Quantcast Most volatile blue chip shares? - Aussie Stock Forums

Results 1 to 8 of 8
  1. #1

    Default Most volatile blue chip shares?

    Which are the most volatile blue chip shares and why?

    Jack

  2. #2

    Default Re: Most volatile blue chip shares?

    Hi Jack

    Firstly, I guess it depends on how you judge volatility. Personally, I run a scan end of day on the top 20 (XTL) looking at the average % high-low range for the last 20 days. It does change (news events can really swing it) but seems to be fairly consistent. Here's the scan from yesterday for the last 20 days.

    Code:
    Ticker	Date/Time	Close	MA10 Vol	Av Range      %Av Range
    BXB	6/02/2008	10.37	6900590	        0.49	     4.62%
    SGP	6/02/2008	7.3	8137708	        0.302	     4.05%
    QBE	6/02/2008	28.16	4060363.5	1.153	     4    %
    TLSCA	6/02/2008	2.93	38635544	0.113	     3.95%
    RIO	6/02/2008	127.14	3740982	        4.731	     3.83%
    WES	6/02/2008	37.03	3092836.25	1.368	     3.68%
    NAB	6/02/2008	32.78	8321048	        1.262	     3.67%
    MQG	6/02/2008	61.1	3359697.25	2.356	     3.56%
    BHP	6/02/2008	36.66	21730406	1.296	     3.43%
    WDC	6/02/2008	18.1	12292321	0.628	     3.37%
    CSL	6/02/2008	34.62	2209031	        1.17	     3.31%
    CBA	6/02/2008	48.55	7354264	        1.635	     3.23%
    AMP	6/02/2008	8.2	11282666	0.26	     3.05%
    SUN	6/02/2008	15.25	3742179.25	0.447	     2.86%
    WOW	6/02/2008	28.26	5252837	        0.851	     2.86%
    ANZ	6/02/2008	25.44	7991241	        0.75	     2.85%
    WBC	6/02/2008	25.4	8566292	        0.735	     2.83%
    FGL	6/02/2008	5.6	6837089	        0.156	     2.69%
    SGB	6/02/2008	27.75	2416209.5	0.754	     2.63%
    TLS	6/02/2008	4.48	54876836	0.113	     2.56%
    WPL	6/02/2008	46.3	2251307.75	1.16	     2.46%
    I'm only interested in intraday volatility which is why I use high-low. If you want to take day to day movements such as gapping into account (BHP for instance frequently gaps overnight) then you're better off using something like an ATR.

    Cheers
    Last edited by Aviator33; 7th-February-2008 at 09:57 AM.

  3. #3
    You are arguing with a Galah IFocus's Avatar
    Join Date
    Sep 2006
    Location
    Mandurah
    Posts
    3,202

    Default Re: Most volatile blue chip shares?

    Aviator is that scan using MS or AB any chance of the code?

  4. #4

    Default Re: Most volatile blue chip shares?

    Quote Originally Posted by IFocus View Post
    Aviator is that scan using MS or AB any chance of the code?
    It's AB. I can post up the code for you later today if you're interested?

    Cheers

  5. #5
    You are arguing with a Galah IFocus's Avatar
    Join Date
    Sep 2006
    Location
    Mandurah
    Posts
    3,202

    Default Re: Most volatile blue chip shares?

    Cheers Aviator would appreciate it

  6. #6

    Default Re: Most volatile blue chip shares?

    Here ya go Focus. Just run it as an exploration and Bob's your uncle. I find it best to run it against a watchlist of index/sector stocks.

    There's a few parameters you can muck around with to filter the results but the default settings should be fine.

    Let me know if ya have any Q's.

    Cheers
    Attached Files

  7. #7
    You are arguing with a Galah IFocus's Avatar
    Join Date
    Sep 2006
    Location
    Mandurah
    Posts
    3,202

    Default Re: Most volatile blue chip shares?

    Thanks Aviator its works a treat

    I am still new to AB so appreciate the code

    Thanks Focus

  8. #8

    Default Re: Most volatile blue chip shares?

    No worries Focus, hope it's useful for ya

    Cheers
    AV

Similar Threads

  1. Industry super fund vs. SMSF for shares
    By Ferret in forum Medium/Long Term Investing
    Replies: 10
    Last Post: 1st-October-2008, 06:53 PM
  2. What happens to shares outstanding figure after takeover?
    By Seneca60BC in forum Beginner's Lounge
    Replies: 2
    Last Post: 10th-March-2007, 08:11 PM
  3. Replies: 4
    Last Post: 22nd-January-2007, 08:26 AM
  4. Blue and Green Chip Shares
    By Keridwen in forum Beginner's Lounge
    Replies: 1
    Last Post: 14th-November-2006, 04:13 PM
  5. Shares Under $0.20 cents
    By Afterglow in forum ASX Stock Chat
    Replies: 16
    Last Post: 27th-October-2004, 05:44 PM

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts
  •  
Aussie Stock Forums