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

IHRMF - ISHARES MSCI JPN ORD
IHREF - iShares III Plc Accumulation Shares
IIREF - ISHARES MSCI WORLD ORD
ISMCF - ISHARES MSCI US UCITS ETF
IMSEF - ISHARES II PLC MSCI ETF
SSEHF - SSGA SPDR ETF EU S&P HLT
VGDTF - VANGUARD FNDS JPN ETF
SGACF - SSGA SPDR ETF EUR ACC ET
VFAWF - VANGUARD FNDS WRLD ETF
XTMWF - XTRACKERS MSCI WRLD EX
IVVPF - ISHARES VII PLC ETF IEON
VNGDF - VGRD FDS PLC S&P 500 ETF
IRRRF - ISHARES III PLC CORE ETF
SSEEF - SSGA SPDR ETFS EUR I PLC
IEMXF - ISHARES VI MSCI WLD ETF
ISVBF - ISHARES IV PLC CHINA ETF
ISBNF - ISHARES V PLC DEC 30 ETF
IDOWF - ISHARES VII PLC DJI ETF
IHPCF - ISHARES PLC RES NL
RYLPF - Koninklijke Philips N.V.
FJIKY - Fujikura Ltd Unsponsored ADR

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