VOLATILITY ANALYSIS

Sector Average % Down/Up Vol
Level Change
Oil & Gas 51.62 -2.03
Basic Materials 44.62 -1.73
Industrials 41.61 -1.46
Consumer Goods 38.50 -1.37
Health Care 36.64 -1.13
Consumer Services 35.52 -1.29
Telecommunications 38.58 -1.10
Utilities 32.85 -1.03
Financials 33.54 -1.24
Technology 47.33 -1.72

Largest Levels of Volatility

Asset Volatility Change
National Bank of Greece SA 195.25 -12.47
Alpha Bank AE 191.59 -10.71
Eurobank Ergasias SA 186.92 -12.41
Century Co Ltd/The 186.56 -21.92
Legacy Oil + Gas Inc 154.55 -3.49
Gran Tierra Energy Inc 153.50 -6.79
Silver Lake Resources Ltd 150.81 -6.55
Bank of Ayudhya PCL 147.23 -14.74
Han Chang Corp 144.29 -12.53
Bradken Ltd 143.52 -2.54

Largest Increases in Volatility

Asset Volatility Change
QUALCOMM Inc 46.78 +24.92
Guotai SSE 5-Year China Treasury Note ETF 22.00 +18.86
Kyungnam Energy Co Ltd 39.10 +14.44
US Dollar to Indian Rupee 18.10 +14.17
Egyptian Pound 22.72 +12.92
US Dollar to Thai Baht 16.31 +12.59
iShares Short Treasury Bond ETF 11.74 +11.59
Huaan Yifu Gold ETF 24.24 +11.34
Bank of Baroda 45.84 +11.24
Thai Baht 14.85 +11.05


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