Seeking Alpha
Value, growth, long-term horizon, medium-term horizon
Profile| Send Message|
( followers)  

The following is a list of the ten 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.

Sector Overview: Volatility Over The Last Week

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

Basic Materials: 2.15% (based on 56 stocks)
Conglomerates: 1.53% (based on 6 stocks)
Consumer Goods: 1.66% (based on 60 stocks)
Financial: 1.94% (based on 80 stocks)
Healthcare: 1.89% (based on 43 stocks)
Industrial Goods: 1.88% (based on 41 stocks)
Services: 2.05% (based on 101 stocks)
Technology: 2.35% (based on 78 stocks)
Utilities: 1.38% (based on 35 stocks)

Top 10 Most Volatile Stocks Over The Last Week

Teradyne Inc. (NYSE:TER): 5.27%
Micron Technology Inc. (NASDAQ:MU): 4.68%
Advanced Micro Devices, Inc. (NYSE:AMD): 4.64%
Eastman Kodak Co. (EK): 4.1%
J. C. Penney Company, Inc. (NYSE:JCP): 4.07%
Boston Scientific Corporation (NYSE:BSX): 3.9%
DeVry, Inc. (NYSE:DV): 3.84%
Tenet Healthcare Corp. (NYSE:THC): 3.78%
JDS Uniphase Corporation (NASDAQ:JDSU): 3.74%
SanDisk Corp. (NASDAQ:SNDK): 3.71%

Top 10 Least Volatile Stocks Over The Last Week

McAfee, Inc. (MFE): 0.19%
Pactiv Corp. (PTV): 0.35%
Kimberly-Clark Corporation (NYSE:KMB): 0.65%
Dun & Bradstreet Corp. (NYSE:DNB): 0.74%
Genzyme Corp. (GENZ): 0.78%
Southern Company (NYSE:SO): 0.82%
Progress Energy Inc. (NYSE:PGN): 0.821%
Google Inc. (NASDAQ:GOOG): 0.86%
Johnson & Johnson (NYSE:JNJ): 0.89%
Pepsico, Inc. (NYSE:PEP): 0.91%

Disclosure: No positions

Source: Top 10 Most (And Least) Volatile Stocks Over the Last Week