19 August 2011
S&P 500 Top 10 Most Volatile Components
Here are the current most volatile stocks in the S&P 500:
| Symbol | Volatility |
| MMI | 73.40% |
| JDSU | 73.01% |
| NSM | 68.53% |
| PCS | 68.33% |
| MWW | 60.97% |
| ANR | 58.10% |
| NVDA | 57.80% |
| FFIV | 57.16% |
| TMK | 57.07% |
| AKS | 56.89% |
Volatility is defined as the annualized standard deviation of lognormal returns. This is equivalent to realized volatility as defined by option traders. Calculations are all YTD, as of Aug 18th, 2011.
All of the above were calculated using The RiskAPI Add-In.
- Tags: Risk, SP500, Stocks, Volatility