The 10 Most Volatile S&P 500 Stocks Over the Last Month

by: Kapitall

It's the end of July, and we're taking a closer look at this month's most volatile S&P 500 stocks. To create this list, we looked at dispersion of returns, as measured by the average daily high/low trading ranges.

Here are the top 10 most volatile S&P 500 stocks for July, ranked by volatility:

1. Office Depot, Inc. (NYSE:ODP): 6.03%
2. AK Steel Holding Corporation (NYSE:AKS): 5.91%
3. Cliffs Natural Resources Inc. (NYSE:CLF): 5.79%
4. Eastman Kodak Co. (EK): 5.68%
5. Marshall & Ilsley Corporation (NYSE:MI): 5.67%
6. Massey Energy Co. (NYSE:MEE): 5.58%
7. ProLogis (NYSE:PLD): 5.46%
8. The New York Times Company (NYSE:NYT): 5.38%
9. Huntington Bancshares Inc. (NASDAQ:HBAN): 5.36%
10. Gannett Co., Inc. (NYSE:GCI): 5.32%

The average monthly return for the list is 3.36%. An overview of the monthly returns, sorted from best to worst:

1. Cliffs Natural Resources Inc. (CLF): 15.88%
2. AK Steel Holding Corporation (AKS): 14.91%
3. Office Depot, Inc. (ODP): 8.88%
4. Massey Energy Co. (MEE): 8.77%
5. Huntington Bancshares Inc. (HBAN): 7.64%
6. ProLogis (PLD): 1.33%
7. The New York Times Company (NYT): -3.22%
8. Marshall & Ilsley Corporation (MI): -5.37%
9. Gannett Co., Inc. (GCI): -5.63%
10. Eastman Kodak Co. (EK): -9.64%

Visualizing the list's debt and annual performance: Cliffs Natural Resources, the stock with the lowest debt/equity ratio in the group, has outperformed over the last year. Gannett, the second best performer over the last year, has the second highest debt/equity ratio.

Analyst opinion: Of all the stocks in the list, analysts are bullish on Massey Energy, and bearish about Huntington Bancshares. (Data sourced from Zacks Investment Research)

Disclosure: No positions