods stores in small to mid-sized markets primarily in the southeast, southwest, Mid-Atlantic, and the Midwest regions of the United States. Market cap at $1.53B, most recent closing price at $58.01. Average intra-day volatility over the last month at 1.98%. The stock is currently rallying 4.57% above its 20-day moving average, 10.20% above its 50-day MA, and 32.76% above its 200-day MA. MRQ net profit margin at 8.3% vs. 7.19% y/y. MRQ sales/assets at 0.608 vs. 0.551 y/y. MRQ assets/equity at 1.54 vs. 1.571 y/y.

*Accounting data sourced from Google Finance, all other data sourced from Finviz.

Source: 12 Rallying, Low-Risk Stocks With Strong Sources Of Profitability