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

TGOPF - 3i Group plc
GTOC - Invesco Core Fixed Income ETF
XLYI - Select Sector SPDR Trust (The) The Consumer Discretionary Select Sector SPDR Premium Income Fund
IFSUF - Infrastrutture Wireless Italiane S.p.A.
FDMDF - 4DMedical Ltd
ISMCF - ISHARES MSCI US UCITS ETF
CRRSF - Cirrus Aircraft Limited
AVVOF - Avio SpA
TSPCF - CLEANAWAY WASTE MGMT LTD
ARMH - Precidian ETFs Trust Arm Holdings PLC ADRhedged
IMSXF - ISHARES V PLC MSCI ETF
PWQQF - INVESCO MKTS III PLC ETF
SNLRF - Sanlorenzo S.p.A.
ISRCF - iShares V Plc S&P 500 Information Tech Sector (ireland) Exchange
AOCIF - AutoCanada Inc.
AGGZF - Ag Growth International Inc.
ISBNF - ISHARES V PLC DEC 30 ETF
DRES - The 2023 ETF Series Trust II GMO Domestic Resilience ETF
SSEUF - SSGA SPDR ETF EU II RUSSL
ICRC - Bitwise Funds Trust Bitwise CRCL Option Income Strategy ETF
IIVPF - ISHARES IV PLC AUTO ROBTC

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