Looking For Action? S&P 1500 Most Volatile Stocks

by: Bespoke Investment Group

For traders with a more short-term time horizon who are looking for big day-to-day moves, we have updated our list of the S&P 1500 stocks trading above $10 that have the largest intraday high-low ranges (based on the average percent spread between the intraday high and low over the last 50 days). The stocks are grouped based on whether they have a rising or falling 50-day moving average (DMA). Stocks highlighted in gray are new to the list this month.

For the second month in a row, shares of Questcor (QCOR) remain in a downtrend and are easily the most volatile in the S&P 1500 with an average intraday high low range of 9.3%. Behind QCOR, Blyth (NYSE:BTH) is in a distant second in terms of volatility with an average intraday range of 6.1%. Other notable stocks on the list of stocks in downtrends include 3D Systems (NYSE:DDD), Deckers (NASDAQ:DECK), Monster Energy (NASDAQ:MNST), and JC Penney (NYSE:JCP).

In terms of volatile stocks that are in uptrends, Green Mountain (NASDAQ:GMCR) and First Solar (NASDAQ:FSLR) traded places as the two most volatile stocks that are in uptrends. Besides these two names, Barnes & Noble (NYSE:BKS), Netflix (NASDAQ:NFLX), MetroPCS (PCS) and KB Home (NYSE:KBH) are the only other S&P 1500 stocks that are in uptrends that have average intraday ranges of more than 5%.

In spite of the fact that market volatility has risen over the last few weeks, intraday volatility in individual stocks has not seen a big increase. If the declines we have seen since the election continue, we will certainly see an increase in the average intraday ranges of individual stocks, but for now intraday volatility, like the VIX index, remains subdued.