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

LBLCF - Loblaw Companies Limited
CUPIF - Cupani Metals Corp.
ISSZF - ISHARES V PLC S&P UTL ETF
MTRAF - Metro Inc.
EMLAF - Empire Co Ltd Class A
PRXRF - USD ETF NON CCY HEDG UTS
CHRRF - Chorus Aviation Inc.
FREKF - freee K.K.
FQVTY - Fevertree Drinks PLC Unsponsored ADR
SKHCF - Sonic Healthcare Limited
TRRVF - TerraVest Industries, Inc.
MDALF - MDA Space Ltd
DTGHF - Daimler Truck Holding AG
BTRN - Global X Funds Global X Bitcoin Trend Strategy ETF
DVDCF - Davide Campari-Milano N.V.
ISVYF - ISHARES VII PLC EMU ETF
NEXNY - Nexans SA Unsponsored ADR Repr 1/2 Sh
SHMXY - Shimadzu Corporation Unsponsored ADR
TGOPF - 3i Group plc
AONNY - AEON Co., Ltd. Unsponsored ADR
CODGF - Compagnie de Saint-Gobain SA
ZNZNF - Zinzino AB Class B

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