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Snapshot: Utility Stocks' Implied Volatility and Short Interest

PART:
1 2 3
Part 2
Snapshot: Utility Stocks' Implied Volatility and Short Interest PART 2 OF 3

Returns of Utility Stocks with High and Low Implied Volatility

Utility stocks with high implied volatility

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%.

Returns of Utility Stocks with High and Low Implied Volatility

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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.

  • AES (AES) – 37.4%
  • FirstEnergy (FE) – 5.7%
  • CenterPoint Energy (CNP) – 31.4%
  • Exelon (EXC) – 22.5%

Here are the five-day returns for these stocks.

  • AES – 0%
  • FirstEnergy at -3.7%
  • CenterPoint Energy at -0.7%
  • Exelon at -3%

Returns of utility stocks with low implied volatility

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:

  • Southern Company – 16.8%
  • Duke Energy (DUK) – 13.6%
  • Dominion Resources (D) – 12.1%
  • American Electric Power (AEP) – 12.1%
  • NextEra Energy (NEE) – 21.7%

Now let’s look at the five-day returns of these stocks.

  • Southern Company at -1%
  • Duke Energy – 1.6%
  • Dominion Resources at -1.7%
  • American Electric Power at -2%
  • NextEra Energy at -1.7%

In the final part of this series, we’ll look at the utility stocks with the highest short interest-to-equity float ratios.

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