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

NWWCF - New China Life Insurance Co., Ltd. Class H
CHYCY - Chiyoda Corp. Unsponsored ADR
ZWZZT - NASDAQ TEST STOCK
WJRYF - West Japan Railway Company
IMATF - ISHARES V ETF S&P MSTERLS
MTRRF - Mont Royal Resources Ltd.
ISSZF - ISHARES V PLC S&P UTL ETF
ISGPF - ISHARES V PLC GOLD PROD
PHYMF - ISHARES PHYCL MTLS ETF 25
FKURF - Fujikura Ltd
CHHQF - CHINA HONGQIAO GRP ORD
DTPKF - Directa Plus Plc
BMBLF - Brambles Limited
IMSXF - ISHARES V PLC MSCI ETF
ISHFF - ISHARES IV PLC ETF USD
IISGF - ISHARES II PLC GLBAL INFR
VRGFF - VANGUARD FUNDS UST ETF
GTOC - Invesco Core Fixed Income ETF
ISHOF - ISHARES III PLC SHS
ISVIF - ISHARES VII PLC 7 10Y GVT

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