· EZU -0.6%, EMXC +0.6%, EWJ -0.5%, EWU -0.7%, FXI -0.4% · USO +4.2%, DBA -0.2%, CPER +1.9%, GLD -0.7%, SLV -1.2% · SHY -0.0%, TLT -0.5%, IGOV -0.0%
Volatility Alerts (≥1.0σ True Range)
Assets experiencing unusually wide trading range comparedto log-normal historical baseline.
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
13.5% |
-9.3% |
+1.5σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
157.6% |
+131.1% |
+2.2σ |
|
SLV
|
163.4% |
+10.3% |
+1.3σ |
|
EMXC
|
60.0% |
+32.3% |
+1.3σ |
Friday, Oct 23
-
S&P Global Flash US Composite PMI (Today's Print):
Actual: 57.6 vs Consensus: 57.6 —
Composite output matched expectations and held near five-year highs on robust order growth, though selling prices accelerated at the fastest pace since August 2022 to revive stagflation and Fed pause concerns.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
760.03 |
-0.6% |
-0.4% |
-1% |
14% |
| ■ QQQ |
704.67 |
-0.1% |
-0.7% |
-5% |
16% |
| ■ IWM |
275.84 |
-0.3% |
2.0% |
-2% |
13% |
| ■ RSP |
216.54 |
-0.8% |
1.1% |
3% |
15% |
| ■ IJR |
138.20 |
-0.3% |
1.7% |
-0% |
16% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
64.63 |
-0.6% |
-1.8% |
-6% |
6% |
| ■ EMXC |
91.71 |
0.6% |
-0.6% |
-9% |
32% |
| ■ EWJ |
94.13 |
-0.5% |
-0.8% |
-4% |
19% |
| ■ EWU |
47.52 |
-0.7% |
-1.1% |
0% |
15% |
| ■ FXI |
32.31 |
-0.4% |
-4.5% |
-5% |
-19% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
169.37 |
4.2% |
4.7% |
14% |
131% |
| ■ DBA |
27.87 |
-0.2% |
-1.2% |
-2% |
7% |
| ■ CPER |
39.18 |
1.9% |
-0.8% |
-4% |
25% |
| ■ GLD |
366.44 |
-0.7% |
-4.1% |
-7% |
-3% |
| ■ SLV |
48.72 |
-1.2% |
-5.4% |
-16% |
10% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.50 |
-0.0% |
0.2% |
0% |
1% |
| ■ TLT |
81.33 |
-0.5% |
1.6% |
3% |
-7% |
| ■ IGOV |
40.19 |
-0.0% |
0.3% |
0% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
81,815.76 |
0.6% |
0.3% |
-3% |
-26% |
| ■ ETH-USD |
2,409.18 |
0.6% |
-0.1% |
-11% |
-38% |
| ■ DOGE-USD |
0.0802 |
1.2% |
0.1% |
-18% |
-59% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
-0.1% |
-0.4% |
-2% |
-4% |
| ■ GBPUSD |
1.34 |
-0.0% |
0.3% |
1% |
0% |
| ■ SEKUSD |
0.1006 |
-0.2% |
-0.3% |
-0% |
-6% |
| ■ NOKUSD |
0.1072 |
0.3% |
1.1% |
2% |
7% |
| ■ CHFUSD |
1.21 |
-0.2% |
-0.2% |
0% |
-4% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063765 |
0.2% |
0.7% |
0% |
-3% |
| ■ KRWUSD |
0.0007554 |
0.1% |
0.8% |
2% |
9% |
| ■ TWDUSD |
0.0307 |
-0.1% |
-0.4% |
-3% |
-6% |
| ■ CNYUSD |
0.1499 |
-0.1% |
0.2% |
1% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7140 |
0.2% |
1.0% |
1% |
-0% |
| ■ AUDUSD |
0.7038 |
0.3% |
1.3% |
0% |
8% |
| ■ NZDUSD |
0.5701 |
0.4% |
0.8% |
1% |
-1% |
| ■ MXNUSD |
0.0536 |
0.1% |
-0.9% |
-5% |
-1% |
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 |
| DOW |
DOW INC. |
127 |
18.0% |
commodity chemicals |
|
15.9 |
| GBCI |
GLACIER BANCORP, INC. |
65 |
10.7% |
regional banks |
15.4 |
16.6 |
| TCBI |
TEXAS CAPITAL BANCSHARES INC/TX |
65 |
10.7% |
regional banks |
9.3 |
15.7 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| CORT |
CORCEPT THERAPEUTICS INC |
163 |
110.2% |
pharmaceuticals |
1,449.1 |
36.5 |
| AVT |
AVNET INC |
275 |
48.3% |
technology distributors |
10.0 |
6.3 |
| WAB |
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP |
336 |
26.9% |
construction machinery & heavy transportation equipment |
20.0 |
16.6 |
| NEM |
NEWMONT Corp /DE/ |
77 |
23.8% |
gold |
8.6 |
15.4 |
| NAVI |
NAVIENT CORP |
72 |
16.5% |
consumer finance |
|
19.5 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| LKQ |
LKQ CORP |
distributors |
30.6% |
-22.5% |
+14.9σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
16.0% |
+9.1% |
+10.4σ |
| RHI |
ROBERT HALF INC. |
human resource & employment services |
25.1% |
+21.8% |
+9.7σ |
| STC |
STEWART INFORMATION SERVICES CORP |
property & casualty insurance |
15.7% |
-10.5% |
+8.0σ |
| AMT |
AMERICAN TOWER CORP /MA/ |
telecom tower reits |
11.5% |
+4.3% |
+7.6σ |
| MRTN |
MARTEN TRANSPORT LTD |
cargo ground transportation |
12.4% |
-4.2% |
+6.4σ |
| SLM |
SLM Corp |
consumer finance |
13.8% |
-10.8% |
+5.8σ |
| RNG |
RingCentral, Inc. |
application software |
23.6% |
+4.9% |
+5.8σ |
| SBAC |
SBA COMMUNICATIONS CORP |
telecom tower reits |
10.3% |
+3.6% |
+5.6σ |
| GEF |
GREIF, INC |
metal, glass & plastic containers |
9.7% |
-1.0% |
+5.2σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| RHI |
ROBERT HALF INC. |
human resource & employment services |
46.1% |
+37.8% |
+7.3σ |
| GGG |
GRACO INC |
industrial machinery & supplies & components |
23.2% |
-18.3% |
+7.1σ |
| KALU |
KAISER ALUMINUM CORP |
aluminum |
47.2% |
-27.1% |
+6.5σ |
| LKQ |
LKQ CORP |
distributors |
31.3% |
-21.6% |
+6.2σ |
| FCFS |
FirstCash Holdings, Inc. |
consumer finance |
27.1% |
-19.7% |
+5.4σ |
| MSM |
MSC INDUSTRIAL DIRECT CO INC |
trading companies & distributors |
19.6% |
-12.7% |
+5.4σ |
| STC |
STEWART INFORMATION SERVICES CORP |
property & casualty insurance |
24.0% |
-16.1% |
+4.9σ |
| CRS |
CARPENTER TECHNOLOGY CORP |
industrial machinery & supplies & components |
38.0% |
-24.5% |
+4.8σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
19.9% |
+4.5% |
+4.6σ |
| WGO |
WINNEBAGO INDUSTRIES INC |
automobile manufacturers |
31.0% |
+19.4% |
+4.5σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
572.0% |
-84.1% |
+8.4σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
40.0% |
+26.7% |
+4.9σ |
| FIX |
COMFORT SYSTEMS USA INC |
construction & engineering |
65.1% |
-30.1% |
+4.1σ |
| FMC |
FMC CORP |
fertilizers & agricultural chemicals |
99.6% |
-47.2% |
+4.0σ |
| FUN |
Six Flags Entertainment Corporation/NEW |
leisure facilities |
83.4% |
-45.1% |
+4.0σ |
| PTC |
PTC INC. |
application software |
46.7% |
+40.3% |
+4.0σ |
| ACN |
Accenture plc |
it consulting & other services |
50.6% |
+41.6% |
+4.0σ |
| BOX |
BOX INC |
application software |
42.0% |
+37.6% |
+3.9σ |
| CBOE |
Cboe Global Markets, Inc. |
financial exchanges & data |
35.0% |
+32.1% |
+3.8σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
62.1% |
-26.3% |
+3.8σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
674.9% |
-80.3% |
+8.5σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
340.6% |
-72.7% |
+5.6σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-38.3% |
+4.6σ |
| LKQ |
LKQ CORP |
distributors |
113.7% |
-42.0% |
+4.4σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-48.3% |
+4.3σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
112.4% |
-26.4% |
+3.9σ |
| PZZA |
PAPA JOHNS INTERNATIONAL INC |
restaurants |
207.3% |
-64.9% |
+3.8σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,578.0% |
-87.4% |
+3.8σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
206.6% |
+135.7% |
+3.8σ |
| BOX |
BOX INC |
application software |
102.5% |
+29.7% |
+3.8σ |
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.
