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.

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Min Change from 20 Day SMA
Max Change from 20 Day SMA

Stocks

ZWZZT - NASDAQ TEST STOCK
NWWCF - New China Life Insurance Co., Ltd. Class H
ASMOF - Asmodee Group AB Class B
IMSEF - ISHARES II PLC MSCI ETF
VGRDF - VANGUARD FNDS PLC EU ETF
SBUL.CAT - NINEPOINT PARTNERS LP SILVER BULLION F
IHREF - ISHARES III PLC ACCU SHS
IDOWF - ISHARES VII PLC DJI ETF
GBUL.CAT - NINEPOINT PARTNERS LP GOLD BULLION FD
MDAA - Myriad Dynamic Asset Allocation ETF
IVVPF - ISHARES VII PLC ETF IEON
IRRRF - ISHARES III PLC CORE ETF
USSL.CAT - GLOBAL X INVESTMENTS CANADA IN ENHANCED S&P 50
VGWEF - VANGUARD FDS ALL WLD ETF
PHYMF - ISHARES PHYCL MTLS ETF 25
GENSY - Genus plc Unsponsored ADR Repr 1 Sh
ISGPF - ISHARES V PLC GOLD PROD
ZUQ.U.CAT - BMO ASSET MANAGEMENT INC. MSCI USA HIGH QU
ESGC.CAT - INVESCO S&P/TSX COMPST ESG IDX UNIT CAD
GRGDF - Groupe Dynamite Inc.
REMC - Columbia Research Enhanced Mid Cap ETF
QQEQ.F.CAT - INVESCO CANADA LTD NASDAQ 100 EQUAL
VGFPF - VANGUARD FNDS S&P ETF
VGDTF - VANGUARD FNDS JPN ETF
PWQQF - INVESCO MKTS III PLC ETF
RPDH.CAT - RBC QUANT EURO DIVID LEADERS C UNIT
LIBRF - Libra Energy Materials Inc.
ZGRN.CAT - BMO ASSET MANAGEMENT INC. MSCI ACWI PARIS
BLKXF - ISHARES IV PLC MSC US ETF
VFDEF - VANGUARD FDS FTSE DEV EUR
IMSXF - ISHARES V PLC MSCI ETF
MULC.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR U.S.
TLF.U.CAT - BROMPTON FUNDS LTD. TECH LEADERS USD
VFPAF - VANGUARD FNDS PLC JPN ETF
VFAWF - VANGUARD FNDS WRLD ETF
IMATF - ISHARES V ETF S&P MSTERLS
SSEEF - SSGA SPDR ETFS EUR I PLC
VFEAF - VANGUARD FUNDS EM MK ETF
PAFRY - Pan African Resources PLC Sponsored ADR
ZXLP.F.CAT - BMO ASSET MANAGEMENT INC. SPDR CONSUMER ST
WILWY - Wallenius Wilhelmsen ASA Unsponsored ADR
TAOFF - Iperionx Ltd.
FAUS.CAT - FIDELITY INVESTMENT CDA ULC ADVANCED U.S. EQ
BCYIF - ISHARES CORE FTSE UCIT
JBARF - Julius Baer Gruppe AG
RYHE.CAT - HARVEST PORTFOLIOS GROUP INC. ENHANCED HIGH IN
USFE - First Eagle US Equity ETF
INFR.CAT - NINEPOINT PARTNERS LP GLOBAL INFRASTRU
XMTIF - ISHARES VII PLC ETF
ZXLV.F.CAT - BMO ASSET MANAGEMENT INC. SPDR HEALTH CARE
JNJY.CAT - HARVEST PORTFOLIOS GROUP INC. JNJ ENHCD HIGH
IHCNF - ISHARES VII PLC MSCI CAN
IHSRF - ISHARES VI S&P 500 ETF
ZMID.F.CAT - BMO ASSET MANAGEMENT INC. S&P US MID CAP I
IHPCF - ISHARES PLC RES NL
WJRYF - West Japan Railway Company
TLTX.F.CAT - GLOBAL X INVESTMENTS CANADA IN 20 PLUS YR U S
IZIZF - ISHARES III PLC ACCUM
USCC.U.CAT - GLOBAL X SP 500 COVERED CALL ETF USD
CBUMF - China National Building Material Co. Ltd. Class H
CSTK - Invesco Comstock Contrarian Equity ETF
CPTFF - XTRACKERS IE PLC ETF
ISEJF - ISHARES III PLC ETF
AUGB.F.CAT - FT PORTFOLIOS CANADA CO VEST U S EQ AUG
FGRW.CAT - FORSTRONG GLOBAL ASSET MGMT GLOBAL GRWTH ETF
ISVYF - ISHARES VII PLC EMU ETF
HXF.CAT - GLOBAL X INVESTMENTS CANADA IN S&P/TSX CAPPED
VNGDF - VGRD FDS PLC S&P 500 ETF
TUEX.CAT - TD ASSET MANAGEMENT INC. ACTIVE U.S. ENHA
SHBBF - Syensqo SA/NV
MTRA - Invesco International Growth Focus ETF
BGU.U.CAT - BRISTOL GATE CAPITAL PARTNERS GATE CONCT USD
TSPCF - CLEANAWAY WASTE MGMT LTD
ISHOF - ISHARES III PLC SHS
ENHU - iShares Enhanced Large Cap Core Active ETF
DRFU.CAT - DESJARDINS INVESTMENTS INC. RI USA MULTIFACT
IUQFF - ISHARES IV PLC EDG MS ETF
ISRVF - ISHARES V PLC HFG ETF
GPAEF - Grupo Aeroportuario del Pacifico SAB de CV Class B
ZXLB.F.CAT - BMO ASSET MANAGEMENT INC. SPDR MATERIALS S
VNGLF - VANGUARD FNDS PLC EUR ETF
IRESF - ISHARES CORE FTSE 100 ETF
CGRW.CAT - CANADIAN IMPERIAL BK COMM N Y CIBC BALANCED GR
CTIF - Castellan Targeted Income ETF
DTPKF - Directa Plus Plc
HULC.U.CAT - GLOBAL X US LRG CAP IND CORP CL ETF USD
VUS - Virtus US Dividend ETF
TLTX.CAT - GLOBAL X INVESTMENTS CANADA IN 20 PLUS YR U S
TBFG - The Brinsmere Fund Growth ETF
ZIC.U.CAT - BMO ASSET MANAGEMENT INC. MID-TERM US IG C
FBT.CAT - FT PORTFOLIOS CANADA CO NYSE ARCA BIOTEC
ISRUF - ISHARES V PLC EX TRDED FD
ZLU.U.CAT - BMO ASSET MANAGEMENT INC. LOW VOLATILITY U
ASLV - Allspring Special Large Value ETF
XTMWF - XTRACKERS MSCI WRLD EX
SSDRF - SSGA SPDR ETFS EUROPE I
UNP.CAT - UNION PAC CORP CDR CAD HEDGED R
ISBNF - ISHARES V PLC DEC 30 ETF
PZW.CAT - INVESCO CANADA LTD RAFI GLOBAL SMAL
ISSZF - ISHARES V PLC S&P UTL ETF
TDHE.CAT - HARVEST PORTFOLIOS GROUP INC. ENHANCED HIGH IN
ISVFF - ISHARES V PLC S&P 500
RPD.U.CAT - RBC GLOBAL ASSET MGMT INC. QUANT EUROPEAN D
USCL - iShares Climate Conscious & Transition MSCI USA ETF
ISMCF - ISHARES MSCI US UCITS ETF
ISAPF - ISHARES PLC AC PTG ETF
VGPBF - VGP NV
PYF.B.CAT - PURPOSE INVESTMENTS INC PREM YIELD FD ET
PPIE - Putnam PanAgora ESG International Equity ETF
SSEUF - SSGA SPDR ETF EU II RUSSL
DXCB.CAT - 1832 ASSET MANAGEMENT LP DYNMC ACT CORP
QCE.CAT - MACKENZIE FINL CORP CANADIAN LARGE C
ISCBF - ISHARES PLC GLBL ETF
BFFBF - BFF Bank SpA
ISRCF - ISHARES V PLC S&P INFO
NZUS - State Street SPDR MSCI USA Climate Paris Aligned ETF
BNC.CAT - PURPOSE INVESTMENTS INC CDN FINL INCOME
QXM.CAT - CI MORNINGSTR NTL BK QUBEC IDX MORNINGSTAR NAT
FCQH.CAT - FIDELITY INVESTMENT CDA ULC U.S. HIGH QUALIT
TMNS - T. Rowe Price Short Municipal Income ETF
CPLCF - ISHARES MSCI USA S/C UCIT
HUM.CAT - HAMILTON US MID SMALL CAP FIN UNIT CL E
CGXF.U.CAT - CI GOLD PLUS GIANTS CVRD CALL COM UNIT HGD USD
FEUS - FlexShares ESG & Climate US Large Cap Core Index Fund
LRND - NYLI U.S. Large Cap R&D Leaders ETF
ATLPF - Atlas Copco AB Class A
QQEQ.CAT - INVESCO CANADA LTD NASDAQ 100 EQUAL
ISVBF - ISHARES IV PLC CHINA ETF
SEURF - SSGA SPDR ETFS EU 500
MNXT.CAT - MACKENZIE FINL CORP BLUEWATER NEXT G
IVVVF - ISHARES IV PLC SH ETF USD
BDGIF - Badger Infrastructure Solutions Ltd
JIDE.CAT - JPMORGAN ASSET MANAGEMENT (CAN INTL DEV EQTY
SNLRF - Sanlorenzo S.p.A.
RUQR.CAT - RBC GLOBAL ASSET MGMT INC. TARGET 2029 U.S.
XAW.U.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES CORE MSC
XOEX - Xtrackers S&P 100 Ex Top 20 ETF
ISHFF - ISHARES IV PLC ETF USD
INGS.CAT - ING GROEP N.V. CDR CIBC REG S
PEBC - Peoples Bancorp, Inc.
ULV.U.CAT - INVESCO CANADA LTD S&P 500 LOW VOLA
ISVVF - ISHARES V PLC MSCI ACWI
SMAX.U.CAT - HAMILTON CAPITAL PARTNERS INC US EQ YIELD MAXM
ISVTF - ISHARES IV PLC USA ETF
MSADF - MS&AD Insurance Group Holdings, Inc.
OAKG - Oakmark Global Large Cap ETF
ISZXF - ISHARES VII PLC 3-7 TR BD
REIT.CAT - GLOBAL X INVESTMENTS CANADA IN EQUAL WEIGHT CA
ZXLF.F.CAT - BMO ASSET MANAGEMENT INC. SPDR FINANCIALS
CHRI - Global X S&P 500 Christian Values ETF
VFUUF - VANGUARD FUNDS NO ETF
CUTL.CAT - CI INVESTMENTS INC UTILITIES GIANTS
TGOPF - 3i Group plc
MCSM.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR CANA
MAVF - Matrix Advisors Value ETF
VRGFF - VANGUARD FUNDS UST ETF
ULV.C.CAT - INVESCO CANADA LTD S&P 500 LOW VOLA
FDN.CAT - FT PORTFOLIOS CANADA CO DOW JONES INTERN
TAX - Cambria Tax Aware ETF
GTOC - Invesco Core Fixed Income ETF
BFIN.CAT - BROMPTON FUNDS LTD. NORTH AMERN TR
ZIU.CAT - BMO ASSET MANAGEMENT INC. S&P/TSX 60 INDEX
MUMC.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR U.S.
ZGLD.U.CAT - BMO ASSET MANAGEMENT INC. GOLD BULLION ETF
AOCIF - AutoCanada Inc.
LVMH.CAT - LVMH MOET HENNESSY LOUIS CIBC CDR CAD HED
MGAB.CAT - MACKENZIE FINL CORP GLOBAL FIXED INC
CTC.CAT - CANADIAN TIRE CORPORATION LTD
ZSML.F.CAT - BMO ASSET MANAGEMENT INC. S&P US SMALL CAP
DPSTF - Deutsche Post AG
CODGF - Compagnie de Saint-Gobain SA
AGRW - Allspring LT Large Growth ETF
QSB.CAT - MACKENZIE FINL CORP CANADIAN SHORT-T
FSF.CAT - CI INVESTMENTS INC GLOBAL FINANCIAL
ISVIF - ISHARES VII PLC 7 10Y GVT
PBI.CAT - PURPOSE INVESTMENTS INC BEST IDEAS FD ET
MMMM.CAT - 3M CO CDR CAD HEGED RE
FMPG.CAT - FIDELITY INVESTMENT CDA ULC GLOBAL GROWTH PO
IMSCF - ISHARES VII PLC MSCI JPN
FEMD - First Eagle Mid Cap Equity ETF
XNAQF - XTRACKERS IE 100 1C
NBCU.CAT - LONGPOINT ASSET MGMT INC. SAVVYLONG 2X NBC
LYUV.U.CAT - LYSANDER FUNDS LTD LYSANDER-CANSO U
DXU.CAT - 1832 ASSET MANAGEMENT LP DYNMC ACT US DV
TULV.CAT - TD ASSET MANAGEMENT INC. Q U.S. LOW VOLAT
TSCV - Thrivent Small Cap Value ETF
NINT.CAT - NATIONAL BANK INVESTMENTS INC. ACTIVE INTERNAT
HBND.U.CAT - HAMILTON CAPITAL PARTNERS INC U S BD YIELD MAX
WTTHF - SSGA SPDR ETFS EU II TECH
ISMJF - ISHARES VII PLC MSCI PAC
ACSV - American Century Small Cap Value Insights ETF
USEW - Cambria US EW ETF
ZXLY.CAT - BMO ASSET MANAGEMENT INC. SPDR CONSUMER DI
XUSC.U.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES S&P 500
MUMC.B.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR U.S.
MEDX.CAT - GLOBAL X INVESTMENTS CANADA IN EQUAL WEIGHT GL
BMBLF - Brambles Limited
UPGD - Invesco Bloomberg Analyst Rating Improvers ETF
NSCI - Nuveen Securitized Income ETF
CANL.CAT - GLOBAL X INVESTMENTS CANADA IN ENHANCED S&P/TS
VDI - Virtus International Dividend ETF
IIQPF - ISHARES IV PLC EDGE MSCI
PXU.F.CAT - INVESCO RAFI U.S. INDEX ETF RAFI U.S. INDEX
PLDR - Putnam Sustainable Leaders ETF
RBCU.CAT - LONGPOINT ASSET MGMT INC. SAVVYLONG 2XRBC
DFTT - DF Tactical 30 ETF
ZUQ.F.CAT - BMO ASSET MANAGEMENT INC. MSCI USA HIGH QU
FCMI.CAT - FIDELITY INVESTMENT CDA ULC CANADIAN MONTHLY
TENM - iShares Large Cap 10% Target Buffer Mar ETF
MCON.CAT - MACKENZIE FINL CORP CONSERVATIVE ALL
BLOV.CAT - BROMPTON FUNDS LTD. NORTH AMERN LOW
GSISF - Genesis Minerals Limited
ZXLU.CAT - BMO ASSET MANAGEMENT INC. SPDR UTILITIES S
SWIN.CAT - HAMILTON CAPITAL PARTNERS INC CHAMPIONS ENHANC
LIFE.U.CAT - EVOLVE FUNDS GROUP INC. GLOBAL HEALTHCAR
DIVL - Madison Dividend Value ETF
TPNEF - Hemlo Mining Corp
WSGE - Warren Street Global Equity ETF
BASE.B.CAT - EVOLVE FUNDS GROUP INC. GLOBAL MATERIALS
RYHI.CAT - NINEPOINT PARTNERS LP ROYAL BANK HIGHS
DRES - GMO Domestic Resilience ETF
RND - First Trust Bloomberg R&D Leaders ETF
ZXLU.F.CAT - BMO ASSET MANAGEMENT INC. SPDR UTILITIES S
TLV.CAT - INVESCO CANADA LTD S&P/TSX COMPOSIT
ISUPF - ISHARES II FTSE US PR ETF
BRCE - MFS Blended Research Core Equity ETF
ESG.F.CAT - INVESCO CANADA LTD S&P 500 ESG INDE
WSRI.CAT - MACKENZIE FINL CORP WEALTHSIMPLE NOR
HGRW.CAT - GLOBAL X INVESTMENTS CANADA IN GROWTH ASSET AL
SCDV - Bahl & Gaynor Small Cap Dividend ETF
REFA - Columbia Research Enhanced International Equity ETF
GIQG.B.CAT - GUARDIAN CAPITAL LP I3 GLOBAL QUALIT
PVF.WT.CAV - PARTNERS VALUE INVTS INC WT EXP 063026
SAPH - SAP SE ADRhedged

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