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

NWWCF - New China Life Insurance Co., Ltd. Class H
ZWZZT - NASDAQ TEST STOCK
AUQFF - AuQ Gold Mining Inc.
INVMF - INVESCO MARKETS S&P ETF A
ASMOF - Asmodee Group AB Class B
ACWEF - SSGA SPDR ETFS EURPE I
LIBRF - Libra Energy Materials Inc.
IMSEF - ISHARES II PLC MSCI ETF
VGRDF - VANGUARD FNDS PLC EU ETF
MDAA - Myriad Dynamic Asset Allocation ETF
GENSY - Genus plc Unsponsored ADR Repr 1 Sh
VFPAF - VANGUARD FNDS PLC JPN ETF
VGWEF - VANGUARD FDS ALL WLD ETF
IDOWF - ISHARES VII PLC DJI ETF
PHYMF - ISHARES PHYCL MTLS ETF 25
VGFPF - VANGUARD FNDS S&P ETF
IVVPF - ISHARES VII PLC ETF IEON
IHREF - ISHARES III PLC ACCU SHS
IRRRF - ISHARES III PLC CORE ETF

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