Stock Screener: Stocks - 20 Day Winners by Volatility

Description

This list shows which stocks have moved up 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 increases.  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

IMSEF - ISHARES II PLC MSCI ETF
ISSHF - ISHARES II T BD 7-10 ETF
MEDX.CAT - GLOBAL X INVESTMENTS CANADA IN EQUA WE HEAL ET
VGRDF - VANGUARD FNDS PLC EU ETF
DXZ.CAT - 1832 ASSET MANAGEMENT LP DYNMC ACT MID CP
REIT.CAT - GLOBAL X INVESTMENTS CANADA IN EQUA WE REIT ET
IISGF - ISHARES II PLC GLBAL INFR
MART.CAT - GLOBAL X INVESTMENTS CANADA IN EQU CDN STA ETF
GEEQ - Guggenheim Enhanced Equity Income ETF
HUM.CAT - HAMILTON US MID SMALL CAP FIN UNIT CL E
NSTL.CAT - NESTLE S A CIBC CDR REG S
SSEEF - SSGA SPDR ETFS EUR I PLC
ULV.F.CAT - INVESCO CANADA LTD CI INVESCO S&P
NDBKF - Nedbank Group
AMHE.U.CAT - HARVEST PORTFOLIOS GROUP INC. AMAZON ENHANCED
STYL - Corgi ETF Trust I
VGDFF - VANGUARD FUNDS PLC UST ET
IMATF - ISHARES V ETF S&P MSTERLS
VRGFF - VANGUARD FUNDS UST ETF
DXF.CAT - 1832 ASSET MANAGEMENT LP DYNMC ISHRES SVC
QINF.CAT - MACKENZIE FINL CORP GLOB INFR IN ETF

More...

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