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The following is an analysis of the volatility trends in the S&P 500 index over the last month. To calculate the dispersion (i.e. volatility) of returns for a given stock, we focused on the average daily high/low trading range.

Sector Overview: Average Volatility (Month)

Basic Materials: 3.08% (based on 56 stocks)
Conglomerates: 2.35% (based on 6 stocks)
Consumer Goods: 2.32% (based on 60 stocks)
Financial: 2.94% (based on 80 stocks)
Healthcare: 2.51% (based on 43 stocks)
Industrial Goods: 2.69% (based on 41 stocks)
Services: 2.87% (based on 101 stocks)
Technology: 2.78% (based on 78 stocks)
Utilities: 1.87% (based on 35 stocks)

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

Office Depot, Inc. (NYSE:ODP): 5.71%
The New York Times Company (NYSE:NYT): 5.38%
AK Steel Holding Corporation (NYSE:AKS): 5.17%
Genworth Financial Inc. (NYSE:GNW): 5.04%
Marshall & Ilsley Corporation (NYSE:MI): 4.98%
PulteGroup, Inc. (NYSE:PHM): 4.98%
Tenet Healthcare Corp. (NYSE:THC): 4.93%
Cliffs Natural Resources Inc. (NYSE:CLF): 4.88%
Massey Energy Co. (NYSE:MEE): 4.87%
Eastman Kodak Co. (EK): 4.87%

Here is an overview of analyst opinion on this list. All data sourced from Zacks.



Top 10 Least Volatile S&P 500 Stocks Over The Last Month

Airgas Inc. (NYSE:ARG): 0.88%
CenturyLink, Inc. (NYSE:CTL): 1.19%
HJ Heinz Co. (NYSE:HNZ): 1.22%
Clorox Corporation (NYSE:CLX): 1.25%
Southern Company (NYSE:SO): 1.26%
The Coca-Cola Company (NYSE:KO): 1.27%
Johnson & Johnson (NYSE:JNJ): 1.28%
Campbell Soup Co. (NYSE:CPB): 1.28%
Hormel Foods Corp. (NYSE:HRL): 1.29%
McCormick & Co. Inc. (NYSE:MKC): 1.31%

Here is an overview of analyst opinion on this list. All data sourced from Zacks.


Disclosure: No positions

Source: S&P 500 Volatility by Sector