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

NIOIF - NIO INC CL A
KTRIF - KOOTENAY RES INC
ISSHF - ISHARES II T BD 7-10 ETF
IHREF - ISHARES III PLC ACCU SHS
TYNPF - NIPPON SANSO HLDGS CORP
MPC.C.CAT - MADISON PAC PPTYS INC CL C NON VTG
VFPAF - VANGUARD FNDS PLC JPN ETF
KNEVF - KINNEVIK AB AK B
EBNK.U.CAT - EVOLVE EURO BKS ENHNCD YLD ETF USD UNHGD UNITS
LIFE.U.CAT - EVOLVE GLOBAL HEALTHCARE ENHAN USD UNHEDGED
XETM.CAT - ISHARES S&P/TSX ENERGY TRANSI CAD UNIT
RXD.U.CAT - RBC QUANT EMERGING MKTS DIVID UNIT USD
BASE.B.CAT - EVOLVE GLOBAL MATLS MNG ENHANC UNHEDGED UNIT
BCHMY - BACHEM HLDG AG U/ADR
FIAC - Focus Impact Acquisition Corp.
INPOY - INPOST S A UNSP/ADR
KLRGF - KELLER GROUP PLC ORD
STLJF - STELLA JONES INC
CGJTF - CARGOJET INC VARIABLE VTG
SWZCF - SWISSCOM AG ITTIGEN R/SHS

More...

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