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

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

CHYCY - Chiyoda Corp. Unsponsored ADR
NWWCF - New China Life Insurance Co., Ltd. Class H
ZWZZT - NASDAQ TEST STOCK
WJRYF - West Japan Railway Company
OBYCF - Obayashi Corporation
IHSZF - ISHARES MSCI LTAM UCIT
IMATF - ISHARES V ETF S&P MSTERLS
BMBLF - Brambles Limited
DTPKF - Directa Plus Plc
NBRKF - NEW BREAK RESOURCES LTD
ISGPF - ISHARES V PLC GOLD PROD
ISVBF - ISHARES IV PLC CHINA ETF
JBARF - Julius Baer Gruppe AG
DQJCF - Pan Pacific International Holdings Corporation
MTRRF - Mont Royal Resources Ltd.
PHYMF - ISHARES PHYCL MTLS ETF 25
SNNRF - Sunrise Communications AG Class A
IMSXF - ISHARES V PLC MSCI ETF
UNIY - WisdomTree Voya Yield Enhanced USD Universal Bond Fund
FKURF - Fujikura Ltd

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