11 December 2012
Top Ten Most Volatile S&P500 & NASDAQ 100 Components
Current ten most volatile stocks in the S&P 500 and Nasdaq 100 indexes:
Top Ten S&P 500 Most Volatile Stocks:
| Symbol | YTD Volatility | Last Year |
| SVU | 1.015 | 0.52 |
| FSLR | 0.763 | 0.66 |
| ANR | 0.715 | 0.721 |
| NFLX | 0.691 | 0.701 |
| SHLD | 0.615 | 0.567 |
| PCS | 0.595 | 0.655 |
| ANF | 0.554 | 0.512 |
| GNW | 0.545 | 0.656 |
| AMD | 0.53 | 0.548 |
| PHM | 0.52 | 0.584 |
Top Ten NASDAQ 100 Most Volatile Stocks:
| Symbol | YTD Volatility | Last Year |
| GMCR | 0.968 | 0.867 |
| FSLR | 0.763 | 0.66 |
| NIHD | 0.698 | 0.419 |
| NFLX | 0.691 | 0.701 |
| VRTX | 0.621 | 0.5 |
| SHLD | 0.615 | 0.567 |
| RIMM | 0.574 | 0.618 |
| ILMN | 0.481 | 0.575 |
| CTRP | 0.474 | 0.465 |
| APOL | 0.464 | 0.368 |
YTD calculations are as of 12/10/2012, executed on daily data since 12/31/2011 (current) and 12/31/2010-12/31/2011 (last year). Volatility as calculated is the annualized standard deviation of lognormal daily returns.
The results above were calculated using The RiskAPI Add-In, our unique software client which allows fund managers to access a whole spectrum of on-demand portfolio risk analysis calculations.