VOLATILITY ANALYSIS

Sector Average % Down/Up Vol
Level Change
Oil & Gas 40.41 -1.31
Basic Materials 42.81 -1.68
Industrials 42.43 -1.84
Consumer Goods 40.40 -1.67
Health Care 41.86 -1.72
Consumer Services 35.90 -1.23
Telecommunications 37.03 -1.89
Utilities 32.13 -0.90
Financials 30.78 -0.99
Technology 49.80 -2.17

Largest Levels of Volatility

Asset Volatility Change
Walter Energy Inc 193.38 -8.64
Sirtex Medical Ltd 183.02 -20.02
Hankook Cosmetices Manufacturing Co Ltd 160.25 -8.60
Attica Bank SA 145.72 -11.78
Piraeus Bank SA 136.00 -16.38
Daiyang Metal Co Ltd 134.02 -6.58
Hellenic Bank PLC 131.01 -4.55
Aviva Sigorta AS 130.44 -8.87
Daelim Trading Co Ltd 126.66 -9.94
Hanmi Science Co ltd 125.86 -17.41

Largest Increases in Volatility

Asset Volatility Change
TangShan Port Group Co Ltd 88.31 +58.16
Busan City Gas Co Ltd 43.29 +32.04
Guotai SSE 5-Year China Treasury Note ETF 20.06 +14.01
Harvest CSI Gilt-Edged Medium Term Treasury Bond ETF 20.40 +10.47
Mobimo Holding AG 24.17 +10.14
Viet Nam Export-Import Commercial JSB 34.65 +8.87
Grainger PLC 20.95 +6.96
Toray Chemical Korea Inc 43.16 +6.96
US Dollar to Hong Kong Dollar 7.19 +6.81
West Japan Railway Co 29.32 +6.58


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