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

GEND - Spinnaker ETF Series Genter Capital Dividend Income ETF
ISRVF - ISHARES V PLC HFG ETF
SDZXF - SANDOZ GROUP AG
ISMCF - ISHARES MSCI US UCITS ETF
FOUR.CAT - HORIZONS IND 4.0 INDEX ETF UNIT CL A
IMSEF - ISHARES II PLC MSCI ETF
DXF.CAT - DYNAMIC ACTIVE GLOBAL FINANCI UNIT
ISVBF - ISHARES IV PLC CHINA ETF
IHHSF - ISHARES III MSCI PAC UCIT
IHREF - ISHARES III PLC ACCU SHS
KNGU.CAT - BROMPTON U S CASH FLOW KINGS E CAD UNITS
IHRMF - ISHARES MSCI JPN ORD
GIES.CAT - GUARDIAN INTERNATIONAL EQUITY ETF UNITS
MCDS - JPMorgan Fundamental Data Science Mid Core ETF
SGACF - SSGA SPDR ETF EUR ACC ET
NZUS - SPDR MSCI USA Climate Paris Aligned ETF
ZSML.U.CAT - BMO S&P US SMALL CAP INDEX ETF USD UNITS
PWQQF - INVESCO MKTS III PLC ETF
IRRRF - ISHARES III PLC CORE ETF
IDOWF - ISHARES VII PLC DJI ETF
ISQWF - ISHARES IV PVC MSCI ETF
PYF.B.CAT - PURPOSE PREMIUM YIELD FUND ETF NCURY HEDG
DXGE.CAT - DYNAMIC ACTIVE GLOBAL EQUITY UNITS
ISVYF - ISHARES VII PLC EMU ETF
IIVPF - ISHARES IV PLC AUTO ROBTC
QRET.CAT - MACKENZIE DEV MKTS RL EST INDX CAD UNIT
CPTFF - XTRACKERS IE PLC ETF
VGFPF - VANGUARD FNDS S&P ETF
CMOM.B.CAT - CI U S ENHNCD MOMENTUM IDX ETF UNHEDGED COM UN
LEAD.B.CAT - EVOLVE FUTURE LEADERSHIP FUND UNHEDGD ETF UNIT
VGDTF - VANGUARD FNDS JPN ETF
IVVPF - ISHARES VII PLC ETF IEON
BLKXF - ISHARES IV PLC MSC US ETF
VFAWF - VANGUARD FNDS WRLD ETF
CVLU.CAT - CI U S ENHANCED VALUE IDX ETF HEDGED COM UNITS
GIQU.CAT - GUARDIAN I3 US QLTY GROWTH FD HEDGED ETF UNITS
CETFF - CS ETF MSCI ISHARES UCIT
VFPAF - VANGUARD FNDS PLC JPN ETF
HLGE - Hartford Longevity Economy ETF
NDIV.CAT - NBI CANADIAN DIVIDEND INCM ETF TR UNIT
RUDC.U.CAT - RBC U.S. DIV COVERED CALL ETF USD UNITS
IRESF - ISHARES CORE FTSE 100 ETF
ISVTF - ISHARES IV PLC USA ETF
VFEAF - VANGUARD FUNDS EM MK ETF
IHCNF - ISHARES VII PLC MSCI CAN
ISHOF - ISHARES III PLC SHS
VMXXF - VALHALLA METALS INC
SSDRF - SSGA SPDR ETFS EUROPE I
IVBUF - ISHARES IV PLC BTECH
ISRWF - ISHARES II PLC ORD IRELAN
QQEQ.CAT - INVESCO NASDAQ 100 EQL WEGT IN UNIT CAD
IZIZF - ISHARES III PLC ACCUM
ICAE.CAT - INVESCO S&P/TSX CDN DIV ARISTO CAD UNITS
SEURF - SSGA SPDR ETFS EU 500
IMSXF - ISHARES V PLC MSCI ETF
SSEEF - SSGA SPDR ETFS EUR I PLC
ZXLE.CAT - BMO SPDR ENERGY SELECT SEC CAD UNITS
SNPV - Xtrackers S&P 500 Value Scored & Screened ETF
XCBU.CAT - ISHARES US IG CORP BD INDX ETF CAD UNIT
PZW.CAT - INVESCO RAFI GLOBAL SMALL MID UNIT CAD
QQJR.CAT - INVESCO NASDAQ NEXT GEN 100 IN CAD UNITS
DXBB.CAT - DYNAMIC ACTIVE BOND ETF UNIT
CEQT.CAT - CI EQUITY ASSET ALLOCATION ETF COMMON UNITS
QINF.CAT - MACKENZIE GBL INFRSTRCTURE IDX UNIT
UPMKF - UPM KYMMENE CORP
CARS.CAT - EVOLVE AUTOMOBILE INNOVATION I HEDGED UNIT
IEMXF - ISHARES VI MSCI WLD ETF
ISRHF - ISHARES V PLC S&P ENERGY
QRNNF - AURIZON HOLDINGS LTD
ZXLK.CAT - BMO SPDR TECHNOLOGY SELECT SEL CAD UNITS
BLOV.CAT - BROMPTON NRTH AMER LW VLTY DIV UNIT
ISRPF - ISHARES PLC RES NL ORD
DXET.CAT - DYNAMIC ACTIVE ENRGY EVLTN ETF UNIT
MTL.DB.CAT - MULLEN GROUP LTD 5.75 PCT DEBS
ETC.U.CAT - EVOLVE CRYPTOCURRENCIES ETF UNHGD UNITS USD
FEUS - FlexShares ESG & Climate US Large Cap Core Index Fund
USCL - iShares Climate Conscious & Transition MSCI USA ETF
ISRUF - ISHARES V PLC EX TRDED FD
ISVVF - ISHARES V PLC MSCI ACWI
DUKX - Ocean Park International ETF
CPLCF - ISHARES MSCI USA S/C UCIT
TEC.U.CAT - TD GLOBAL TECH LEADERS IDX ETF USD UNITS
ISRCF - ISHARES V PLC S&P INFO
XMTIF - ISHARES VII PLC ETF
LVOL - American Century Low Volatility ETF
DIVL - Madison ETFs Trust Madison Dividend Value ETF
HRIF.CAT - HARVEST DIVERSIFIED EQTY INCM UNIT CL A
IHPCF - ISHARES PLC RES NL
RUQP.CAT - RBC TARGET 2027 U S CORP BD ET CAD UNITS
TRATF - TRATON SE INH O N
CARK - The Advisors Inner Circle Fund II CastleArk Large Growth ETF
JBARF - JULIUS BAER GRUPPE NAMEN
IUQFF - ISHARES IV PLC EDG MS ETF
HGRW.CAT - GLOBAL X GROWTH ASSET ALLC ETF CLASS A UNITS
PPEM - Putnam ETF Trust Putnam PanAgora ESG Emerging Markets Equity ETF
HFN.CAT - HAMILTON CANADIAN FI UNIT CL E
ZHU.CAT - BMO EQUAL WEIGHT US HC IDX ETF CAD UNITS
DRFU.CAT - DESJARDINS RI USA MULTFCTR NET UNIT
SSEUF - SSGA SPDR ETF EU II RUSSL
DMEE.CAT - DESJARDINS EMERGING MARKETS E UNHEDGED UNITS
AUGP - PGIM S&P 500 Buffer 12 ETF - August
ISAPF - ISHARES PLC AC PTG ETF
BFIN.CAT - BROMPTON NORTH AMERN FINANCIAL CAD UNITS
IHSRF - ISHARES VI S&P 500 ETF
CGDV.CAT - CI GBL MIN DOWNSIDE VLTLTY IDX HEDGED COM UNIT
EGIF.CAT - EXEMPLAR GROWTH & INCOME FD SER ETF UNIT
NBGX - Neuberger Berman ETF Trust Neuberger Berman Growth ETF
VNGLF - VANGUARD FNDS PLC EUR ETF
ZPW.U.CAT - BMO US PUT WRITE ETF USD UNITS
IUMF.F.CAT - INVESCO RUSSELL 1000 DYNAMIC M CAD HEDGED UNIT
ISTE.CAT - INVESCO S&P 500 ESG TILT INDEX CAD UNIT
MGRO - VanEck Morningstar Wide Moat Growth ETF
ZEAT.CAT - BMO GLOBAL AGRICULTURE ETF CAD UNITS
ISVFF - ISHARES V PLC S&P 500
UNIY - WisdomTree Voya Yield Enhanced USD Universal Bond Fund
ZIN.CAT - BMO EQUAL WEIGHT INDUSTRIALS I CAD UNITS
NXF.U.CAT - CI ENERGY GIANTS CVRD CALL ETF COM UNIT HGD US
GIQU.B.CAT - GUARDIAN I3 US QLTY GROWTH FD UNHDGD ETF UNITS
RUSB.U.CAT - RBC SHORT TERM U S CORPORATE B UNIT
ZXLC.CAT - BMO SPDR COMMUNICATION SERVICE CAD UNITS
RICFY - RECORDATI INDUST U/ADR
PLDR - Putnam Sustainable Leaders ETF
DXBU.CAT - DYNAMIC ACTIVE US INVESTMENT UNITS
IMATF - ISHARES V ETF S&P MSTERLS
IFRF.CAT - IA CLARINGTON FLOATING RATE IN UNIT SER ETF
BRCTF - BIOARCTIC AB AK B
ERIXF - ERICSSON (LM) TEL B
PPIE - Putnam ETF Trust Putnam PanAgora ESG International Equity ETF
ISTE.F.CAT - INVESCO S&P 500 ESG TILT INDEX CAD HEDGED UNIT
VRGFF - VANGUARD FUNDS UST ETF
SWIN.CAT - HAMILTON CHAMPIONS ENHANCED U CAD HEDGED UNITS
EWQQF - INVESCO MARKETS III ETF
FDCE - Foundations Dynamic Core ETF
CDEI - Morgan Stanley ETF Trust Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF
PAYL.CAT - GLOBAL X LONG-TERM GOVERNMENT UNIT CL A
IMSCF - ISHARES VII PLC MSCI JPN
ULVM - VictoryShares US Value Momentum ETF
CBIN.CAT - CI BLNCD INCM AST ALLOCATION E COMMON UNITS
CCBD.CAT - CI U.S. AGGREGATE BOND COVERED HEDGED COM UNIT
MTRX.CAT - GLOBAL X ARTIFICIAL INTELLIGE UNIT CL A
FDWM - Fidelity Women's Leadership ETF
UIVM - VictoryShares International Value Momentum ETF
TMH - Toyota Motor Corporation ADRhedged
RYLPF - ROYAL PHILLIPS NV ORD
AIRL - Themes Airlines ETF
CCNS.CAT - CIBC CONSERVATIVE FXD INC POOL ETF SER UNIT
DPSTF - DEUTSCHE POST AG
XUDV - Franklin Templeton ETF Trust Franklin U.S. Dividend Multiplier Index ETF
MDCP - VictoryShares THB Mid Cap ETF
XDU.U.CAT - ISHARES CORE MSCI US QTY DIV I UNIT USD
ISCBF - ISHARES PLC GLBL ETF
QQEQ.F.CAT - INVESCO NASDAQ 100 EQL WEGT IN UNIT HEDGED CAD
SEPP - PGIM S&P 500 Buffer 12 ETF - September
HTA.B.CAT - HARVEST TECH ACHIEVERS GROWTH CL B UNHDGD UNIT
XDG.U.CAT - ISHARES CORE MSCI GLOBAL QUALI UNIT USD
GRCC.CAT - GLOBAL X GROWTH ASSET ALLL COV CLASS A UNITS
ONEO - SPDR Russell 1000 Momentum Focus ETF
GEME - Pacific North of South EM Equity Active ETF
RUBY.U.CAT - RBC US BKS YIELD INDEX ETF UNIT USD
NBET - Neuberger Berman Energy Transition & Infrastructure ETF
QXM.CAT - CI MORNINGSTR NTL BK QUBEC IDX UNIT COM
TQSM.U.CAT - TD Q US SMALL MID CAP EQUITY UNIT USD
IQSHF - ISHARES PLC CP BD INT ETF
BKIV - BNY Mellon Innovators ETF
HBIG.CAT - HARVEST BALANCED INCOME & GROW CL A UNITS
DVDN - ETF Opportunities Trust Kingsbarn Dividend Opportunity ETF
FCMI.CAT - FIDELITY CDN MNTLY HI INCM ETF UNIT SER L
UCBJF - UCB SA NPV
PZW.F.CAT - INVESCO RAFI GLOBAL SMALL MID HEDGED UNIT
MSADF - MS&AD INS GRP HLDGS ORD
BGU.U.CAT - BRISTOL GATE CCTRTD US EQT ETF USD TR UNIT
TXUG - Thornburg International Growth Fund ETF
ISMJF - ISHARES VII PLC MSCI PAC
ISUPF - ISHARES II FTSE US PR ETF
AFSC - abrdn Focused U.S. Small Cap Active ETF
TMDV - ProShares Russell US Dividend Growers ETF
CINV.CAT - CI GLOBAL ALPHA INNOVATION ETF ETF CAD SER UNI
CMGG.U.CAT - CI MUNRO GLOBAL GROWTH EQTY FD ETF US HEDGED S
NGPE.CAT - NBI GLOBAL PRIVATE EQUITY ETF UNIT
TXSS - Texas Capital Texas Small Cap Equity Index ETF
FEBB.F.CAT - FIRST TR VEST US EQT BUFF ETF HEDGED UNIT
IMIUY - IMI PLC UNSP/ADR
LLYH.U.CAT - HARVEST ELI LILLY HIGH INCOM UNIT CL U
FREKF - FREEE K K
SVNLF - SVENSKA HANDELSBANKEN NEW
JHAC - John Hancock Exchange-Traded Fund Trust John Hancock Fundamental All Cap Core ETF
ZXLP.CAT - BMO SPDR CONSUMER STAPLES SEL CAD UNITS
CBGR.CAT - CI BLNCD GRWTH AST ALLOCATION COMMON UNITS
MULC.B.CAT - MANULIFE MULTIFACTR US LRG CAP UNHEDGED UNIT
ESIX - SSGA Active Trust SPDR S&P SmallCap 600 ESG ETF
CHGX - Stance Sustainable Beta ETF
CVLU.B.CAT - CI U S ENHANCED VALUE IDX ETF UNHEDGED COM UNI
IQSM - NYLI Candriam U.S. Mid Cap Equity ETF
ZXLI.CAT - BMO SPDR INDUSTRIALS SELECT SE CAD UNITS
RPDH.CAT - RBC QUANT EURO DIVID LEADERS C UNIT
XML.CAT - ISHARES MSCI MULTIFCTR USA IDX UNIT
ZJPN.F.CAT - BMO JAPAN INDEX ETF HEDGED UNITS
AMUB - ETRACS Alerian MLP Index ETN Series B due July 18, 2042
ZIU.CAT - BMO S&P/TSX 60 INDEX ETF CAD UNITS
FTCE - First Trust Exchange-Traded Fund VI First Trust New Constructs Core Earnings Leaders ETF
DXEM.CAT - DYNAMIC ACTIVE EMRGNG MKTS ETF UNIT
BNC.CAT - PURPOSE CDN FINL INCOME FD ETF SHS
QQJG - Invesco ESG NASDAQ Next Gen 100 ETF
CVAR - Cultivar ETF
JAMGF - TUKTU RES LTD
VFUUF - VANGUARD FUNDS NO ETF
FDVL - Foundations Dynamic Value ETF
IQD.B.CAT - CI WISDOMTREE INTL QLTY DIV GW NON HEDGD UNIT
PEPS - Parametric Equity Plus ETF
GVUS - Goldman Sachs ETF Trust Goldman Sachs MarketBeta Russell 1000 Value Equity ETF
LRND - NYLI U.S. Large Cap R&D Leaders ETF
NUMI - NuShares ETF Trust Nuveen Municipal Income ETF
QUU.U.CAT - MACKENZIE US LRGE EQT INDX ETF UNIT USD
DCC.CAT - DESJARDINS 1-5 YR LADDERED CDN CAD UNHEDGED UN
PSCM - Invesco S&P SmallCap Materials ETF
ISHBF - ISHARES IV PLC ST ETF
HPF.U.CAT - HARVEST ENERGY LEADERS PLUS UNIT CL U
CBCX.CAT - CI GALAXY BLOCKCHAIN INDEX ETF COM UNITS
RUQR.CAT - RBC TARGET 2029 U S CORP BD ET CAD UNITS
PBNV - PGIM S&P 500 Buffer 20 ETF - November
OCTP - PGIM S&P 500 Buffer 12 ETF - October
HECO - SPDR Galaxy Hedged Digital Asset Ecosystem ETF
ISVIF - ISHARES VII PLC 7 10Y GVT
LCLG - Advisors Series Trust Logan Capital Broad Innovative Growth ETF
EQCC.CAT - GLOBAL X ALL EQUITY ASSET ALLO UNIT CL A
BBLB - JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF
SWDBF - SWEDBANK AB ORD
FMCX - FM Focus Equity ETF
UPGR - Xtrackers US Green Infrastructure Select Equity ETF
JARLF - JARDINE MATHESON HLDG ORD
FDGR - Foundations Dynamic Growth ETF
KDDIF - KDDI CORP
PJFM - PGIM Jennison Focused Mid-Cap ETF
FMCE - Northern Lights Fund Trust IV FM Compounders Equity ETF
TCLV.CAT - TD Q CDN LOW VOLATILITY ETF UNIT
JDCMF - JD.COM INC
LQAI - Exchange Listed Funds Trust LG QRAFT AI-Powered U.S. Large Cap Core ETF

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