Here is a list of the 10 most and least volatile S&P 500 stocks over the last week. To create this list, we looked at dispersion of returns, as measured by the average daily high/low trading ranges.
We've also included an overview of volatility by sector. As the following histogram shows, it's been a quiet week, and weekly volatility has been skewed towards the lower ranges. That will probably change after today's FOMC meeting.
Sector Overview: Average Volatility Over The Last Week
Basic Materials: 2.58% (based on 57 stocks)
Conglomerates: 1.58% (based on 6 stocks)
Consumer Goods: 2.01% (based on 60 stocks)
Financial: 2.21% (based on 80 stocks)
Healthcare: 2.06% (based on 43 stocks)
Industrial Goods: 2.01% (based on 40 stocks)
Services: 2.41% (based on 101 stocks)
Technology: 2.31% (based on 78 stocks)
Utilities: 1.73% (based on 35 stocks)
Top 10 Most Volatile S&P 500 Stocks Over Last Week
- Harman International Industries Inc. (HAR): 5.72%
- Micron Technology Inc. (MU): 5.54%
- Office Depot, Inc. (ODP): 5.5%
- The Washington Post Company (WPO): 5.08%
- Tenet Healthcare Corp. (THC): 5.06%
- J. C. Penney Company, Inc. (JCP): 4.68%
- Titanium Metals Corporation (TIE): 4.47%
- PulteGroup, Inc. (PHM): 4.33%
- Genworth Financial Inc. (GNW): 4.27%
- DR Horton Inc. (DHI): 4.27%
As the following chart shows, most of the stocks have a neutral analyst rating. Titanium Metals Corporation (TIE) has outperformed the group over the last year.
Top 10 Least Volatile S&P 500 Stocks Over Last Week
- Kimberly-Clark Corporation (KMB): 0.93%
- Airgas Inc. (ARG): 0.93%
- Waste Management, Inc. (WM): 0.93%
- CenturyLink, Inc. (CTL): 0.95%
- Hormel Foods Corp. (HRL): 0.95%
- Ecolab Inc. (ECL): 0.98%
- Johnson & Johnson (JNJ): 1.07%
- Duke Energy Corporation (DUK): 1.08%
- Southern Company (SO): 1.09%
- Lockheed Martin Corporation (LMT): 1.1%
As the following chat shows, most of these stocks have neutral to positive analyst ratings. Airgas (ARG) has outperformed the group over the last year.
Disclosure: No positions
