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The Russell 2000's Highest Beta Stocks

Tyler Durden's picture


What goes up must come down. And what goes up 3x as fast as the market market, will, eventually go down by a comparable or higher rate of change. With the market having entered its topping formation, China on the verge of a fresh bear market, and liquidity around the world scarce courtesy of a few food-price based revolutions here and there which do more for cash printing resolve than anything else, the HFT algos are starting to be rather concerned just when Chaircreature Ben will announce the QE 2+ expansion (if ever). Below, following up on our new series of fundamentally driven ideas, we present a list of the 41 companies that have a (two year) beta of over 3.0x. Look for the companies to be the biggest casualties on the margin if indeed the Fed is starting to consider its "surging" food price inflation stimulating tentacles from the market.

And a more detailed table with some key fundamental financial data:

As a reminder, here is the list of the Russell 2000 stocks that have the greatest SI/Float ratio.

Source: CapIQ


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Fri, 01/21/2011 - 14:27 | Link to Comment Spalding_Smailes
Spalding_Smailes's picture

TZA Bitchez !!!

Fri, 01/21/2011 - 14:33 | Link to Comment Turd Ferguson
Turd Ferguson's picture

If you haven't read this yet, please do. Its very important imho:

Fri, 01/21/2011 - 14:39 | Link to Comment jus_lite_reading
jus_lite_reading's picture

TD- why didn't you post anything about Japan declaring their crisis is short of total collapse? Out today hot off the press!

Fri, 01/21/2011 - 14:49 | Link to Comment scatterbrains
scatterbrains's picture

link ?

Fri, 01/21/2011 - 14:42 | Link to Comment topcallingtroll
topcallingtroll's picture

Even the king of nrwsletter writers richard russell points out that everyone loses in a bear market, even pm holders.

Fri, 01/21/2011 - 15:27 | Link to Comment DUNTHAT
DUNTHAT's picture

Looks like it will be China that gives Bernake the justification for QE3.

Fri, 01/21/2011 - 15:43 | Link to Comment Spalding_Smailes
Spalding_Smailes's picture


Fri, 01/21/2011 - 16:02 | Link to Comment buzzsaw99
buzzsaw99's picture

Love the homebuilder names. lulz

Fri, 01/21/2011 - 16:05 | Link to Comment cramers_tears
cramers_tears's picture

TD.  Fundementals are for pussies!  You've got to start thinking like "The Bernank".  He doesn't care about food riots in India, the Maghreb, Africa, the Ogaden, Asia; Hoovervilles, dead birds fallin' out of the sky, 43-Mil on Foodstamps in US, Debt to top 20X GDP... Who Cares?! It's QE2+3+4 as he takes this DJIA Sucker all the way to 20K, Alice!

"Hard-bounce" isn't in The Bernank's vocabulary!  He thinks bounce is the little sheets his maid puts in his clothers dryer!  Liquidity problems?! Are you Friggin' Crazy? - The Bernank's on the CASE, man!


Fri, 01/21/2011 - 21:00 | Link to Comment gwar5
gwar5's picture


Do NOT follow this link or you will be banned from the site!