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Returns of Utility Stocks with High and Low Implied Volatility

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Jul. 28 2016, Published 8:53 a.m. ET

Returns of 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 risen 18.8% on a YTD (year-to-date) basis. In the last five days, it has fallen 4.70%.

Below are the YTD returns of the utility stocks that we identified in the previous part as having high implied volatility:

  • AES (AES) at -1.51%%
  • CenterPoint Energy (CNP) at -0.9%%
  • FirstEnergy (FE) at -2.17%
  • Exelon Corporation (EXC) at 0.94%

Here are the five-day returns for these stocks:

  • AES – 29.28%
  • CenterPoint Energy – 30.17%
  • FirstEnergy – 10.94%
  • Exelon Corporation – 31.76%
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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 (SO) – 14.4%
  • NextEra Energy (NEE) – 22.4%
  • Duke Energy (DUK) – 18.8%
  • DTE Energy (DTE) – 21.3%
  • Xcel Energy (XEL) – 21.1%

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

  • Southern Company – 0.39%
  • NextEra Energy at -0.03%
  • Duke Energy at -0.11%
  • DTE Energy at -0.31%
  • Xcel Energy at -0.25%

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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