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

SWOBY - Swedish Orphan Biovitrum AB Unsponsored ADR
VGRDF - VANGUARD FNDS PLC EU ETF
XAIXF - XTRACKERS AI ETF 1C
INVMF - INVESCO MARKETS S&P ETF A
IMSEF - ISHARES II PLC MSCI ETF
TPX.A.CAT - MOLSON COORS CDA INC EXCH SHS CL A
TDHI.CAT - NINEPOINT PARTNERS LP TD HIGHSHARES ET
RID.U.CAT - RBC GLOBAL ASSET MGMT INC. QUANT EAFE DIVID
IDOWF - ISHARES VII PLC DJI ETF
QXM.CAT - CI MORNINGSTR NTL BK QUBEC IDX MORNINGSTAR NAT
ZUQ.U.CAT - BMO ASSET MANAGEMENT INC. MSCI USA HIGH QU
ZMID.F.CAT - BMO ASSET MANAGEMENT INC. S&P US MID CAP I
VGDFF - VANGUARD FUNDS PLC UST ET
COMU.CAT - LONGPOINT ASSET MGMT INC. SAVVYLNG 2X CIBC
IRRRF - ISHARES III PLC CORE ETF
CPTFF - XTRACKERS IE PLC ETF
IVVPF - ISHARES VII PLC ETF IEON
ZWB.U.CAT - BMO ASSET MANAGEMENT INC. COVERED CALL CAN
PHYMF - ISHARES PHYCL MTLS ETF 25
ISHOF - ISHARES III PLC SHS
ISGPF - ISHARES V PLC GOLD PROD

More...

trade ideas logo
Copyright 2025 Trade Ideas, LLC.
Privacy Statement  /  Disclosure Statement