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

To see similar trading opportunities in our real-time product, use the filters listed below.  Click on an icon for more information.

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

Stocks

ZWZZT - NASDAQ TEST STOCK
NWWCF - New China Life Insurance Co., Ltd. Class H
AUQFF - AuQ Gold Mining Inc.
INVMF - INVESCO MARKETS S&P ETF A
ASMOF - Asmodee Group AB Class B
ACWEF - SSGA SPDR ETFS EURPE I
GENSY - Genus plc Unsponsored ADR Repr 1 Sh
TLF.U.CAT - BROMPTON FUNDS LTD. TECH LEADERS USD
VFPAF - VANGUARD FNDS PLC JPN ETF
ISRNF - ISHARES S&P 500 CNSMR ETF
IMSEF - ISHARES II PLC MSCI ETF
CTC.CAT - CANADIAN TIRE CORPORATION LTD
IMSIF - ISHARES II ISHARES MSCI
VUS - Virtus US Dividend ETF
USCL - iShares Climate Conscious & Transition MSCI USA ETF
TUEX.CAT - TD ASSET MANAGEMENT INC. ACTIVE U.S. ENHA
VGWEF - VANGUARD FDS ALL WLD ETF
MDAA - Myriad Dynamic Asset Allocation ETF

More...

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