VOLATILITY ANALYSIS

Sector Average % Down/Up Vol
Level Change
Oil & Gas 45.15 -1.58
Basic Materials 40.72 -1.43
Industrials 39.53 -1.40
Consumer Goods 37.26 -1.20
Health Care 35.98 -1.10
Consumer Services 34.37 -1.22
Telecommunications 37.02 -1.22
Utilities 31.72 -1.16
Financials 30.79 -1.06
Technology 46.11 -1.69

Largest Levels of Volatility

Asset Volatility Change
Attica Bank SA 167.62 -13.57
National Bank of Greece SA 158.56 -10.30
Piraeus Bank SA 153.68 -18.71
Hankook Cosmetices Manufacturing Co Ltd 149.56 -8.18
Quabit Inmobiliaria SA 142.19 -35.23
Century Co Ltd/The 142.03 -16.54
Eurobank Ergasias SA 140.92 -9.54
Hitron Systems Inc 139.95 -11.93
Pacific Rubiales Energy Corp 139.60 -2.72
Alpha Bank AE 128.44 -7.38

Largest Increases in Volatility

Asset Volatility Change
Erie Indemnity Co 37.43 +19.85
Chinese Renminbi 19.75 +18.76
Genomma Lab Internacional SAB de CV 61.10 +15.57
Woolworths Ltd 35.05 +15.21
Sinopec Shanghai Petrochemical Co Ltd 47.45 +13.29
MEIJI Holdings Co Ltd 34.08 +12.13
Jeil Pharmaceutical Co 44.79 +11.90
US Dollar to Chinese Renminbi 12.38 +11.11
Sinoma Energy Conservation Ltd 45.27 +11.06
Religare Enterprises Ltd 40.63 +9.76


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