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

ESGC.CAT - INVESCO S&P/TSX COMPST ESG IDX UNIT CAD
SSEHF - SSGA SPDR ETF EU S&P HLT
IIREF - ISHARES MSCI WORLD ORD
IHRMF - ISHARES MSCI JPN ORD
CALL.U.CAT - EVOLVE FUNDS GROUP INC. US BANKS ENHANCE
TECH.U.CAT - EVOLVE FUNDS GROUP INC. FANGMA INDEX ETF
IRRRF - ISHARES III PLC CORE ETF
MULC.B.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR U.S.
SGACF - SSGA SPDR ETF EUR ACC ET
IHREF - iShares III Plc Accumulation Shares
CALL.B.CAT - EVOLVE FUNDS GROUP INC. US BANKS ENHANCE
ISTE.CAT - INVESCO CANADA LTD S&P 500 ESG TILT
AMZH.U.CAT - HARVEST PORTFOLIOS GROUP INC. AMAZON HIGH INCO
FDN.CAT - FT PORTFOLIOS CANADA CO DOW JONES INTERN
XETM.CAT - BLACKROCK ASSET MGMT CDA LTD ISHARES S&P/TSX
USSL.CAT - GLOBAL X INVESTMENTS CANADA IN ENHANCED S&P 50
IDOWF - ISHARES VII PLC DJI ETF
FSF.CAT - CI GLOBAL ASSET MGMT INC. GLOBAL FINANCIAL
TRVL.CAT - HARVEST PORTFOLIOS GROUP INC. TRAVEL LEISURE A
ZDY.U.CAT - BMO US DIVID ETF USD UNIT
CIMDF - CIMB Group Holdings Bhd
VFAWF - VANGUARD FNDS WRLD ETF

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