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

XETM.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES S&P/TSX
PHYMF - ISHARES PHYCL MTLS ETF 25
SGACF - SSGA SPDR ETF EUR ACC ET
IIVPF - ISHARES IV PLC AUTO ROBTC
TLTU.CAT - LONGPOINT ETF CORP MEGALONG 3X 20
GTOC - Invesco Core Fixed Income ETF
GBUL.CAT - NINEPOINT PARTNERS LP GOLD BULLION FD
ISBNF - ISHARES V PLC DEC 30 ETF
MULC.B.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR U.S.
BKISF - ISHARES IV PLC US MTGE
XAGG.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES U.S. AGG
PVF.UN.CAV - PARTNERS VALUE INVESTMENTS LP
SHMXY - Shimadzu Corporation Unsponsored ADR
ISSZF - ISHARES V PLC S&P UTL ETF
QQQT.U.CAT - EVOLVE FUNDS GROUP INC. NASDAQ TECHNOLOG
ISCRF - ISHARES PLC ETF GLBL
IIREF - ISHARES MSCI WORLD ORD
IMSEF - ISHARES II PLC MSCI ETF
ZXM.B.CAT - CI GLOBAL ASSET MGMT INC. MORNINGSTAR INTE
QQCE.F.CAT - INVESCO CANADA LTD ESG NASDAQ 100 I
MEQT.CAT - MACKENZIE FINL CORP ALL-EQUITY ALLOC

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