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Monday
Dec172012

Looking For Action? S&P 1500 Most Volatile Stocks

For traders with a more short-term time horizon who are looking for big day-to-day moves, we have updated our list of the S&P 1500 stocks trading above $10 that have the largest intraday high-low ranges (based on the average percent spread between the intraday high and low over the last 50 days).  The stocks are grouped based on whether they have a rising or falling 50-day moving average (DMA).  Stocks highlighted in gray are new to the list this month.

This month's look at the most volatile stocks in the S&P 1500 continues to highlight the trend of lower volatility in the market.  As shown in the table below, not a single stock in the S&P 1500 priced above $10 per share has an average daily high/low range of 6% or more.  ITT Educational (ESI) is currently the most volatile stock in the S&P 1500 with an average daily range of 5.8%.  Beyond that, there are only seven other stocks on the list with an average range of more than 5%, and you have to go all the way down to 3.9% to find the 50 most volatile stocks in the S&P 1500.

The list of most volatile stocks with rising 50-day moving averages includes Questcor (QCOR), Netflix (NFLX), and Barnes & Noble (BKS).  All three of these stocks had rough starts to 2012, but in the last few months, they have seen some impressive recoveries.

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