Top 10 Most (and Least) Volatile Stocks in August

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 |  Includes: AKS, AMD, APOL, ARG, CLF, CLX, CTL, DNB, GHC, HAR, HRL, JNJ, KMB, MFE, MI, MU, ODP, PCP, PG
by: Kapitall

The following is a list of the ten most and least volatile S&P 500 stocks during the month of August. To create this list, we looked at dispersion of returns, as measured by the average daily high/low trading ranges.

Sector Overview: Volatility During August

By averaging out the volatilities of the sector components, we can estimate the overall sector volatility. Based on our calculations, the Basic Materials sector has been the most volatile sector over the last month, followed by the Services sector.

  • Basic Materials: 2.69% (based on 57 stocks)
  • Conglomerates: 2.14% (based on 6 stocks)
  • Consumer Goods: 2.13% (based on 60 stocks)
  • Financial: 2.43% (based on 80 stocks)
  • Healthcare: 2.20% (based on 43 stocks)
  • Industrial Goods: 2.41% (based on 40 stocks)
  • Services: 2.52% (based on 101 stocks)
  • Technology: 2.61% (based on 78 stocks)
  • Utilities: 1.88% (based on 35 stocks)

Top 10 Most Volatile S&P 500 Stocks During August

  1. Office Depot, Inc. (NASDAQ:ODP): 5.18%
  2. The Washington Post Company (WPO): 4.92%
  3. Micron Technology Inc. (NASDAQ:MU): 4.68%
  4. Advanced Micro Devices, Inc. (NASDAQ:AMD): 4.39%
  5. Apollo Group Inc. (NASDAQ:APOL): 4.35%
  6. AK Steel Holding Corporation (NYSE:AKS): 4.34%
  7. Harman International Industries Inc. (NYSE:HAR): 4.2%
  8. Cliffs Natural Resources Inc. (NYSE:CLF): 4.17%
  9. Marshall & Ilsley Corporation (NYSE:MI): 4.16%
  10. Titanium Metals Corporation (TIE): 4.15%

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Top 10 Least Volatile S&P 500 Stocks During August

  1. Airgas Inc. (NYSE:ARG): 0.89%
  2. CenturyLink, Inc. (NYSE:CTL): 0.98%
  3. Kimberly-Clark Corporation (NYSE:KMB): 1.01%
  4. Johnson & Johnson (NYSE:JNJ): 1.1%
  5. Clorox Corporation (NYSE:CLX): 1.17%
  6. McAfee, Inc. (MFE): 1.19%
  7. Hormel Foods Corp. (NYSE:HRL): 1.25%
  8. Qwest Communications International Inc. (NYSE:Q): 1.26%
  9. Procter & Gamble Co. (NYSE:PG): 1.29%
  10. Dun & Bradstreet Corp. (NYSE:DNB): 1.3%

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Disclosure: No positions