{"slug":"most-volatile-us-stocks-in-euros","qid":"eur_delta","label":"eur_delta","post_title":"most-volatile-us-stocks-in-euros","post_url":"/blog/lang/de/most-volatile-us-stocks-in-euros#q-eur_delta","columns":["ticker","vol_usd_pct","vol_eur_pct","delta_bp"],"rows":[{"ticker":"SNDK","vol_usd_pct":113,"vol_eur_pct":113,"delta_bp":-21},{"ticker":"BE","vol_usd_pct":112,"vol_eur_pct":112,"delta_bp":-28},{"ticker":"CRDO","vol_usd_pct":96,"vol_eur_pct":96,"delta_bp":-28},{"ticker":"COHR","vol_usd_pct":87,"vol_eur_pct":86,"delta_bp":-46},{"ticker":"MU","vol_usd_pct":80,"vol_eur_pct":80,"delta_bp":-47},{"ticker":"CRWV","vol_usd_pct":93,"vol_eur_pct":93,"delta_bp":-57},{"ticker":"SMCI","vol_usd_pct":95,"vol_eur_pct":94,"delta_bp":-60},{"ticker":"WDC","vol_usd_pct":80,"vol_eur_pct":80,"delta_bp":-64},{"ticker":"CRCL","vol_usd_pct":95,"vol_eur_pct":94,"delta_bp":-66},{"ticker":"APH","vol_usd_pct":85,"vol_eur_pct":84,"delta_bp":-72},{"ticker":"MRNA","vol_usd_pct":128,"vol_eur_pct":127,"delta_bp":-98},{"ticker":"RKLB","vol_usd_pct":91,"vol_eur_pct":90,"delta_bp":-100}],"shape":"ranking","sql":"WITH\nuniverse AS (\n    SELECT ticker\n    FROM global_markets.stocks_ratios\n    WHERE date >= today() - 150\n      AND ticker NOT IN ('SPCX')\n    GROUP BY ticker\n    HAVING argMax(market_cap, date) > 20000000000\n       AND argMax(average_volume, date) > 5000000\n       AND argMax(price, date) > 10\n),\nfx AS (\n    SELECT\n        date,\n        toFloat64(close) AS eur_usd\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker = 'FXE'\n      AND date >= today() - 420\n      AND date <  today()\n      AND close > 0\n),\njoined AS (\n    SELECT\n        a.ticker                                                                AS ticker,\n        arraySort(t -> t.1, groupArray((a.date, toFloat64(a.close), f.eur_usd))) AS series\n    FROM global_markets.stocks_daily_aggs AS a\n    INNER JOIN fx AS f ON f.date = a.date\n    WHERE a.ticker IN (SELECT ticker FROM universe)\n      AND a.date >= today() - 420\n      AND a.date <  today()\n      AND a.close > 0\n    GROUP BY a.ticker\n),\nvols AS (\n    SELECT\n        ticker,\n        arrayReduce('stddevSamp', arraySlice(r_usd, -252)) * sqrt(252) * 100 AS v_usd,\n        arrayReduce('stddevSamp',\n                    arrayMap((x, y) -> x - y,\n                             arraySlice(r_usd, -252),\n                             arraySlice(r_fx,  -252))) * sqrt(252) * 100     AS v_eur\n    FROM\n    (\n        SELECT\n            ticker,\n            arrayMap((x, y) -> log(x / y),\n                     arraySlice(arrayMap(t -> t.2, series), 2),\n                     arraySlice(arrayMap(t -> t.2, series), 1, length(series) - 1)) AS r_usd,\n            arrayMap((x, y) -> log(x / y),\n                     arraySlice(arrayMap(t -> t.3, series), 2),\n                     arraySlice(arrayMap(t -> t.3, series), 1, length(series) - 1)) AS r_fx\n        FROM joined\n    )\n    WHERE length(r_usd) >= 252\n)\nSELECT *\nFROM\n(\n    SELECT\n        ticker,\n        toUInt32(round(v_usd))                AS vol_usd_pct,\n        toUInt32(round(v_eur))                AS vol_eur_pct,\n        toInt32(round((v_eur - v_usd) * 100)) AS delta_bp\n    FROM vols\n    ORDER BY v_usd DESC\n    LIMIT 12\n)\nORDER BY delta_bp DESC","computed_at":"2026-10-09T15:48:43.792876+00:00","elapsed":0.651493701}