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

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

IHHSF - ISHARES III MSCI PAC UCIT
ISSHF - ISHARES II T BD 7-10 ETF
SDZXF - SANDOZ GROUP AG
CPTFF - XTRACKERS IE PLC ETF
IRRRF - ISHARES III PLC CORE ETF
IHCNF - ISHARES VII PLC MSCI CAN
VFPAF - VANGUARD FNDS PLC JPN ETF
IHREF - ISHARES III PLC ACCU SHS
SSEEF - SSGA SPDR ETFS EUR I PLC
NZUS - SPDR MSCI USA Climate Paris Aligned ETF
SSDRF - SSGA SPDR ETFS EUROPE I
FDVL - Foundations Dynamic Value ETF
ISHOF - ISHARES III PLC SHS
NIOIF - NIO INC CL A
ISRHF - ISHARES V PLC S&P ENERGY
MDCP - VictoryShares THB Mid Cap ETF
ISQWF - ISHARES IV PVC MSCI ETF
ISSZF - ISHARES V PLC S&P UTL ETF
KNEVF - KINNEVIK AB AK B
CPLCF - ISHARES MSCI USA S/C UCIT
VRGFF - VANGUARD FUNDS UST ETF
SSEUF - SSGA SPDR ETF EU II RUSSL

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