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

IMSIF - ISHARES II ISHARES MSCI
NUIF - Nuveen US Infrastructure ETF
IISGF - ISHARES II PLC GLBAL INFR
AARTY - Airtel Africa PLC Unsponsored ADR
CAMC - Corgi ACLS 2x Daily ETF
GPAEF - Grupo Aeroportuario del Pacifico SAB de CV Class B
IMSXF - ISHARES V PLC MSCI ETF
CYAN - Cyanotech Corporation
XLUX - Corgi ETF Trust I
SMAL - Summit Bancshares, Inc.
YUNG - Corgi ETF Trust I
WJRYF - West Japan Railway Company
AVGC - Corgi ETF Trust I
ISSZF - ISHARES V PLC S&P UTL ETF
ACLZ - Corgi ACLS 2x Daily ETF
HRNNF - Hydro One Limited
ERIXF - Telefonaktiebolaget LM Ericsson Class B
EQGPF - EQB Inc
CHHQF - CHINA HONGQIAO GRP ORD
CLNFF - Calian Group Ltd.
ISGAF - ISHARES III AGG BD ETF
AV - Corgi ETF Trust I
ISRWF - ISHARES II PLC ORD IRELAN
QBCRF - Quebecor Inc. Class B

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