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

IPHSF - INVESCO PHYSICAL MKTS GLD
XAIXF - XTRACKERS AI ETF 1C
VFPEF - VANGUARD FDS FTSE MSCI
CETFF - CS ETF MSCI ISHARES UCIT
PWQQF - INVESCO MKTS III PLC ETF
IHRMF - ISHARES MSCI JPN ORD
ACGO - Hartford Funds Exchange-Traded Trust
XDEVF - XTRACKERS IE WD VL ETF 1C
VFPAF - VANGUARD FNDS PLC JPN ETF
ISRCF - ISHARES V PLC S&P INFO
IHREF - ISHARES III PLC ACCU SHS
INVMF - INVESCO MARKETS S&P ETF A
IHSZF - ISHARES MSCI LTAM UCIT
NSIG - North Square Growth Opportunities ETF
CYAN - Cyanotech Corporation
VGDTF - VANGUARD FNDS JPN ETF
VNGDF - VGRD FDS PLC S&P 500 ETF
IRRRF - ISHARES III PLC CORE ETF
XNAQF - XTRACKERS IE 100 1C

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