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

GEND - Spinnaker ETF Series Genter Capital Dividend Income ETF
SDZXF - SANDOZ GROUP AG
ISMCF - ISHARES MSCI US UCITS ETF
NUMI - NuShares ETF Trust Nuveen Municipal Income ETF
NZUS - SPDR MSCI USA Climate Paris Aligned ETF
IRRRF - ISHARES III PLC CORE ETF
BLKXF - ISHARES IV PLC MSC US ETF
IHHSF - ISHARES III MSCI PAC UCIT
IIVPF - ISHARES IV PLC AUTO ROBTC
BUYO - KraneShares Trust KraneShares Man Buyout Beta Index ETF
TXUG - Thornburg International Growth Fund ETF
VGFPF - VANGUARD FNDS S&P ETF
PWQQF - INVESCO MKTS III PLC ETF
ISVBF - ISHARES IV PLC CHINA ETF
IHREF - ISHARES III PLC ACCU SHS
EWQQF - INVESCO MARKETS III ETF
HEJD - VictoryShares Hedged Equity Income ETF
VNGDF - VGRD FDS PLC S&P 500 ETF
IMSEF - ISHARES II PLC MSCI ETF
QRNNF - AURIZON HOLDINGS LTD

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