Hot Lists - US Stocks Most Volatile

ICE Data Services -

Hot Lists - US Stocks Most Volatile

The Hot List server calculates Stocks Most Volatile according following algorithm:

It is based on stocks with the largest percentage difference (in trading volume) between today's high and low.

The calculation used is as follows:

Volatility = [Square Root ((High - Low) * TickVolume)] * 100.

(Multiplying by 100 converts the value to a percentage).

Data description in calculation:

High/Low – highest/lowest trade price for the day to the calculation moment.

TickVolume – number of today’s trade ticks to the calculation moment.