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

CALL.U.CAT - EVOLVE U S BKS ENHANCED YILED USD UNHEDGED
BCHMY - BACHEM HLDG AG U/ADR
ZGRN.CAT - BMO MSCI ACWI PAR ALIG CLI EQU UNIT CAD
ETHR.U.CAT - EVOLVE ETHER ETF USD UNHEDGD UNIT
ISRCF - ISHARES V PLC S&P INFO
MINBY - MINEBEA MITSUMI INC U/ADR
FOUR.CAT - HORIZONS IND 4.0 INDEX ETF UNIT CL A
CPLCF - ISHARES MSCI USA S/C UCIT
HRED.CAT - BETAPRO EQL WGT CDN REIT -2X D ETF
IRRRF - ISHARES III PLC CORE ETF
OCTA - Octane All-Cap Value Energy ETF
ISRHF - ISHARES V PLC S&P ENERGY
ZSML.F.CAT - BMO S&P US SMALL CAP INDEX ETF UNIT HEDGED
HBKD.CAT - BETAPRO EQL WGT CDN BK -2X DLY ETF SHARES
UBSFF - UBISOFT ENTMT INC
WEEI - Westwood Salient Enhanced Energy Income ETF
AGXXF - AGILYX ASA
NXF.B.CAT - CI ENERGY GIANTS CVRD CALL ETF COM UNT UNHEDGE
IZIZF - ISHARES III PLC ACCUM
RYSE - Vest 10 Year Interest Rate Hedge ETF
UPMKF - UPM KYMMENE CORP
IFIN - InFinT Acquisition Corporation Class A Ordinary Shares

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