Looking For Action? S&P 1500 Most Volatile Stocks

For traders with a more short-term time horizon who are looking for big moves over a short period, 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).  We then grouped the stocks 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.

Once again this month, shares of First Solar (FSLR) are the most volatile in the S&P 1500, averaging an intraday high-low spread of 6.6%.  The one key distinction is that while FSLR had a declining moving average last month at this time, this month its 50-day moving average is rising.  Other stocks leading the S&P 500 in volatility this month include Terex (TEX), M/I Homes (MHO), United Rentals (URI), and Blue Nile (NILE).  Each of these stocks has seen an average daily high-low spread of 6.0% or more over the last fifty trading days.

In terms of sector representation this month, 80% of the stocks on the list come from just three sectors.  The Consumer Discretionary sector leads the way with 15, followed by Energy with 13, and Technology with 12.  Not surprisingly, there are no stocks on the list from the Telecom Services and Utilities sectors.

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