VOLATILITY ANALYSIS

Sector Average % Down/Up Vol
Level Change
Oil & Gas 38.51 -1.23
Basic Materials 49.33 -1.82
Industrials 51.54 -2.16
Consumer Goods 48.98 -2.07
Health Care 51.87 -2.45
Consumer Services 41.70 -1.64
Telecommunications 36.72 -1.15
Utilities 36.05 -1.46
Financials 30.83 -0.94
Technology 59.56 -2.16

Largest Levels of Volatility

Asset Volatility Change
NamKwang Engineering & Construction Co Ltd 174.67 -3.81
CITIC Heavy Industries Co Ltd 165.72 -13.13
Jiangsu Youli Investment Holding Co Ltd 140.80 -10.55
Guangdong DaHuaNong Animal Health Products Co Ltd 137.23 -7.66
Shenzhen Sunline Tech Co Ltd 136.23 -6.68
Jiangsu Yitong High-Tech Co Ltd 133.67 -7.70
Sirtex Medical Ltd 132.23 -6.61
Cardno Ltd 132.18 -71.71
Ningbo Kangqiang Electronics Co Ltd 131.95 -8.04
Jiangsu Shagang Co Ltd 131.72 -32.84

Largest Increases in Volatility

Asset Volatility Change
Avic Capital Co Ltd 76.93 +38.92
Morocco Casablanca Stock Exchange CFG 25 27.04 +18.49
Oberbank AG 20.66 +14.78
BOC Hong Kong Holdings Ltd 31.74 +10.46
Nexolon Co Ltd 55.64 +9.74
Peruvian New Sol 13.82 +9.59
US Dollar to Peruvian New Sol 12.70 +8.76
Quest Diagnostics Inc 31.55 +7.97
Reinet Investments SCA 41.25 +7.85
Kraft Foods Group Inc 22.99 +7.61


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