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

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Min Change from 20 Day SMA
Max Change from 20 Day SMA

Stocks

CHYCY - Chiyoda Corp. Unsponsored ADR
NWWCF - New China Life Insurance Co., Ltd. Class H
ZWZZT - NASDAQ TEST STOCK
IMSIF - ISHARES II ISHARES MSCI
SURYY - Sumitomo Realty & Development Co., Ltd. Unsponsored ADR
CMAG - Corgi ETF Trust I
WJRYF - West Japan Railway Company
ODFJF - Odfjell Drilling Ltd.
GRGDF - Groupe Dynamite Inc.
ISRHF - ISHARES V PLC S&P ENERGY
XBNB - Teucrium xETFs 2x Long Daily BNB ETF
PHYMF - ISHARES PHYCL MTLS ETF 25
MTRRF - Mont Royal Resources Ltd.
BCYIF - ISHARES CORE FTSE UCIT
CHHQF - CHINA HONGQIAO GRP ORD
CBOT - Corgi ETF Trust I
RKGRY - RENK Group AG Unsponsored ADR
TIPB - Northern Trust 2035 Inflation-Linked Distributing Ladder ETF
YRAIF - Yara International ASA
IHSZF - ISHARES MSCI LTAM UCIT

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