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

GTOC - Invesco Core Fixed Income ETF
INVMF - INVESCO MARKETS S&P ETF A
IMSEF - ISHARES II PLC MSCI ETF
IIVPF - ISHARES IV PLC AUTO ROBTC
IHRMF - ISHARES MSCI JPN ORD
IIREF - ISHARES MSCI WORLD ORD
BKISF - ISHARES IV PLC US MTGE
VFPAF - VANGUARD FNDS PLC JPN ETF
ADDHY - Addtech AB Unsponsored ADR Class B
IHREF - iShares III Plc Accumulation Shares
SHMXY - Shimadzu Corporation Unsponsored ADR
IDOWF - ISHARES VII PLC DJI ETF
WTTHF - SSGA SPDR ETFS EU II TECH
GSISF - Genesis Minerals Limited
IRRRF - ISHARES III PLC CORE ETF
CPTFF - XTRACKERS IE PLC ETF
VGDTF - VANGUARD FNDS JPN ETF

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