Monday, June 29, 2009

Volatile Tradeable ETFs

They are sorted by Average True Range % (the average true range divided by the price of the stock). I also display Volume Avg Dollar which is the average volume * price of the stock. Both these figures give MUCH better numbers when trying to compare liquidity and volatility of a stock. You can see from this list that FAS is the most liquid ETF out there. UNG also stands out as a liquid and volatile ETF that is only a 1x (no extra leverage). My favorite are: SRS, FAS, TZA, SKF, and trying UNG out recently (that thing does NOT want to go up despite all the hype over it).

Symbol

Description

Last

Volume Avg Dollar

ATR %

Vol (1 Day Ago)

EDC

Emerging Markets Bull 3x Shrs

80.99

47,361,014.14

8.98

569,686

ERX

Energy Bull 3x Shares

29.55

170,901,029.95

8.65

5,444,855

EDZ

Emerging Markets Bear 3x Shrs

14.27

17,549,511.06

8.48

1,737,031

ERY

Energy Bear 3x Shares

22.17

106,833,163.08

8.35

3,528,523

UYM

Ultra Bas Mat ProShrs

17.35

119,572,182.75

7.71

6,147,030

TZA

Small Cap Bear 3x Shares

22.76

404,160,521.40

7.69

11,789,298

SMN

UltraShort Bas Mat ProShares

19.15

69,466,037.60

7.67

3,593,418

FAS

Financial Bull 3x Shares

8.93

1,601,087,735.04

7.64

171,991,633

FAZ

Financial Bear 3x Shares

4.82

998,398,296.32

7.47

210,537,860

TNA

Small Cap Bull 3x Shares

27.94

474,063,349.28

7.46

12,149,142

DTO

PowerShs DB Crude Oil Dbl Shrt

73.5

63,823,149.84

7.46

779,579

SRS

UltraShort Real Estate ProShrs

20.44

618,596,303.60

7.08

27,480,677

MWN

Mid Cap Bear 3X Shares

60.1

4,040,304.75

6.87

128,379

JAG

Jaguar Mining Inc Ord Shs

7.95

1,784,088.60

6.69

102,419

PAR

3PAR Inc

11.6

10,469,696.00

6.5

645,854

FXP

ProShrs UltraShort FTSE/Xinhua

12.4

44,883,671.04

6.4

6,196,361

TMF

Direxion 30 Yr Treasry Bull 3X

41.48

3,545,171.16

6.38

135,150

SSG

UltraShort Semic ProShares

35.68

7,176,317.31

6.31

247,379

UCO

ProShares Ultra DJ-AIG Crude

13.2

54,602,676.35

6.22

3,793,078

SCO

ProShares UltraSh DJ-AIG Crude

17.25

39,255,165.84

6.18

1,969,261

TYP

Technology Bear 3x Shares

21.6

11,555,378.73

6.15

384,745

USD

Ultra Semiconductors ProShares

19.59

7,830,214.17

6.11

284,364

TYH

Technology Bull 3x Shares

89.5

28,509,955.10

6.1

280,905

CML

Compellent Technologies Inc

14.87

1,754,243.64

5.96

346,396

BGZ

Large Cap Bear 3x Shares

35.42

524,807,553.32

5.93

10,827,521

AGQ

ProShares Ultra Silver

43.4

5,135,327.70

5.85

262,301

BGU

Large Cap Bull 3x Shares

33.84

621,271,257.60

5.84

15,991,885

EEV

ProShs UltraS MSCI Emrgin Mkts

21.23

80,006,656.18

5.73

4,134,836

DIG

Ultra Oil And Gas ProShares

26.73

238,543,058.16

5.73

8,038,584

ZSL

ProShares UltraShort Silver

8.81

3,089,565.60

5.71

636,877

UNG

United States Natural Gas Fund

14.4

523,430,835.20

5.62

52,185,434

DUG

UltraShort Oil And Gas ProShrs

18.67

155,192,113.44

5.6

8,691,586

DYY

DB Commodity Double Long ETN

7.3

1,380,972.32

5.53

138,921

XME

SPDR S&P Metals & Mining

38.12

140,411,035.26

5.52

3,446,624

GAZ

IPATH AIG Ntrl Gas Rtn SB Idx

17.47

3,352,349.36

5.52

398,593

KOL

Market Vectors - Coal ETF

23.32

8,396,973.00

5.43

311,868

TAN

Claymore/MAC Glbl Solar Energy

9.57

8,447,400.72

5.28

710,873

SLX

Market Vectors Steel

42.66

9,189,049.32

5.25

196,661

TWM

ProShares Ultra Short Russel2k

42.8

208,854,007.04

5.11

4,142,468

UWM

ProShares Ultra Russell 2000

19.21

94,589,041.08

5.06

3,958,099

DXO

PowerShs DB Crude Oil Dbl Long

4.4

41,589,668.41

5.06

9,293,207

SKF

UltraShort Financials ProShare

42.75

1,549,096,086.64

5.06

38,934,746

FCG

First Trust ISE-Reserve NatGas

12.81

2,811,756.57

5

192,106

RSX

Market Vectors - Russia

20.9

47,209,486.56

4.84

3,271,825

SIJ

UltraShort Ind ProShares

43.1

5,360,476.30

4.83

100,696

NZ

Netezza Corporation

7.76

3,329,443.52

4.79

576,335

SEA

Claymore Delta Global Shipping

11.74

2,461,636.75

4.74

154,312

MZZ

UltraShort MidCap400 ProShrs

38.24

23,387,120.82

4.74

506,972

MVV

ProShares Ultra MidCap 400

26.65

10,235,700.72

4.69

227,563

VXX

iPath S&P 500 VIX Short-Term

70.87

49,261,318.82

4.6

464,597

EFU

UltraShort MSCI EAFE ProShrs

62.31

4,189,875.00

4.58

217,472

GDX

Market Vectors Gold Miners ETF

40.05

245,006,693.01

4.41

7,892,619

SCC

UltraShort Cons Svcs ProShares

63.23

12,274,998.75

4.39

188,442

HAO

Claymore/Alpha Shrs China SmCp

21.15

5,606,091.84

4.29

108,274

IEZ

iShs DJ US Oil Equipment & Srv

33.51

7,451,264.34

4.2

358,278

OIH

Oil Service HOLDRS

99.09

1,025,623,802.00

4.16

12,090,850

XES

SPDR S&P Oil & Gas Equipment

21.89

4,840,627.15

4.11

110,310

PBW

PwrShr WilderHill Clean Energy

10.21

3,571,540.20

4.11

417,889

BKF

iShares MSCI BRIC Index Fund

35.07

4,906,550.88

4.1

201,722

ROM

Ultra Technology ProShares

31.99

9,171,823.94

4.08

418,774

QID

UltraShort QQQ ProShares

32.24

914,973,478.08

4.02

19,691,947

~Results and data as of: 06/25/2009 at 09:16:07 pm