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100-day Volatility

Data updated 2024-Jun-17 (Monday)

  Identify trends from 100-day performances of All Stocks moving with swing volatility on 2024-Jun-17 (Monday) . Also available for historical dates

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Other Dates:  
Time machine widget shows Historical Swing volatility scatter on other dates (from 2018-Jun-18)
Choose volatility timeframe

Choose security grouping to analyze

Scatter plot for 100-day performance as of 2024-Jun-17 close. Showing depressed & non-elevated Swing Volatility below threshold (<= 26.56%). Threshold is 2.0x of S&P500 volatility
Sector:  
Use widget to select sector


Calculation Methodology: Swing volume for current chart is calculated using Highs & Lows for trailing 100-day period from 2024-Jun-17
  • Swing Volatility is calculated for each security by looking at % of (High - Low) / Low for given time period
  • Elevated Volatility is segmented into elevated (i.e. higher relative to S&P 500 index by a multiplier) for presentation purposes
  • Other segment shows the remaining Stocks/ETFs not included in the Elevated segment
  • How to use this:
  • Swing Volatility separates Stocks/ETFs trading in wider ranges from their peers
  • Investors often use this to spot mean reversion trends and swing trade ideas

  • Interpretation above is not comprehensive but rather just a starting point of understanding. Experienced market professionals typically use a combination of different datapoints to drive decisions


    Related Links
      Dashboard : Market Pulse using broad themes (e.g. Growth vs. Value, Equities vs. Treasuries etc.)
      Snapshots : Popular lists of stocks & etfs (best streaks, most beaten down etc. in last X days)
      Market Performance : Recent performance across covered assets
      Historical Performance : Prior & Subsequent performance across assets on a historical date
      Market Technicals : Technical indicator levels across covered assets
      Market Seasonality : Seasonal performance by calendar months across covered assets
      Performance Comparison : Chart compare/benchmark performance with multiple assets over time
      Side-by-Side Comparison : Contrast with other assets over time in a side-by-side presentation
      Sector : Analyze & compare Sector performance
      Industry : Analyze & compare Industries within Sectors
      Breakouts & Breakdowns : Identifying stocks/etfs which recently traded up/down in unusually elevated volumes
      Swing Volatility : Identifying stocks/etfs with elevated volatility Currently Viewing
      World Explorer : Performance & Correlation between key countries across the world
      Advance/Decline : Sentiment using accumulated advances & declines in S&P 500 stocks
      Highs/Lows : Sentiment using frequency of key highs/lows in S&P 500 stocks
      Moving Average : Sentiment using frequency of S&P 500 stocks above key moving averages
      Technical Distribution : Sentiment using frequency distribution of S&P 500 stocks with bullish/bearish technical levels










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