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

ISRIF - ISHARES IV PLC PTG ETF US
GROO - Groovy Company, Inc.
QLB.CAT - MACKENZIE FINL CORP CANADIAN GOVERNM
CIMDF - CIMB Group Holdings Bhd
KENYF - MAKENITA RES INC
DXBB.CAT - 1832 ASSET MANAGEMENT LP DYNAMIC ACTIVE B
AAV.DB.CAT - ADVANTAGE ENERGY LTD 5.00 PCT DEBS
IHREF - iShares III Plc Accumulation Shares
IHRMF - ISHARES MSCI JPN ORD
FGOV.CAT - FRANKLIN TEMPLETON INVE CORP CANADIAN GOVERNM
LITSD - LITHOS GROUP LTD NEW
FHI.B.CAT - CI GLOBAL ASSET MGMT INC. HEALTH CARE GIAN
UNC.CAT - UNITED CORP LTD
KONMY - KONAMI Group Corporation Unsponsored ADR
ERIXF - Telefonaktiebolaget LM Ericsson Class B
XFLB.CAT - BLACKROCK ASSET MGMT CDA LTD ISHARES CORE CAN
IFCZF - Intact Financial Corporation
SWDBF - Swedbank AB Class A
CBIL.U.CAT - GLOBAL X 0 TO 3 MONTH T BILL ETF USD
CGMU.CAT - LONGPOINT ETF CORP MEGALONG 3X GOLD
QQD.U.CAT - BETAPRO NASDAQ 100 2X DAILY BEAR ETF USD
VGDTF - VANGUARD FNDS JPN ETF
ASMH - Precidian ETFs Trust ASML Holding NV ADRhedged
RGQT.CAT - RBC GLOBAL ASSET MGMT INC. TARGET 2031 CANA
ZXCQ.CAT - BMO ASSET MANAGEMENT INC. TARGET 2029 CANA

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