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Tuesday
Mar262013

Looking For Action? S&P 1500 Most Volatile Stocks

For traders with a 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.

Although there has been a slight uptick in daily volatility of the overall equity market, individual stock volatility remains low.  As shown in the list below, there are currently only five stocks in the S&P 1500 that are trading above $10 per share that have had an average intraday range of more than 5% over the last 50 trading days.  Four of these stocks (DDD, ESI, JCP, and EBIX) are currently in downtrends (falling 50-DMA) and just one (BTH) is in an uptrend (rising 50-DMA).  For 3D Systems (DDD), 2013 has certainly been a reversal year.  After being one of the top performing stocks in 2012, shares have gone nowhere but down since topping out at more than $46 per share in mid-January.

The highest priced stock in the list is Netflix (NFLX), which has averaged an intraday range of 4.7% over the last 50 trading days.  With a share price of $189, that works out to a daily price range of $9.  The only other high priced stock on the list is Geospace Technologies (GEOS), which averages a daily range of nearly $4.  Overall, of the 50 names on the list, stocks in uptrends outnumber stocks in downtrends by a margin of 35 to 15.

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