As we saw in the previous part of this series, NRG Energy (NRG) has the highest implied volatility figure of all the utility companies. The stock has fallen 1.3% on a YTD (year-to-date) basis. In the last five days, it has fallen 5.2%.
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Below are the YTD returns of the utility stocks that we identified in the previous part as having high implied volatility.
Here are the five-day returns for these stocks.
As we saw in the previous part of this series, Southern Company (SO) has the lowest implied volatility figure of all the utility companies. Below are the YTD returns of Southern Company and the other utility stocks that we identified as having low implied volatility:
Now let’s look at the five-day returns of these stocks.
In the final part of this series, we’ll look at the utility stocks with the highest short interest-to-equity float ratios.