With the market jumping all over, volatility is up 55% on average

With the market bouncing all over the place, we know that volatility is through the roof. However, we took a closer look to see which Sectors and which particular names have seen the biggest volatility jumps in 2016. At the sector level, Energy Minerals saw an 80% jump in volatility this year compared to last year. Volatility in the Industrial Services and Producer Manufacturing sectors is up 61%.  On an absolute basis, Commercial Services has the highest volatility in 2016, followed by Technology Services and then Non-Energy Minerals.

At the Company level, Seiko Epson’s volatility is up 186% compared to last year. Mcdonalds Holding volatility is up 162% and Cookpad’s volatility is up 159% compared to last year. Seiko Epson and McDonalds Holdings are actually only down slightly over the last month. If we just look at the large-cap names. Murata Manufacturing’s volatility is twice that of last year and volatility in Nomura Holdings is up 119%. While both names are down over the last month they are definitely bouncing around a lot. Nippon Steel & Sumitomo is also down 12% and is bouncing around even more.

NTT Docomo and Canon Marketing are the exception. Both made the screen below but are part of the few names with positive returns over the last month. 

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