technical scannerSuper plan
Volatility Compression Stocks
Parkinson realized volatility estimates how much a stock actually moves using its daily high-low range, which makes it more sensitive than a close-to-close measure. This scan finds US-listed stocks whose reading sits more than one standard deviation below the market average — names that have gone quiet relative to everything else. Traders watch compression because volatility is cyclical: quiet periods tend to be followed by active ones. What compression does not tell you is which direction the next move takes.
What this scan looks for
- Daily SMA(fw_parkinson_volatility_z_mkt, 1) less than -1
32 stocks match today
Updated
| Ticker | Company | Sector | Market cap | Price | Change |
|---|---|---|---|---|---|
| BRK.A | Berkshire Hathaway Inc. | Finance, Insurance, And Real Estate | $1.1T | $772,158.77 | +0.01% |
| COST | Costco Wholesale Corp | Retail Trade | $401.2B | $906.88 | -1.31% |
| TM | Toyota Motor Corporation American Depositary Shares (Each representing ten Ordinary Shares) | Manufacturing | $234.7B | $195.63 | -0.98% |
| SNY | Sanofi American Depositary Shares (Each representing one-half of one ordinary share) | Manufacturing | $102.5B | $42.68 | -1.51% |
| NTES | NetEase, inc. | Services | $74.0B | $119.65 | +1.41% |
| RACE | Ferrari N.V. | Manufacturing | $72.7B | $407.66 | -0.27% |
| FER | Ferrovial N.V. Ordinary Shares | Construction | $40.5B | $54.40 | -0.31% |
| ROKU | Roku, Inc. Class A Common Stock | Transportation, Communications, Electric, Gas, And Sanitary Services | $23.0B | $156.95 | -0.32% |
| ESS | Essex Property Trust, Inc | Finance, Insurance, And Real Estate | $17.5B | $274.86 | -0.24% |
| IEX | IDEX Corporation | Manufacturing | $16.5B | $222.45 | +0.12% |
| LAMR | Lamar Advertising Co | Finance, Insurance, And Real Estate | $15.1B | $148.43 | -1.07% |
| PAG | Penske Automotive Group, Inc. | Retail Trade | $14.2B | $216.25 | -0.45% |
| ARCC | Ares Capital Corporation | Financial | $14.2B | $19.44 | -1.84% |
| REG | Regency Centers Corporation | Finance, Insurance, And Real Estate | $13.7B | $73.89 | -0.86% |
| PEN | Penumbra, Inc. | Manufacturing | $12.5B | $318.73 | -0.31% |
| TECH | Bio-Techne Corp. | Manufacturing | $11.3B | $72.28 | +0.01% |
| GSAT | Globalstar, Inc. Common Stock | Transportation, Communications, Electric, Gas, And Sanitary Services | $10.7B | $82.14 | +0.20% |
| AES | AES Corporation | Construction | $10.6B | $14.81 | +0.10% |
| SLAB | Silicon Laboratories Inc | Manufacturing | $7.4B | $219.44 | +0.09% |
| ACA | Arcosa, Inc. Common Stock | Construction | $7.1B | $145.14 | -0.01% |
| LNTH | Lantheus Holdings, Inc | Manufacturing | $6.5B | $100.70 | +0.38% |
| CZR | Caesars Entertainment, Inc. Common Stock | Retail Trade | $6.0B | $29.71 | +0.08% |
| TXNM | TXNM Energy, Inc. | Transportation, Communications, Electric, Gas, And Sanitary Services | $5.9B | $58.12 | +0.76% |
| MKTX | MarketAxess Holdings Inc. | Finance, Insurance, And Real Estate | $5.7B | $163.19 | +0.06% |
| ARX | Accelerant Holdings | Finance, Insurance, And Real Estate | $4.3B | $19.85 | +0.08% |
Showing the top 25 of 32 matches. See all matches on the Super plan.
Run this scan yourself
This scan uses fundamental and multi-factor filters available on the Super plan. Load it as a preset, adjust any filter, and run it against live market data.
View pricingRelated scans
- Oversold Stocks (Low RSI)A classic among swing traders. This preset uses a low RSI filter to identify stocks that are oversold and likely to rebound.
- Overbought Stocks (High RSI)A classic among swing traders. This preset uses a high RSI filter to identify stocks that are overbought and likely to correct.
- Golden Cross StocksStocks that recently had a bullish cross of their 50-day moving average over their 200-day moving average.
- Relative Strength LeadersStocks in a confirmed long-term uptrend (SMA 50 > SMA 200) with top-tier relative strength versus the market (RS >= 85). Mirrors what institutional money tends to accumulate — leaders, not laggards.
- Death Cross StocksStocks where the 50-day moving average has just crossed below the 200-day moving average — a classic bearish signal often marking the start of a sustained downtrend. The counterpart to the Golden Cross.
- Triple Momentum StocksStocks where RSI is above 55, MACD line is above the signal line, and SMA 20 is above SMA 50 — all three momentum signals aligned simultaneously. High-conviction multi-factor confirmation.