{"slug":"most-volatile-us-stocks-in-euros","qid":"top_vola","label":"top_vola","post_title":"most-volatile-us-stocks-in-euros","post_url":"/blog/lang/de/most-volatile-us-stocks-in-euros#q-top_vola","columns":["ticker","vol_30d_pct","vol_252d_pct"],"rows":[{"ticker":"APH","vol_30d_pct":210,"vol_252d_pct":85},{"ticker":"CRDO","vol_30d_pct":99,"vol_252d_pct":96},{"ticker":"MSTR","vol_30d_pct":94,"vol_252d_pct":80},{"ticker":"CRCL","vol_30d_pct":90,"vol_252d_pct":95},{"ticker":"EIX","vol_30d_pct":87,"vol_252d_pct":39},{"ticker":"BE","vol_30d_pct":82,"vol_252d_pct":112},{"ticker":"CRWD","vol_30d_pct":82,"vol_252d_pct":54},{"ticker":"COHR","vol_30d_pct":81,"vol_252d_pct":87},{"ticker":"COIN","vol_30d_pct":78,"vol_252d_pct":72},{"ticker":"PCG","vol_30d_pct":78,"vol_252d_pct":36},{"ticker":"MRNA","vol_30d_pct":75,"vol_252d_pct":128},{"ticker":"DELL","vol_30d_pct":74,"vol_252d_pct":72}],"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, -30))  * sqrt(252) * 100)) AS vol_30d_pct,\n    toUInt32(round(arrayReduce('stddevSamp', arraySlice(r, -252)) * sqrt(252) * 100)) AS vol_252d_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_30d_pct DESC, ticker\nLIMIT 12","computed_at":"2026-10-09T15:48:43.042833+00:00","elapsed":0.581551138}