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

GEND - Spinnaker ETF Series Genter Capital Dividend Income ETF
SDZXF - SANDOZ GROUP AG
VMXXF - VALHALLA METALS INC
ISRWF - ISHARES II PLC ORD IRELAN
SNPV - Xtrackers S&P 500 Value Scored & Screened ETF
VFAWF - VANGUARD FNDS WRLD ETF
MCDS - JPMorgan Fundamental Data Science Mid Core ETF
LVOL - American Century Low Volatility ETF
UCBJF - UCB SA NPV
IQSM - NYLI Candriam U.S. Mid Cap Equity ETF
APCOF - AMERICAN CRITICAL MINERAL
AUGP - PGIM S&P 500 Buffer 12 ETF - August
PEPS - Parametric Equity Plus ETF
KDDIF - KDDI CORP
NZUS - SPDR MSCI USA Climate Paris Aligned ETF
MAKX - ProShares S&P Kensho Smart Factories ETF
LQPE - Tidal Trust III PEO AlphaQuest Thematic PE ETF
WXET - Listed Funds Trust Teucrium 2x Daily Wheat ETF
FTURF - FUTURE FUELS INC
FKURF - FUJIKURA LTD ORD
SWDBF - SWEDBANK AB ORD

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