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

XAD.CAT - ISHARES US AEROSPACE & DEFENSE CAD UNIT
UTIL.CAT - GLOBAL X CDN UTIL SVCS HIGH DI UNIT CL A
IHHSF - ISHARES III MSCI PAC ETF
VFPAF - VANGUARD FNDS PLC JPN ETF
QINF.CAT - MACKENZIE GBL INFRSTRCTURE IDX UNIT
ZCON.CAT - BMO CONSERVATIVE ETF CAD UNITS
QDXH.CAT - MACKENZIE INTL EQITY INDEX ETF UNIT SER E
ESG.F.CAT - INVESCO S&P 500 ESG INDEX ETF CAD HEDGED UNITS
QEE.CAT - MACKENZIE EMERGING MKTS EQ IND UNIT
RUBY.CAT - RBC US BKS YIELD INDEX ETF UNIT
FINE.CAT - FORSTRONG GLOBAL EX-NORTH AMER ETF UNITS
VFEAF - VANGUARD FUNDS EM MK ETF
IRESF - ISHARES CORE FTSE 100 ETF
IZIZF - ISHARES III PLC ACCUM
ISRCF - iShares V Plc S&P 500 Information Tech Sector (ireland) Exchange
RYLPF - ROYAL PHILLIPS NV ORD
ZGRO.T.CAT - BMO GROWTH ETF FXD PERCT DISBTN
WOMN.CAT - BMO WOMEN IN LEADERSHIP FD UNIT

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