Which stocks are the most volatile? Least volatile? Will your stock's volatility rise or fall over the next month? A stock's historical volatility is measured as the standard deviation of its past returns (annualized).

In the table below, we list historical volatility (standard deviation) estimates over the past year and past 5 years. Current volatility estimates from our volatility models, and the average volatility forecast over the next month. All estimates are annualized and computed using daily stock returns.

Volatility Estimates and Forecasts (Standard Deviation) for Large-Cap Stocks

Data updated through market close on 04/03/2020

Ticker	5-Year Historical	1-Year Historical	Month Ago (Model)	Current Estimate (Model)	Next Month Average Forecast
OXY	46.32	74.86	52.15	183.28	74.30
SLB	34.61	50.49	53.48	143.48	116.52
COP	38.23	49.52	55.11	140.75	95.86
BA	35.43	53.89	69.59	132.12	64.48
GE	33.89	51.87	69.90	129.70	82.08
KMI	35.14	39.99	43.75	128.80	82.10
CVX	29.80	41.76	40.16	127.55	81.70
SPG	32.43	50.77	38.70	123.63	65.48
AXP	27.53	38.68	55.57	109.70	76.69
EXC	25.05	32.64	45.16	97.78	67.06
COF	31.78	44.32	58.72	97.71	48.45
C	31.33	43.06	60.55	97.34	60.04
RTX	24.51	35.80	64.97	96.84	57.39
UNH	26.26	36.06	62.16	94.33	73.69
RTN	24.78	35.57	64.70	94.31	50.56
AIG	30.09	45.53	46.15	90.18	43.11
NEE	21.28	29.05	44.24	89.74	57.37
BLK	27.00	36.42	52.93	89.24	50.04
BAC	30.27	38.54	58.75	88.83	56.79
EMR	27.84	39.02	44.69	88.82	54.31
GM	30.80	40.94	43.81	88.80	54.60
GS	28.05	37.42	46.72	88.04	58.07
DUK	20.86	28.41	45.05	87.59	58.56
MS	31.51	40.87	57.26	84.26	46.15
SO	22.38	32.91	43.49	82.48	44.75
JPM	26.34	35.28	51.82	82.31	52.60
FDX	28.74	40.83	44.84	79.82	72.34
USB	24.05	33.55	53.68	78.55	47.72
CMCSA	23.83	29.89	39.73	78.35	58.04
NVDA	44.02	54.77	69.96	76.46	52.97
MA	26.03	36.12	58.01	75.87	39.74
HD	24.35	33.97	43.98	75.33	44.49
MET	30.51	39.71	79.46	75.21	37.56
LMT	22.09	30.95	44.35	75.02	51.33
TXN	27.76	36.20	50.07	74.28	48.01
XOM	23.88	32.18	57.55	74.00	41.83
CVS	25.98	33.73	52.17	72.55	56.12
HON	22.13	30.79	40.46	72.10	47.40
WFC	26.57	36.44	59.94	72.06	40.48
WBA	28.58	35.77	35.71	69.17	32.86
T	21.12	28.32	33.66	66.76	54.81
CAT	28.87	36.35	38.27	65.64	53.10
ACN	22.58	29.21	48.78	65.56	36.73
UNP	26.81	34.00	38.48	65.11	46.78
DIS	23.95	32.96	44.17	64.79	36.54
LLY	24.47	29.38	46.01	64.69	43.41
ABT	23.80	30.20	43.16	64.48	43.21
F	27.96	36.76	47.03	64.47	34.77
MMM	22.38	31.27	34.20	63.27	57.11
MDT	21.75	27.00	37.29	62.75	40.35
JNJ	19.11	25.71	38.46	62.20	41.01
V	24.31	32.17	54.95	59.71	34.79
CSCO	25.41	33.68	51.14	59.58	35.94
ADBE	29.62	38.92	47.24	59.32	40.02
DHR	20.34	27.19	46.91	59.27	29.60
LOW	29.43	40.97	66.01	58.35	32.69
ALL	21.82	30.51	51.35	58.31	33.18
AAPL	27.63	36.31	56.52	58.17	37.87
CHTR	28.37	31.14	32.40	57.14	48.07
GILD	28.24	29.55	39.29	56.83	32.87
TMO	23.51	29.92	45.28	56.76	36.14
IBM	23.83	31.23	45.36	56.17	32.07
AMGN	25.85	29.27	44.76	54.69	37.26
INTC	30.49	41.37	47.80	54.08	32.87
GD	21.85	28.66	41.45	53.35	33.46
PEP	19.43	28.28	44.01	52.60	26.10
BKNG	29.00	34.71	45.09	52.59	33.29
PG	19.11	26.86	45.75	52.32	27.69
BIIB	39.14	48.93	48.29	52.07	41.33
MSFT	26.56	33.91	54.23	50.39	30.87
MRK	21.52	24.81	37.87	49.63	29.89
TGT	28.62	35.52	45.68	48.06	34.81
BRKB	19.82	26.75	49.90	47.77	28.09
GOOGL	25.48	31.41	51.25	47.55	30.69
SBUX	24.86	33.86	44.59	47.40	27.90
PFE	20.33	26.04	47.23	46.90	26.84
GOOG	25.58	31.46	52.95	46.09	30.10
QCOM	33.76	42.85	44.53	45.46	37.10
MDLZ	22.96	26.45	42.42	45.26	26.57
ABBV	29.96	33.17	37.84	44.82	33.84
MO	22.67	30.77	36.83	44.77	26.38
KO	17.92	24.83	38.48	44.32	22.94
FB	30.41	39.16	49.20	44.19	33.64
NFLX	42.05	43.34	46.86	43.40	42.85
UPS	22.26	30.67	42.53	42.88	27.64
PM	24.30	32.93	36.58	42.82	25.75
NKE	26.35	33.38	39.69	42.46	28.53
WMT	21.28	24.37	30.12	42.23	24.12
MCD	21.40	29.50	52.01	41.29	23.63
KHC	32.63	44.55	26.44	41.27	34.76
VZ	18.55	21.86	36.72	40.73	26.06
BK	26.03	34.22	46.91	40.55	27.21
CL	20.04	26.53	51.14	37.21	23.00
ORCL	25.02	32.54	48.25	36.86	25.83
AGN	29.75	31.02	27.38	36.36	33.28
AMZN	29.93	32.99	43.57	35.26	31.27
BMY	26.59	29.19	29.67	28.59	27.59

We update this report at the end of each week. Sign up to receive Update Notifications.

Disclaimer  Site map  Privacy policy 

Follow @ABG_Analytics