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

ISMCF - ISHARES MSCI US UCITS ETF
IHHSF - ISHARES III MSCI PAC UCIT
IHREF - ISHARES III PLC ACCU SHS
CPTFF - XTRACKERS IE PLC ETF
ISVBF - ISHARES IV PLC CHINA ETF
TSPCF - CLEANAWAY WASTE MGMT LTD
GFLW - Victory Portfolios II
IRRRF - ISHARES III PLC CORE ETF
VRGFF - VANGUARD FUNDS UST ETF
SSEEF - SSGA SPDR ETFS EUR I PLC
ISQWF - ISHARES IV PVC MSCI ETF
BUYO - KraneShares Trust KraneShares Man Buyout Beta Index ETF
IDOWF - ISHARES VII PLC DJI ETF
VFEAF - VANGUARD FUNDS EM MK ETF
ISHOF - ISHARES III PLC SHS
CETFF - CS ETF MSCI ISHARES UCIT
VGFPF - VANGUARD FNDS S&P ETF
IHSRF - ISHARES VI S&P 500 ETF
MDCP - VictoryShares THB Mid Cap ETF
VGDTF - VANGUARD FNDS JPN ETF
CPLCF - ISHARES MSCI USA S/C UCIT

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