· EZU -0.9%, EMXC -1.4%, EWJ -0.7%, EWU -0.1%, FXI -1.3% · USO +3.2%, DBA -0.2%, CPER -1.3%, GLD -2.8%, SLV -3.3% · SHY -0.2%, TLT -1.5%, IGOV -1.0%
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 |
|
GLD
|
3.4% |
-2.8% |
+2.3σ |
|
EMXC
|
2.9% |
-1.4% |
+1.6σ |
7-Day Horizon
| Ticker |
Range |
△7d |
Z-Score |
|
EMXC
|
10.5% |
+8.1% |
+3.2σ |
|
GLD
|
7.7% |
-5.5% |
+2.0σ |
|
SHY
|
0.7% |
-0.6% |
+1.4σ |
|
QQQ
|
7.5% |
+6.4% |
+1.2σ |
|
CHFUSD
|
2.6% |
-2.2% |
+1.0σ |
|
CADUSD
|
1.9% |
-1.7% |
+1.0σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
EMXC
|
14.2% |
-4.7% |
+1.6σ |
|
DBA
|
9.3% |
-7.0% |
+1.3σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
160.4% |
+109.3% |
+2.2σ |
|
EMXC
|
60.0% |
+26.9% |
+1.3σ |
|
SLV
|
149.0% |
-6.6% |
+1.1σ |
Thursday, Nov 12
-
Initial Jobless Claims (Today's Print):
Actual: 200k vs Consensus: 194k —
Claims edged up above forecasts to 200k while continuing claims fell to 1.697M, reaffirming historically tight labor conditions with limited layoff activity.
Friday, Nov 13
-
Producer Price Index (Friday 8:30 AM ET):
Consensus: 0.4% MoM / Prior: 1.3% MoM —
Headline wholesale inflation projected to cool substantially from September's energy-driven surge, assessing whether upstream price pressures are easing.
-
Core PPI (Friday 8:30 AM ET):
Consensus: 0.3% MoM / Prior: 0.7% MoM —
Key focus on trade services, healthcare, and financial management margins due to their direct translation into Fed-favored Core PCE readings.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
757.12 |
-0.4% |
3.3% |
-2% |
12% |
| ■ QQQ |
688.17 |
-0.3% |
6.4% |
-5% |
11% |
| ■ IWM |
278.44 |
-1.6% |
2.7% |
1% |
15% |
| ■ RSP |
220.72 |
-0.9% |
1.8% |
3% |
18% |
| ■ IJR |
140.64 |
-1.1% |
2.3% |
3% |
19% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
67.23 |
-0.9% |
1.6% |
2% |
8% |
| ■ EMXC |
89.63 |
-1.4% |
8.1% |
-5% |
27% |
| ■ EWJ |
91.47 |
-0.7% |
3.6% |
-4% |
13% |
| ■ EWU |
47.76 |
-0.1% |
-0.3% |
0% |
13% |
| ■ FXI |
33.47 |
-1.3% |
-4.2% |
-2% |
-17% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
146.07 |
3.2% |
-1.4% |
-7% |
109% |
| ■ DBA |
26.30 |
-0.2% |
0.5% |
-7% |
3% |
| ■ CPER |
37.25 |
-1.3% |
-0.3% |
-6% |
18% |
| ■ GLD |
354.89 |
-2.8% |
-5.5% |
-7% |
-8% |
| ■ SLV |
45.12 |
-3.3% |
-3.9% |
-13% |
-7% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.14 |
-0.2% |
-0.6% |
-0% |
1% |
| ■ TLT |
79.72 |
-1.5% |
-2.7% |
-0% |
-8% |
| ■ IGOV |
39.68 |
-1.0% |
-2.2% |
-1% |
-5% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
71,439.67 |
-3.0% |
-5.7% |
-13% |
-30% |
| ■ ETH-USD |
2,014.02 |
-2.1% |
-9.5% |
-17% |
-41% |
| ■ DOGE-USD |
0.0659 |
-3.4% |
-8.2% |
-19% |
-61% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.11 |
-0.3% |
-1.5% |
-1% |
-5% |
| ■ GBPUSD |
1.32 |
-0.3% |
-1.6% |
-0% |
1% |
| ■ SEKUSD |
0.0998 |
-0.3% |
-2.1% |
-1% |
-6% |
| ■ NOKUSD |
0.1047 |
-0.1% |
-2.6% |
-1% |
5% |
| ■ CHFUSD |
1.20 |
-0.3% |
-2.2% |
-1% |
-5% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0062556 |
-0.1% |
-1.3% |
-1% |
-3% |
| ■ KRWUSD |
0.0007489 |
0.1% |
1.7% |
0% |
10% |
| ■ TWDUSD |
0.0303 |
-0.3% |
0.2% |
-2% |
-6% |
| ■ CNYUSD |
0.1499 |
-0.1% |
-0.0% |
0% |
7% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7016 |
-0.1% |
-1.7% |
-0% |
-2% |
| ■ AUDUSD |
0.6807 |
-0.6% |
-1.8% |
-2% |
4% |
| ■ NZDUSD |
0.5548 |
-0.3% |
-0.9% |
-1% |
-2% |
| ■ MXNUSD |
0.0538 |
0.5% |
1.0% |
-1% |
-2% |
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 |
| BGS |
B&G Foods, Inc. |
182 |
44.1% |
None |
3.3 |
8.1 |
| CHTR |
CHARTER COMMUNICATIONS, INC. /MO/ |
201 |
36.1% |
cable & satellite |
1.2 |
3.7 |
| REZI |
RESIDEO TECHNOLOGIES, INC. |
90 |
27.6% |
trading companies & distributors |
4.3 |
5.4 |
| VSEC |
VSE CORP |
63 |
26.8% |
aerospace & defense |
31.2 |
27.6 |
| LAZ |
Lazard, Inc. |
63 |
18.9% |
diversified capital markets |
14.7 |
17.5 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| BTC-USD.CC |
None |
85 |
22.7% |
None |
|
|
| IFF |
INTERNATIONAL FLAVORS & FRAGRANCES INC |
111 |
18.7% |
specialty chemicals |
16.3 |
32.7 |
| GAP |
GAP INC |
47 |
10.6% |
apparel retail |
4.4 |
11.2 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
32.5% |
-24.1% |
+16.7σ |
| DGII |
DIGI INTERNATIONAL INC |
communications equipment |
25.4% |
-11.7% |
+8.7σ |
| ADIG |
ADI GLOBAL DISTRIBUTION INC. |
electronic equipment & instruments |
99.6% |
-49.9% |
+8.6σ |
| GPN |
GLOBAL PAYMENTS INC |
transaction & payment processing services |
16.0% |
-12.0% |
+6.8σ |
| HWC |
HANCOCK WHITNEY CORP |
regional banks |
14.4% |
-10.2% |
+6.6σ |
| KDP |
Keurig Dr Pepper Inc. |
soft drinks & non-alcoholic beverages |
8.7% |
-6.6% |
+5.5σ |
| TTEK |
TETRA TECH INC |
construction & engineering |
11.0% |
+4.3% |
+5.0σ |
| CSCO |
CISCO SYSTEMS, INC. |
communications equipment |
8.8% |
+7.0% |
+5.0σ |
| NVDA |
NVIDIA CORP |
semiconductors |
16.8% |
-4.3% |
+4.8σ |
| PPC |
PILGRIMS PRIDE CORP |
packaged foods & meats |
10.3% |
-3.4% |
+4.7σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| NAVI |
Navient Holdings, Inc. |
consumer finance |
57.8% |
-30.4% |
+10.0σ |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
35.7% |
-23.6% |
+7.9σ |
| KOP |
Koppers Holdings Inc. |
commodity chemicals |
47.4% |
-19.9% |
+7.4σ |
| ADIG |
ADI GLOBAL DISTRIBUTION INC. |
electronic equipment & instruments |
102.2% |
-46.7% |
+5.4σ |
| AAON |
AAON, INC. |
building products |
50.3% |
+44.5% |
+5.2σ |
| AMD |
ADVANCED MICRO DEVICES INC |
semiconductors |
46.9% |
+44.7% |
+5.2σ |
| AOSL |
ALPHA & OMEGA SEMICONDUCTOR Ltd |
semiconductors |
73.5% |
+65.2% |
+5.0σ |
| DIOD |
DIODES INC /DEL/ |
semiconductors |
38.4% |
+34.0% |
+4.7σ |
| NMIH |
NMI Holdings, Inc. |
commercial & residential mortgage finance |
21.4% |
-12.2% |
+4.4σ |
| MRCY |
MERCURY SYSTEMS INC |
electrical components & equipment |
38.4% |
+27.3% |
+4.3σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
139.8% |
-53.8% |
+7.3σ |
| NAVI |
Navient Holdings, Inc. |
consumer finance |
67.5% |
-35.8% |
+6.3σ |
| SUPN |
Supernus, Inc. |
pharmaceuticals |
70.8% |
-26.2% |
+6.3σ |
| KOP |
Koppers Holdings Inc. |
commodity chemicals |
64.6% |
-27.0% |
+6.1σ |
| STRA |
Strategic Education, Inc. |
education services |
63.6% |
-33.1% |
+6.0σ |
| VCYT |
VERACYTE, INC. |
health care services |
140.8% |
-44.5% |
+5.5σ |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
44.1% |
-28.6% |
+5.4σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
39.8% |
-22.8% |
+5.0σ |
| FFIV |
F5, INC. |
communications equipment |
53.3% |
-30.4% |
+4.9σ |
| GPK |
GRAPHIC PACKAGING HOLDING CO |
paper & plastic packaging products & materials |
49.0% |
+23.6% |
+4.9σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
558.8% |
-84.0% |
+6.9σ |
| AMSF |
AMERISAFE INC |
property & casualty insurance |
104.5% |
-49.3% |
+4.5σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
249.7% |
-62.2% |
+4.5σ |
| LKQ |
LKQ CORP |
distributors |
113.2% |
-33.7% |
+4.1σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
123.3% |
-34.4% |
+4.1σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
120.6% |
-31.2% |
+4.0σ |
| BOX |
BOX INC |
application software |
110.3% |
+36.5% |
+4.0σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
1,119.0% |
-91.4% |
+3.9σ |
| QLYS |
QUALYS, INC. |
systems software |
215.4% |
+15.4% |
+3.8σ |
| ADIG |
ADI GLOBAL DISTRIBUTION INC. |
electronic equipment & instruments |
215.9% |
+nan% |
+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.
