VOLATILITY ANALYSIS

Sector Average % Down/Up Vol
Level Change
Oil & Gas 55.70 -1.68
Basic Materials 50.78 -1.65
Industrials 41.29 -1.12
Consumer Goods 39.81 -1.16
Health Care 48.16 -1.63
Consumer Services 38.83 -0.99
Telecommunications 34.41 -0.75
Utilities 30.53 -1.04
Financials 31.91 0.00
Technology 45.20 -1.14

Largest Levels of Volatility

Asset Volatility Change
Quantum Energy Ltd 198.09 -8.26
Horsehead Holding Corp 195.90 -4.27
Silex Systems Ltd 194.27 -15.76
Linn Energy LLC 191.62 -9.63
CAQ Holdings Ltd 191.57 -2.75
Trovagene Inc 189.64 -23.83
Coal of Africa Ltd 188.10 -6.67
Orion Real Estate Ltd 187.36 -6.14
Range Resources Ltd 187.02 -20.11
Tribune Publishing Co 184.75 -29.73

Largest Increases in Volatility

Asset Volatility Change
Proto Labs Inc 76.19 +44.02
Regis Corp 66.10 +38.18
Orchid Island Capital Inc 57.28 +34.65
Ocwen Financial Corp 73.65 +30.07
Abbott Laboratories 43.00 +27.78
Textura Corp 63.62 +25.72
Australian Masters Yield Fund No 2 Ltd 37.07 +24.55
Invacare Corp 58.60 +24.03
Telefonica Deutschland Holding AG 46.29 +23.72
Vitamin Shoppe Inc 53.81 +23.03


This Week's Most Popular Analyses:


This Month's Most Popular Analyses:

S&P 500 Index GJR-GARCH Volatility

S&P 500 Index GJR-GARCH Volatility