· EZU +0.4%, EMXC +0.8%, EWJ +0.6%, EWU +0.6%, FXI +2.3% · USO +0.7%, DBA -0.0%, CPER +2.2%, GLD +1.5%, SLV +2.5% · SHY +0.0%, TLT +0.1%, IGOV +0.1%
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 |
|
MXNUSD
|
3.0% |
-2.5% |
+3.1σ |
28-Day Horizon
| Ticker |
Range |
△28d |
Z-Score |
|
MXNUSD
|
9.1% |
-7.8% |
+1.9σ |
365-Day Horizon
| Ticker |
Range |
△365d |
Z-Score |
|
USO
|
147.5% |
+104.4% |
+2.0σ |
|
EMXC
|
63.9% |
+47.2% |
+1.5σ |
|
SLV
|
163.4% |
+22.6% |
+1.4σ |
Friday, Oct 9
-
University of Michigan Consumer Sentiment (Today's Print):
Actual: 46.3 vs Consensus: 47.5 —
Preliminary sentiment slipped to a five-month low as current conditions plummeted to fresh record lows, while rising short- and long-term inflation expectations add to stagflationary headwinds.
Stock Indices
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SPY |
778.57 |
0.6% |
1.2% |
2% |
17% |
| ■ QQQ |
751.27 |
0.5% |
0.2% |
5% |
23% |
| ■ IWM |
278.94 |
0.5% |
-1.0% |
-4% |
15% |
| ■ RSP |
213.06 |
0.5% |
1.6% |
-1% |
14% |
| ■ IJR |
137.51 |
0.2% |
-0.6% |
-3% |
18% |
International
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EZU |
65.91 |
0.4% |
-1.7% |
-5% |
9% |
| ■ EMXC |
99.00 |
0.8% |
-2.3% |
-2% |
47% |
| ■ EWJ |
97.86 |
0.6% |
-1.1% |
-1% |
25% |
| ■ EWU |
46.52 |
0.6% |
1.0% |
-3% |
14% |
| ■ FXI |
34.24 |
2.3% |
3.0% |
-1% |
-14% |
Commodities
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ USO |
148.20 |
0.7% |
0.6% |
-4% |
104% |
| ■ DBA |
28.34 |
-0.0% |
0.4% |
-2% |
11% |
| ■ CPER |
40.31 |
2.2% |
2.0% |
3% |
27% |
| ■ GLD |
384.58 |
1.5% |
1.2% |
-4% |
5% |
| ■ SLV |
54.80 |
2.5% |
0.3% |
-6% |
23% |
Bond
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ SHY |
81.20 |
0.0% |
0.2% |
-0% |
1% |
| ■ TLT |
77.98 |
0.1% |
0.6% |
-4% |
-9% |
| ■ IGOV |
39.74 |
0.1% |
-0.2% |
-3% |
-4% |
Crypto
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ BTC-USD |
82,632.66 |
1.1% |
-2.0% |
7% |
-32% |
| ■ ETH-USD |
2,486.08 |
0.8% |
-6.8% |
-2% |
-43% |
| ■ DOGE-USD |
0.0845 |
0.6% |
-7.6% |
0% |
-66% |
Fx Eur
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ EURUSD |
1.12 |
0.0% |
-0.4% |
-3% |
-4% |
| ■ GBPUSD |
1.32 |
0.2% |
-0.0% |
-2% |
-0% |
| ■ SEKUSD |
0.1001 |
-0.0% |
0.5% |
-3% |
-5% |
| ■ NOKUSD |
0.1047 |
0.2% |
0.6% |
-3% |
5% |
| ■ CHFUSD |
1.20 |
0.4% |
-0.1% |
-2% |
-3% |
Fx Asia
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ JPYUSD |
0.0063191 |
-0.1% |
-0.2% |
-3% |
-3% |
| ■ KRWUSD |
0.0007457 |
0.1% |
0.2% |
0% |
6% |
| ■ TWDUSD |
0.0313 |
0.1% |
-0.3% |
-1% |
-4% |
| ■ CNYUSD |
0.1494 |
0.1% |
0.2% |
0% |
6% |
Fx Other
| Symbol |
Price |
△1 |
△7 |
△28 |
△365 |
| ■ CADUSD |
0.7013 |
-0.1% |
-0.1% |
-3% |
-2% |
| ■ AUDUSD |
0.6990 |
0.5% |
0.4% |
-3% |
7% |
| ■ NZDUSD |
0.5617 |
0.3% |
0.0% |
-3% |
-3% |
| ■ MXNUSD |
0.0543 |
-2.5% |
-1.4% |
-8% |
-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 |
| ONON |
On Holding AG |
59 |
26.2% |
None |
|
|
| ATEN |
A10 Networks, Inc. |
52 |
12.7% |
systems software |
43.0 |
27.9 |
Stocks Crossing Below 200d Moving Average
| Ticker |
Name |
Prior Days |
Max Runup |
Industry |
P/OI |
5Y Avg |
| GFF |
GRIFFON CORP |
183 |
24.6% |
building products |
8.5 |
11.8 |
| AVNT |
AVIENT CORP |
69 |
24.5% |
specialty chemicals |
11.1 |
13.8 |
| DCOM |
Dime Commercial Bancshares, Inc. /NY/ |
318 |
23.4% |
regional banks |
9.1 |
9.7 |
| ATNI |
ATN International, Inc. |
64 |
22.0% |
None |
1.4 |
20.7 |
| FOXF |
FOX FACTORY HOLDING CORP |
86 |
21.9% |
automotive parts & equipment |
|
14.2 |
| MMM |
3M CO |
91 |
16.9% |
industrial conglomerates |
17.7 |
17.8 |
Individual Stock Volatility Scanners
Largest Volatility Spikes in the Past Day
| Ticker |
Name |
Sector |
Range |
△1d |
Z-Score |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
15.8% |
+15.6% |
+10.6σ |
| TMUS |
T-Mobile US, Inc. |
wireless telecommunication services |
15.8% |
-13.2% |
+10.3σ |
| VZ |
VERIZON COMMUNICATIONS INC |
integrated telecommunication services |
13.6% |
-10.1% |
+9.7σ |
| T |
AT&T INC. |
integrated telecommunication services |
13.1% |
-10.8% |
+8.2σ |
| HUM |
HUMANA INC |
managed health care |
17.9% |
+11.5% |
+6.7σ |
| AMT |
AMERICAN TOWER CORP /MA/ |
telecom tower reits |
9.5% |
+9.3% |
+6.0σ |
| ALHC |
Alignment Healthcare, Inc. |
health care services |
44.9% |
-13.4% |
+5.8σ |
| AVNT |
AVIENT CORP |
specialty chemicals |
12.0% |
-7.8% |
+5.0σ |
| SBAC |
SBA COMMUNICATIONS CORP |
telecom tower reits |
8.8% |
+7.3% |
+4.6σ |
| SHEN |
SHENANDOAH TELECOMMUNICATIONS CO/VA/ |
wireless telecommunication services |
13.9% |
-9.7% |
+3.9σ |
Largest Volatility Spikes in the Past 7 Days
| Ticker |
Name |
Sector |
Range |
△7d |
Z-Score |
| PTC |
PTC INC. |
application software |
36.1% |
+35.0% |
+6.5σ |
| CCI |
CROWN CASTLE INC. |
telecom tower reits |
22.2% |
+18.7% |
+5.6σ |
| OPCH |
Option Care Health, Inc. |
health care facilities |
38.6% |
+37.2% |
+5.2σ |
| PCRX |
Pacira BioSciences, Inc. |
pharmaceuticals |
48.2% |
+44.0% |
+5.1σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
30.6% |
-18.9% |
+4.3σ |
| TMUS |
T-Mobile US, Inc. |
wireless telecommunication services |
16.2% |
-9.1% |
+3.9σ |
| SBAC |
SBA COMMUNICATIONS CORP |
telecom tower reits |
18.1% |
+15.1% |
+3.8σ |
| VZ |
VERIZON COMMUNICATIONS INC |
integrated telecommunication services |
14.1% |
-9.3% |
+3.7σ |
| CBOE |
Cboe Global Markets, Inc. |
financial exchanges & data |
15.6% |
+12.5% |
+3.4σ |
| NWE |
NorthWestern Energy Group, Inc. |
multi-utilities |
10.9% |
+7.0% |
+3.2σ |
Largest Volatility Spikes in the Past 28 Days
| Ticker |
Name |
Sector |
Range |
△28d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
625.6% |
-84.2% |
+13.4σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
72.3% |
-38.6% |
+5.0σ |
| GEN |
Gen Digital Inc. |
systems software |
54.9% |
-23.0% |
+4.9σ |
| PTC |
PTC INC. |
application software |
50.9% |
+48.7% |
+4.8σ |
| FICO |
FAIR ISAAC CORP |
application software |
73.0% |
-32.1% |
+4.4σ |
| STC |
STEWART INFORMATION SERVICES CORP |
property & casualty insurance |
38.6% |
-23.5% |
+3.8σ |
| VZ |
VERIZON COMMUNICATIONS INC |
integrated telecommunication services |
26.6% |
-17.7% |
+3.8σ |
| MRP |
Millrose Properties, Inc. |
single-family residential reits |
37.9% |
-24.7% |
+3.4σ |
| TMUS |
T-Mobile US, Inc. |
wireless telecommunication services |
25.5% |
-18.5% |
+3.2σ |
| AN |
AUTONATION, INC. |
automotive retail |
36.5% |
-22.6% |
+3.2σ |
Largest Volatility Spikes in the Past 365 Days
| Ticker |
Name |
Sector |
Range |
△365d |
Z-Score |
| CTVA |
Corteva, Inc. |
fertilizers & agricultural chemicals |
674.9% |
-78.8% |
+12.7σ |
| ABR |
ARBOR REALTY TRUST INC |
mortgage reits |
308.7% |
-73.0% |
+5.9σ |
| ROL |
ROLLINS INC |
environmental & facilities services |
125.2% |
-43.1% |
+5.0σ |
| OI |
O-I Glass, Inc. /DE/ |
metal, glass & plastic containers |
219.1% |
-48.9% |
+4.7σ |
| VRRM |
VERRA MOBILITY Corp |
data processing & outsourced services |
818.7% |
-87.5% |
+3.9σ |
| HUBG |
Hub Group, Inc. |
air freight & logistics |
107.0% |
-26.1% |
+3.8σ |
| KLAC |
KLA CORP |
semiconductor materials & equipment |
1,365.6% |
-81.4% |
+3.8σ |
| ACM |
AECOM |
construction & engineering |
138.7% |
-54.5% |
+3.7σ |
| PZZA |
PAPA JOHNS INTERNATIONAL INC |
restaurants |
187.4% |
-52.2% |
+3.6σ |
| WHR |
WHIRLPOOL CORP /DE/ |
household appliances |
229.6% |
-60.3% |
+3.5σ |
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.
