List of most volatile stocks long term?

Discussion in 'Stocks' started by johnmarg, Dec 31, 2009.

  1. johnmarg


    Does anyone know where I find a list of stocks that are most volitile up or down over a term or 6 months or longer? I would like to test some out for straddle options strategy. Most of the stock filters and list are only for the last 30 days usually in an earnings period. I need a list with stocks that have the biggest swings all the time. Thanks.
  2. stockfetcher. set the ADR to ADR(180) or higher and then refine.
  3. I think you mean ATR(180)

  4. Try the stock screeners of Yahoo and Google (need to finetune with your own params; for volatile stocks take Beta >= 2 or so):
  5. Correct. Thank you.
  6. NoDoji


    ISRG, FSLR, BIDU, and GMCR have some decent large swings, even when in a strong trend.

    For regular large swings percentage-wise, I think the airlines take the cake.
  7. johnmarg


    Thanks for the help. The Google site looks helpful for my needs.
  8. This can be done easily in Amibroker

    Create a filter that measures volume*C to determine liquidity, One for Standard Deviation in % terms...

    You can then order them by both $ liquidity, volatility or both

    Filter = 1;

    AddColumn(MA(C*Volume,100), "Dollar Volume", 1.2 );


    AddColumn(MA(C*Volume,100)*MA(StDev(C,2)/C*100,100),"StDev Times Volume",1.2);

    AddTextColumn( FullName(), "Company Name" );

    Sort them in the Results Rows when finished....
  9. joe4422


    check out