· EZU -1.5%, EMXC +2.9%, EWJ -0.5%, EWU -1.8%, FXI -0.6% · USO +0.1%, DBA -0.4%, CPER +0.7%, GLD -1.5%, SLV -0.9% · SHY -0.1%, TLT -0.1%, 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 |
|
AUDUSD
|
1.9% |
-1.4% |
+2.1σ |
|
EMXC
|
3.4% |
+2.9% |
+2.1σ |
|
EWU
|
2.4% |
-1.8% |
+1.6σ |
|
NZDUSD
|
1.6% |
-1.4% |
+1.4σ |
|
CADUSD
|
1.0% |
-0.8% |
+1.4σ |
|
NOKUSD
|
2.3% |
-1.6% |
+1.4σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
EMXC
|
10.7% |
-4.9% |
+3.4σ |
|
USO
|
17.7% |
-11.8% |
+2.1σ |
|
EWJ
|
7.1% |
-5.4% |
+1.9σ |
|
QQQ
|
8.4% |
-4.9% |
+1.6σ |
|
GLD
|
6.5% |
+3.9% |
+1.5σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
19.5% |
-13.9% |
+3.0σ |
|
DBA
|
9.8% |
-8.0% |
+1.5σ |
|
QQQ
|
16.1% |
-12.6% |
+1.5σ |
|
EWJ
|
11.6% |
-10.2% |
+1.2σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
160.4% |
+109.3% |
+2.2σ |
|
EMXC
|
60.0% |
+22.9% |
+1.3σ |
|
SLV
|
152.4% |
+6.8% |
+1.2σ |
Friday, Nov 6
-
Nonfarm Payrolls (Employment Situation) (8:30 AM ET):
Consensus: +65K payrolls, 4.2% unemployment rate, +0.3% MoM wage growth —
Focus is on whether September's sluggish +29K print was an anomaly or structural trend break, where an upside surprise in hiring and wages (>0.3% MoM) will firm expectations for Fed policy tightening into December.
-
U. of Michigan Consumer Sentiment (Preliminary) (10:00 AM ET):
Consensus: 47.8 (Prior: 48.0) —
Markets are closely tracking 1-year and 5-year inflation expectations after October's elevated 4.7% and 3.5% prints, with any further de-anchoring compounding pressure on policymakers despite historically subdued headline confidence.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
735.80 |
0.4% |
-2.6% |
-5% |
11% |
| ■ QQQ |
656.75 |
1.5% |
-4.9% |
-13% |
8% |
| ■ IWM |
270.72 |
-0.1% |
-3.2% |
-3% |
14% |
| ■ RSP |
215.03 |
-0.8% |
-1.5% |
1% |
17% |
| ■ IJR |
136.67 |
-0.6% |
-2.6% |
-1% |
18% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.24 |
-1.5% |
0.2% |
-1% |
9% |
| ■ EMXC |
85.30 |
2.9% |
-4.9% |
-14% |
23% |
| ■ EWJ |
87.85 |
-0.5% |
-5.4% |
-10% |
10% |
| ■ EWU |
47.03 |
-1.8% |
-1.7% |
1% |
14% |
| ■ FXI |
34.72 |
-0.6% |
4.8% |
1% |
-12% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
148.36 |
0.1% |
-11.8% |
0% |
109% |
| ■ DBA |
26.06 |
-0.4% |
-3.1% |
-8% |
3% |
| ■ CPER |
37.62 |
0.7% |
-3.5% |
-7% |
22% |
| ■ GLD |
369.70 |
-1.5% |
3.9% |
-4% |
1% |
| ■ SLV |
46.49 |
-0.9% |
4.2% |
-15% |
7% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.59 |
-0.1% |
-0.2% |
0% |
2% |
| ■ TLT |
81.84 |
-0.1% |
0.0% |
5% |
-5% |
| ■ IGOV |
40.25 |
-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 |
1.12 |
-0.6% |
-0.0% |
-0% |
-3% |
| ■ GBPUSD |
1.34 |
-0.7% |
-0.1% |
1% |
2% |
| ■ SEKUSD |
0.1011 |
-1.0% |
-0.5% |
1% |
-3% |
| ■ NOKUSD |
0.1059 |
-1.6% |
-2.2% |
1% |
8% |
| ■ CHFUSD |
1.22 |
-0.5% |
0.4% |
1% |
-2% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063123 |
-0.2% |
-0.8% |
-0% |
-3% |
| ■ KRWUSD |
0.0007344 |
-1.0% |
-2.0% |
-2% |
6% |
| ■ TWDUSD |
0.0305 |
0.6% |
-0.5% |
-3% |
-6% |
| ■ CNYUSD |
0.1499 |
-0.2% |
-0.4% |
0% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7094 |
-0.8% |
-0.9% |
1% |
0% |
| ■ AUDUSD |
0.6889 |
-1.4% |
-1.9% |
-1% |
6% |
| ■ NZDUSD |
0.5544 |
-1.4% |
-1.4% |
-1% |
-2% |
| ■ MXNUSD |
0.0537 |
-0.2% |
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 |
| SLVM |
Sylvamo Corp |
246 |
20.6% |
paper products |
8.5 |
5.5 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| FIVN |
Five9, Inc. |
189 |
71.5% |
application software |
27.4 |
36.5 |
| BJRI |
BJs RESTAURANTS INC |
185 |
63.9% |
restaurants |
30.3 |
38.5 |
| ZD |
ZIFF DAVIS, INC. |
248 |
31.4% |
advertising |
9.4 |
8.6 |
| TILE |
INTERFACE INC |
170 |
27.8% |
office services & supplies |
9.2 |
8.9 |
| PRAA |
PRA GROUP INC |
105 |
22.3% |
None |
9.1 |
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 |
44.3% |
-30.7% |
+17.2σ |
| NMIH |
NMI Holdings, Inc. |
commercial & residential mortgage finance |
17.7% |
-8.1% |
+9.9σ |
| FIVN |
Five9, Inc. |
application software |
34.3% |
-24.8% |
+8.5σ |
| BL |
BLACKLINE, INC. |
application software |
23.2% |
-15.5% |
+8.0σ |
| TILE |
INTERFACE INC |
office services & supplies |
22.0% |
-17.5% |
+8.0σ |
| INGR |
Ingredion Inc |
agricultural products & services |
8.1% |
+0.0% |
+5.9σ |
| TNDM |
TANDEM DIABETES CARE INC |
health care equipment |
27.2% |
-17.8% |
+5.9σ |
| EXTR |
EXTREME NETWORKS INC |
communications equipment |
19.4% |
+19.4% |
+5.8σ |
| YELP |
YELP INC |
interactive media & services |
14.0% |
-4.7% |
+5.4σ |
| OUT |
OUTFRONT Media Inc. |
other specialized reits |
13.5% |
-10.5% |
+5.4σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| VCYT |
VERACYTE, INC. |
health care services |
140.8% |
-54.7% |
+11.6σ |
| KOP |
Koppers Holdings Inc. |
commodity chemicals |
58.0% |
-33.9% |
+10.6σ |
| SUPN |
SUPERNUS PHARMACEUTICALS, INC. |
pharmaceuticals |
59.9% |
-37.5% |
+8.9σ |
| AESI |
Atlas Energy Solutions Inc. |
oil & gas equipment & services |
80.9% |
-43.8% |
+8.4σ |
| IOSP |
INNOSPEC INC. |
specialty chemicals |
30.4% |
-20.4% |
+7.8σ |
| HMN |
HORACE MANN EDUCATORS CORP /DE/ |
multi-line insurance |
24.0% |
+11.3% |
+7.3σ |
| FIS |
Fidelity National Information Services, Inc. |
transaction & payment processing services |
43.1% |
-25.0% |
+7.2σ |
| ROCK |
GIBRALTAR INDUSTRIES, INC. |
building products |
49.9% |
-22.9% |
+7.0σ |
| ENOV |
Enovis CORP |
health care equipment |
50.1% |
+35.7% |
+7.0σ |
| GPK |
GRAPHIC PACKAGING HOLDING CO |
paper & plastic packaging products & materials |
35.6% |
+24.8% |
+6.8σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| SUPN |
SUPERNUS PHARMACEUTICALS, INC. |
pharmaceuticals |
68.9% |
-38.6% |
+6.5σ |
| AESI |
Atlas Energy Solutions Inc. |
oil & gas equipment & services |
139.8% |
-57.9% |
+6.5σ |
| MSGS |
Madison Square Garden Sports Corp. |
movies & entertainment |
49.2% |
-22.1% |
+6.4σ |
| KOP |
Koppers Holdings Inc. |
commodity chemicals |
61.9% |
-36.8% |
+6.3σ |
| NVT |
nVent Electric plc |
electrical components & equipment |
73.5% |
-37.4% |
+5.8σ |
| VCYT |
VERACYTE, INC. |
health care services |
140.8% |
-50.0% |
+5.8σ |
| FFIV |
F5, INC. |
communications equipment |
56.2% |
-34.5% |
+5.5σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
94.3% |
-43.7% |
+5.5σ |
| STRA |
Strategic Education, Inc. |
education services |
52.3% |
-32.6% |
+5.2σ |
| ENOV |
Enovis CORP |
health care equipment |
72.2% |
+52.8% |
+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% |
-80.5% |
+6.2σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
249.7% |
-61.0% |
+4.7σ |
| LKQ |
LKQ CORP |
distributors |
113.2% |
-30.7% |
+4.2σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
123.3% |
-35.2% |
+4.2σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
95.5% |
-46.1% |
+4.2σ |
| BOX |
BOX INC |
application software |
110.3% |
+38.0% |
+4.1σ |
| QLYS |
QUALYS, INC. |
systems software |
215.4% |
+36.0% |
+4.0σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
113.2% |
-27.9% |
+3.7σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
954.0% |
-90.3% |
+3.7σ |
| MPC |
Marathon Petroleum Corp |
oil & gas refining & marketing |
208.6% |
+99.0% |
+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.
