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Market volatility and stock dispersion

Is the gap between individual stocks still wide when the index is calm?

Sectors and market breadth SEC-048 Scatter Sample

Sample data. Every number, symbol and holding on these pages is generated sample data dated 2026-10-16, used only to illustrate layout and method for educational and informational purposes. It is not market data, backtest output or a forecast, and the analytics described in the specifications are not running.

Download CSV Sample JSON Specification JSON Sample as of

0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD

Highest item: High volatility, low dispersion
42.34 %
Lowest item: High volatility, high dispersion
31.31 %
Average
35.98 %
Number of items
4 items

Market volatility and dispersion

Cross-sectional standard deviation of stock returns (%) (Scatter)

Distribution of stock returns

Rolling market volatility (%) (Bar)

Scale and sample

Cross-sectional standard deviation of stock returns (%) and Rolling market volatility (%) (Table)

Sample data rows

Rolling market volatility (%)Cross-sectional standard deviation of stock returns (%)Rolling market volatility (%)Data date (sample)
Low volatility, low dispersion 35.82 18.19 2026-10-16
Low volatility, high dispersion 34.44 28.24 2026-10-16
High volatility, low dispersion 42.34 23.84 2026-10-16
High volatility, high dispersion 31.31 33.6 2026-10-16