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

TNIEF - TONIES SE REG A
ISMCF - ISHARES MSCI US UCITS ETF
ISRVF - ISHARES V PLC HFG ETF
ISRNF - ISHARES S&P 500 CNSMR ETF
SSDRF - SSGA SPDR ETFS EUROPE I
IDOWF - ISHARES VII PLC DJI ETF
ISHOF - ISHARES III PLC SHS
BUFM - AB Moderate Buffer ETF
NTOIF - NESTE OIL ORD
MDCP - VictoryShares THB Mid Cap ETF
ISRIF - ISHARES IV PLC PTG ETF US
TSPCF - CLEANAWAY WASTE MGMT LTD
SSEUF - SSGA SPDR ETF EU II RUSSL
MTMCF - MTM CRITICAL METALS LTD
DVSP - WEBs Defined Volatility SPY ETF
IHCNF - ISHARES VII PLC MSCI CAN
ISRUF - ISHARES V PLC EX TRDED FD
ISUUF - ISHARES IV PLC ULSHT ETF
IRRRF - ISHARES III PLC CORE ETF
CGJTF - CARGOJET INC VARIABLE VTG
KURRY - KURARAY CO UNSP/ADR
IQSM - NYLI Candriam U.S. Mid Cap Equity ETF
MSADF - MS&AD INS GRP HLDGS ORD

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