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 Up from 20 Day SMA |
 | Max Up from 20 Day SMA |
Stocks
CUAEF - CHINA SHENHUA ENERGY
GDSZF - GDF SUEZ
MICCF - MILLCOM SWED DEP REC
ENAKF - E ON AKTIENGESELLSCHAFT
BFFAF - BASF SE
STOHF - STATOIL ASA
TGSNF - TGS NOPEC GEOPHYSICA
KHNGY - KUEHNE & NAGEL INTL
ABGOF - ABENGOA
ITYBF - IMPERIAL TOBACCO ORD
KPLUF - K+S AG
CAPMF - CAP GEMINI SOGETI S
TLTZF - TELE 2 AB ORD B SHARES
HKHHF - HEINEKEN HOLDING NV
NBHGF - NOBEL BIOCARE
ABLZF - ABB LTD ZUERICH
SAPGF - SAP AG SYSTEME DM5
HINOY - HINO MOTORS
DNFGY - DONGFENG MOTOR GROUP
KPPLF - KEPPEL LAND LTD
SVKEF - SKANDINAVISKA ENSKIL
INGVF - ING GROUP NV CERT
ISDXF - iShares DEX ALL CORP
MAKSF - MARKS & SPENCER GROUP
OIGLF - CHARIOT OIL & GAS
