· EZU -0.8%, EMXC +2.8%, EWJ -0.1%, EWU -1.4%, FXI +0.1% · USO +0.1%, DBA -0.2%, CPER +0.8%, GLD -0.8%, SLV -0.1% · SHY -0.0%, TLT -0.0%, IGOV -0.8%
Volatility Alerts (≥1.0σ True Range)
Assets experiencing unusually wide trading range comparedto log-normal historical baseline.
1-Day Horizon
| Ticker |
Range |
△1d |
Z-Score |
|
EMXC
|
4.0% |
+2.8% |
+2.6σ |
|
AUDUSD
|
1.9% |
-1.7% |
+2.1σ |
|
CADUSD
|
1.1% |
-1.0% |
+1.7σ |
|
EWU
|
2.4% |
-1.4% |
+1.6σ |
|
NZDUSD
|
1.6% |
-1.4% |
+1.4σ |
|
NOKUSD
|
2.3% |
-1.8% |
+1.4σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
EMXC
|
10.7% |
-4.9% |
+3.4σ |
|
USO
|
17.7% |
-11.9% |
+2.1σ |
|
EWJ
|
7.1% |
-5.0% |
+1.9σ |
|
QQQ
|
8.4% |
-5.0% |
+1.6σ |
|
GLD
|
6.5% |
+4.7% |
+1.5σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
19.5% |
-13.9% |
+3.0σ |
|
DBA
|
10.3% |
-7.8% |
+1.7σ |
|
QQQ
|
16.1% |
-12.7% |
+1.5σ |
|
EWJ
|
11.6% |
-9.8% |
+1.2σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
160.4% |
+109.2% |
+2.2σ |
|
EMXC
|
60.0% |
+22.9% |
+1.3σ |
|
SLV
|
152.4% |
+7.6% |
+1.2σ |
Friday, Nov 6
-
Nonfarm Payrolls (Today's Print):
Actual: 165k vs Consensus: 65k —
Payrolls surged well past forecasts alongside +84k net prior-month revisions and a dip in the unemployment rate to 4.1%, sending Treasury yields higher on pared near-term Fed easing expectations.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
735.36 |
0.3% |
-2.7% |
-6% |
11% |
| ■ QQQ |
656.10 |
1.4% |
-5.0% |
-13% |
8% |
| ■ IWM |
273.74 |
1.0% |
-2.1% |
-2% |
15% |
| ■ RSP |
216.05 |
-0.4% |
-1.0% |
1% |
18% |
| ■ IJR |
137.64 |
0.1% |
-1.9% |
0% |
19% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.65 |
-0.8% |
0.8% |
-0% |
10% |
| ■ EMXC |
85.27 |
2.8% |
-4.9% |
-14% |
23% |
| ■ EWJ |
88.26 |
-0.1% |
-5.0% |
-10% |
11% |
| ■ EWU |
47.21 |
-1.4% |
-1.3% |
1% |
15% |
| ■ FXI |
34.97 |
0.1% |
5.6% |
2% |
-11% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
148.30 |
0.1% |
-11.9% |
0% |
109% |
| ■ DBA |
26.11 |
-0.2% |
-2.9% |
-8% |
4% |
| ■ CPER |
37.67 |
0.8% |
-3.4% |
-7% |
22% |
| ■ GLD |
372.58 |
-0.8% |
4.7% |
-3% |
2% |
| ■ SLV |
46.87 |
-0.1% |
5.1% |
-14% |
8% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.63 |
-0.0% |
-0.1% |
1% |
2% |
| ■ TLT |
81.92 |
-0.0% |
0.1% |
5% |
-5% |
| ■ IGOV |
40.27 |
-0.8% |
0.1% |
1% |
-3% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
75,923.99 |
0.2% |
-1.1% |
-8% |
-25% |
| ■ ETH-USD |
2,239.62 |
0.6% |
0.2% |
-10% |
-32% |
| ■ DOGE-USD |
0.0732 |
2.0% |
-2.7% |
-14% |
-55% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.11 |
-0.6% |
-0.1% |
-1% |
-3% |
| ■ GBPUSD |
1.34 |
-0.8% |
-0.2% |
1% |
2% |
| ■ SEKUSD |
0.1010 |
-1.0% |
-0.5% |
1% |
-3% |
| ■ NOKUSD |
0.1056 |
-1.8% |
-2.4% |
1% |
8% |
| ■ CHFUSD |
1.22 |
-0.4% |
0.5% |
1% |
-2% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063086 |
-0.2% |
-0.8% |
-0% |
-3% |
| ■ KRWUSD |
0.0007334 |
-1.1% |
-2.2% |
-2% |
6% |
| ■ TWDUSD |
0.0305 |
0.6% |
-0.5% |
-3% |
-6% |
| ■ CNYUSD |
0.1498 |
-0.3% |
-0.5% |
0% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7080 |
-1.0% |
-1.1% |
1% |
-0% |
| ■ AUDUSD |
0.6867 |
-1.7% |
-2.2% |
-2% |
6% |
| ■ NZDUSD |
0.5542 |
-1.4% |
-1.5% |
-1% |
-2% |
| ■ MXNUSD |
0.0537 |
-0.1% |
1.3% |
-1% |
-0% |
Technicals
This chart shows the percent of the S&P 500 over 50 and 200 day simple moving averages — an indication of breadth. This is a test view and may change; feedback is welcome.
200d MA Crossovers
Stocks Crossing Above 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Drawdown |
Industry |
P/OI |
5Y Avg |
| GOGO |
Gogo Inc. |
92 |
41.8% |
None |
3.6 |
10.7 |
| MIDD |
MIDDLEBY Corp |
127 |
25.1% |
industrial machinery & supplies & components |
10.1 |
10.5 |
| PRKS |
United Parks & Resorts Inc. |
58 |
23.6% |
leisure facilities |
5.7 |
6.3 |
| SLVM |
Sylvamo Corp |
246 |
20.6% |
paper products |
8.9 |
5.5 |
| ATMU |
Atmus Filtration Technologies Inc. |
178 |
18.8% |
industrial machinery & supplies & components |
12.7 |
12.2 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| BJRI |
BJs RESTAURANTS INC |
185 |
63.9% |
restaurants |
30.2 |
38.5 |
| KELYA |
KELLY SERVICES INC |
195 |
52.8% |
None |
|
22.9 |
| NTNX |
Nutanix, Inc. |
168 |
47.3% |
systems software |
57.5 |
49.9 |
| ZD |
ZIFF DAVIS, INC. |
248 |
31.4% |
advertising |
9.2 |
8.6 |
| TILE |
INTERFACE INC |
170 |
27.8% |
office services & supplies |
9.1 |
8.9 |
| HVT |
HAVERTY FURNITURE COMPANIES INC |
150 |
23.7% |
None |
11.8 |
8.5 |
| PRAA |
PRA GROUP INC |
105 |
22.3% |
None |
7.3 |
5.2 |
| DDS |
DILLARD'S, INC. |
79 |
20.0% |
None |
11.2 |
8.2 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| KOP |
Koppers Holdings Inc. |
commodity chemicals |
47.4% |
-24.3% |
+18.1σ |
| NMIH |
NMI Holdings, Inc. |
commercial & residential mortgage finance |
21.4% |
-11.8% |
+12.0σ |
| TILE |
INTERFACE INC |
office services & supplies |
30.4% |
-18.1% |
+11.0σ |
| BL |
BLACKLINE, INC. |
application software |
31.5% |
-23.0% |
+10.9σ |
| AMN |
AMN HEALTHCARE SERVICES INC |
health care services |
32.9% |
-23.6% |
+9.2σ |
| KRMN |
Karman Holdings Inc. |
aerospace & defense |
42.3% |
+42.3% |
+9.0σ |
| FIVN |
Five9, Inc. |
application software |
35.9% |
-17.6% |
+8.9σ |
| SLVM |
Sylvamo Corp |
paper products |
24.5% |
+19.1% |
+8.5σ |
| AORT |
ARTIVION, INC. |
health care equipment |
28.3% |
-20.2% |
+8.2σ |
| HALO |
HALOZYME THERAPEUTICS, INC. |
biotechnology |
19.9% |
-15.7% |
+7.9σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| VCYT |
VERACYTE, INC. |
health care services |
140.8% |
-51.7% |
+11.6σ |
| KOP |
Koppers Holdings Inc. |
commodity chemicals |
61.5% |
-27.8% |
+11.2σ |
| SUPN |
SUPERNUS PHARMACEUTICALS, INC. |
pharmaceuticals |
61.7% |
-37.6% |
+9.1σ |
| STRA |
Strategic Education, Inc. |
education services |
48.8% |
-28.5% |
+8.6σ |
| AESI |
Atlas Energy Solutions Inc. |
oil & gas equipment & services |
82.3% |
-41.2% |
+8.6σ |
| IOSP |
INNOSPEC INC. |
specialty chemicals |
30.9% |
-21.7% |
+7.9σ |
| HMN |
HORACE MANN EDUCATORS CORP /DE/ |
multi-line insurance |
24.0% |
+14.0% |
+7.3σ |
| FIS |
Fidelity National Information Services, Inc. |
transaction & payment processing services |
43.7% |
-25.5% |
+7.3σ |
| ROCK |
GIBRALTAR INDUSTRIES, INC. |
building products |
51.0% |
-19.0% |
+7.2σ |
| SCSC |
SCANSOURCE, INC. |
technology distributors |
46.5% |
-25.9% |
+7.0σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| SUPN |
SUPERNUS PHARMACEUTICALS, INC. |
pharmaceuticals |
70.8% |
-38.7% |
+6.7σ |
| KOP |
Koppers Holdings Inc. |
commodity chemicals |
65.4% |
-31.0% |
+6.7σ |
| AESI |
Atlas Energy Solutions Inc. |
oil & gas equipment & services |
141.7% |
-56.0% |
+6.6σ |
| STRA |
Strategic Education, Inc. |
education services |
63.9% |
-36.6% |
+6.5σ |
| MSGS |
Madison Square Garden Sports Corp. |
movies & entertainment |
49.2% |
-22.1% |
+6.4σ |
| NVT |
nVent Electric plc |
electrical components & equipment |
73.5% |
-36.5% |
+5.8σ |
| VCYT |
VERACYTE, INC. |
health care services |
140.8% |
-46.6% |
+5.8σ |
| FFIV |
F5, INC. |
communications equipment |
56.9% |
-35.2% |
+5.6σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
94.3% |
-44.3% |
+5.5σ |
| ENOV |
Enovis CORP |
health care equipment |
72.2% |
+53.5% |
+5.1σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
433.7% |
-80.6% |
+6.2σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
249.7% |
-60.8% |
+4.7σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
100.7% |
-47.1% |
+4.5σ |
| LKQ |
LKQ CORP |
distributors |
113.2% |
-30.3% |
+4.2σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
123.3% |
-34.4% |
+4.2σ |
| BOX |
BOX INC |
application software |
110.3% |
+34.9% |
+4.1σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
119.2% |
-29.4% |
+4.1σ |
| QLYS |
QUALYS, INC. |
systems software |
215.4% |
+29.5% |
+4.0σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
988.2% |
-90.4% |
+3.8σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
208.6% |
+96.6% |
+3.7σ |
About the Price Report
Goal: Convey trends in prices across select asset classes. Data related to valuations, yields, and macro are treated in separate reports.
Coming Soon: Technical & Momentum Indicators. If you see a chart or metric you think would be useful here, send it to Justin.
This report is generated daily and sent to subscribers either daily or weekly.