Stock Screener: Stocks - 20 Day Losers by Volatility

Description

This list shows which stocks have moved down the most over the last 20 trading days.  Because this list is organized by the size of the price change relative to the stock's volatility, it shows the most statistically unusual price decreases.  This list compares the 20 day moving average to the volatility over the last 10 days, so this list shows stocks which made a big move in the past, but aren't likely to move that far in the near future.

The formula for this list is (yesterday's close - 20 day SMA of the closing prices) / volatility.  The highest value is shown at the top of the list.

Filters

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Min Change from 20 Day SMA
Max Change from 20 Day SMA

Stocks

CHYCY - Chiyoda Corp. Unsponsored ADR
NWWCF - New China Life Insurance Co., Ltd. Class H
ZWZZT - NASDAQ TEST STOCK
SURYY - Sumitomo Realty & Development Co., Ltd. Unsponsored ADR
WJRYF - West Japan Railway Company
IISGF - ISHARES II PLC GLBAL INFR
OBYCF - Obayashi Corporation
NBRKF - NEW BREAK RESOURCES LTD
DTPKF - Directa Plus Plc
ISRZF - ISHARES II PLC ETF
BMBLF - Brambles Limited
IHSZF - ISHARES MSCI LTAM UCIT
OSGSY - Osaka Gas Co., Ltd. Unsponsored ADR
MHEYF - Maha Capital AB Class A
CHHQF - CHINA HONGQIAO GRP ORD
ISRHF - ISHARES V PLC S&P ENERGY
MTRRF - Mont Royal Resources Ltd.
UNIY - WisdomTree Voya Yield Enhanced USD Universal Bond Fund
ISSZF - ISHARES V PLC S&P UTL ETF
ISVBF - ISHARES IV PLC CHINA ETF
SNNRF - Sunrise Communications AG Class A
FLTLF - Flow Traders Ltd

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