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

XAIXF - XTRACKERS AI ETF 1C
IPHSF - INVESCO PHYSICAL MKTS GLD
ACGO - Hartford Funds Exchange-Traded Trust
NYSX.CAT - GLOBAL X INVESTMENTS CANADA IN NYSE 100 INDEX
CMOM.B.CAT - CI INVESTMENTS INC U.S. EN MOM ETF
PWQQF - INVESCO MKTS III PLC ETF
TUED.U.CAT - TD ASSET MANAGEMENT INC. ACT US EN DI ETF
SPXP - Direxion U.S. 500 Plus ETF
INVMF - INVESCO MARKETS S&P ETF A
CETFF - CS ETF MSCI ISHARES UCIT
XDEVF - XTRACKERS IE WD VL ETF 1C
FHQ.CAT - FT PORTFOLIOS CANADA CO ALPH U TECH UNIT
QQEQ.CAT - INVESCO CANADA LTD CI NASDAQ 100 EQ
IHRMF - ISHARES MSCI JPN ORD
CAPQ.CAT - CAPITAL GROUP GLOBAL EQUITY GLOBAL DEVELOPED
VGDTF - VANGUARD FNDS JPN ETF
IHREF - ISHARES III PLC ACCU SHS
VGFPF - VANGUARD FNDS S&P ETF

More...

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