{"slug":"most-volatile-us-stocks-in-euros","qid":"low_vola","label":"low_vola","post_title":"most-volatile-us-stocks-in-euros","post_url":"/blog/lang/de/most-volatile-us-stocks-in-euros#q-low_vola","columns":["ticker","vol_252d_pct","vol_30d_pct"],"rows":[{"ticker":"CNP","vol_252d_pct":17,"vol_30d_pct":16},{"ticker":"O","vol_252d_pct":17,"vol_30d_pct":15},{"ticker":"SO","vol_252d_pct":17,"vol_30d_pct":13},{"ticker":"ENB","vol_252d_pct":18,"vol_30d_pct":16},{"ticker":"ET","vol_252d_pct":18,"vol_30d_pct":15},{"ticker":"PPL","vol_252d_pct":18,"vol_30d_pct":16},{"ticker":"EXC","vol_252d_pct":19,"vol_30d_pct":16},{"ticker":"JNJ","vol_252d_pct":19,"vol_30d_pct":17},{"ticker":"KO","vol_252d_pct":19,"vol_30d_pct":14},{"ticker":"MCD","vol_252d_pct":19,"vol_30d_pct":22}],"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),\nseries AS (\n    SELECT\n        ticker,\n        arrayMap(t -> t.2, arraySort(t -> t.1, groupArray((date, toFloat64(close))))) AS px\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN (SELECT ticker FROM universe)\n      AND date >= today() - 420\n      AND date <  today()\n      AND close > 0\n    GROUP BY ticker\n)\nSELECT\n    ticker,\n    toUInt32(round(arrayReduce('stddevSamp', arraySlice(r, -252)) * sqrt(252) * 100)) AS vol_252d_pct,\n    toUInt32(round(arrayReduce('stddevSamp', arraySlice(r, -30))  * sqrt(252) * 100)) AS vol_30d_pct\nFROM\n(\n    SELECT\n        ticker,\n        arrayMap((x, y) -> log(x / y),\n                 arraySlice(px, 2),\n                 arraySlice(px, 1, length(px) - 1)) AS r\n    FROM series\n)\nWHERE length(r) >= 252\nORDER BY vol_252d_pct ASC, ticker\nLIMIT 10","computed_at":"2026-10-09T15:48:44.657226+00:00","elapsed":0.607082651}