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

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
INCM.U.CAT - ACCELERATE DIVERSF CREDIT INC FD ETF USD
LEAD.B.CAT - EVOLVE FUTURE LEADERSHIP FUND UNHEDGD ETF UNIT
TEC.U.CAT - TD GLOBAL TECH LEADERS IDX ETF USD UNITS
HGRW.CAT - GLOBAL X GROWTH ASSET ALLC ETF CLASS A UNITS
NZUS - SPDR MSCI USA Climate Paris Aligned ETF
GIQU.CAT - GUARDIAN I3 US QLTY GROWTH FD HEDGED ETF UNITS
ZSML.U.CAT - BMO S&P US SMALL CAP INDEX ETF USD UNITS
PBI.CAT - PURPOSE BEST IDEAS FD ETF SHS
ETC.U.CAT - EVOLVE CRYPTOCURRENCIES ETF UNHGD UNITS USD
IRRRF - ISHARES III PLC CORE ETF
CMGG.U.CAT - CI MUNRO GLOBAL GROWTH EQTY FD ETF US HEDGED S
PYF.B.CAT - PURPOSE PREMIUM YIELD FUND ETF NCURY HEDG
BLKXF - ISHARES IV PLC MSC US ETF
IHHSF - ISHARES III MSCI PAC UCIT
QQEQ.F.CAT - INVESCO NASDAQ 100 EQL WEGT IN UNIT HEDGED CAD
ZSML.F.CAT - BMO S&P US SMALL CAP INDEX ETF HEDGED UNITS
IIVPF - ISHARES IV PLC AUTO ROBTC
BUYO - KraneShares Trust KraneShares Man Buyout Beta Index ETF
TXUG - Thornburg International Growth Fund ETF

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