Stock Screener: Stocks - 20 Day Winners by Volatility

Description

This list shows which stocks have moved up 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 increases.  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

WRTBF - WARTSILA CORP B SHS
SDZXF - SANDOZ GROUP AG
BLKXF - ISHARES IV PLC MSC US ETF
NDBKF - NEDBANK GROUP LTD ORD
ISHOF - ISHARES III PLC SHS
CPLCF - ISHARES MSCI USA S/C UCIT
VRGFF - VANGUARD FUNDS UST ETF
CBWBF - CANADIAN WSTN BK ALBERTA
VXZ - iPath Series B S&P 500 VIX Mid-Term Futures ETN
LVOL - American Century Low Volatility ETF
SSEUF - SSGA SPDR ETF EU II RUSSL
ISRUF - ISHARES V PLC EX TRDED FD
IFCZF - INTACT FINANCIAL CORP
SSDRF - SSGA SPDR ETFS EUROPE I
ISVIF - ISHARES VII PLC 7 10Y GVT
ISZXF - ISHARES VII PLC 3-7 TR BD
RICFY - RECORDATI INDUST U/ADR
EMLAF - EMPIRE LTD A
IQSHF - ISHARES PLC CP BD INT ETF
USFI - BrandywineGLOBAL - U.S. Fixed Income ETF
SGSOF - SGS SA ORD
HERXF - HEROUX-DEUTEK INC

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