VOLATILITY ANALYSIS

Sector Average % Down/Up Vol
Level Change
Oil & Gas 51.05 -1.62
Basic Materials 45.59 -1.47
Industrials 35.83 -1.03
Consumer Goods 35.72 -1.08
Health Care 46.79 -2.06
Consumer Services 36.43 -1.20
Telecommunications 35.22 -1.17
Utilities 29.02 -0.89
Financials 30.22 -0.90
Technology 44.57 -1.59

Largest Levels of Volatility

Asset Volatility Change
Vodafone Egypt Telecommunications SAE 197.92 -3.56
OM Holdings Ltd 196.91 -7.54
Basic Energy Services Inc 192.82 -4.82
Kazakhstan Potash Corp Ltd 191.05 -13.25
Energy XXI Ltd 189.47 -3.65
Avenir Telecom 187.97 -5.47
Republic Airways Holdings Inc 187.89 -2.57
BLIS Technologies Ltd 187.69 -13.43
Cooks Global Foods Ltd 186.24 -5.18
CT Environmental Group Ltd 182.41 -18.12

Largest Increases in Volatility

Asset Volatility Change
LCNB Corp 70.17 +27.18
HomeStreet Inc 50.91 +25.47
Grupo Aval Acciones y Valores SA 35.65 +17.76
Codorus Valley Bancorp Inc 41.66 +17.06
Genfit 54.90 +14.96
Farmers National Banc Corp 40.39 +14.10
SAMIR 38.07 +13.58
Regis Healthcare Ltd 41.48 +12.40
Nicolas Correa SA 60.87 +11.88
Indonesian Rupiah 16.76 +11.43


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