S&P 1500 Most Volatile Stocks

by: Bespoke Investment Group

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). 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.

For the second month in a row, the number stocks in uptrends and downtrends is evenly split at 25. While we saw some increased volatility in the markets in the last month, there are now only two stocks that have averaged an intraday range of 5%. These two stocks are Rubicon Technology (NASDAQ:RBCN) and Zale's (NYSE:ZLC). Additionally, there are no triple-digit priced stocks on this month's list, as the highest priced stock (Medidata Solutions - MDSO) is trading just shy of $100.

From a sector perspective, nearly half of this month's stocks come from the Consumer Discretionary sector, which has a total of 22 names on the list. The Technology sector is a distant second with just nine stocks, and Materials rounds out the top three with six stocks. The only two sectors not represented on this month's list are Financials and Utilities.