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

XAIXF - XTRACKERS AI ETF 1C
INVMF - INVESCO MARKETS S&P ETF A
IMSEF - ISHARES II PLC MSCI ETF
IRRRF - ISHARES III PLC CORE ETF
IHREF - iShares III Plc Accumulation Shares
ISVBF - ISHARES IV PLC CHINA ETF
IVVPF - ISHARES VII PLC ETF IEON
CETFF - CS ETF MSCI ISHARES UCIT
BRCE - MFS Blended Research Core Equity ETF
ISRZF - ISHARES II PLC ETF
ISELF - ISHARES IV ELCT VHCLS DR
IIVPF - ISHARES IV PLC AUTO ROBTC
BLKXF - ISHARES IV PLC MSC US ETF
WTTHF - SSGA SPDR ETFS EU II TECH
VGFPF - VANGUARD FNDS S&P ETF
CPTFF - XTRACKERS IE PLC ETF
ISRCF - iShares V Plc S&P 500 Information Tech Sector (ireland) Exchange
PWQQF - INVESCO MKTS III PLC ETF
TGOPF - 3i Group plc
IMSXF - ISHARES V PLC MSCI ETF

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