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

BTCC.J.CAT - PURPOSE INVESTMENTS INC BITCOIN ETF
TGOPF - 3i Group plc
CMCX.U.CAT - CI GLOBAL ASSET MGMT INC. GALAXY MULTI CRY
ZXLK.CAT - BMO ASSET MANAGEMENT INC. SPDR TECHNOLOGY
BTCY.U.CAT - PURPOSE INVESTMENTS INC BITCOIN YLD USD
CCCX.CAT - CI GLOBAL ASSET MGMT INC. GALAXY CORE MULT
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
ZMID.F.CAT - BMO ASSET MANAGEMENT INC. S&P US MID CAP I
XFLB.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES CORE CAN
PBI.B.CAT - PURPOSE INVESTMENTS INC BEST IDEAS CUR
ISMCF - ISHARES MSCI US UCITS ETF
XAGG.U.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES U.S. AGG
ZXLC.F.CAT - BMO ASSET MANAGEMENT INC. SPDR COMMUNICATI
CRRSF - Cirrus Aircraft Limited
AVVOF - Avio SpA
TSPCF - CLEANAWAY WASTE MGMT LTD
QQEQ.CAT - INVESCO CANADA LTD NASDAQ 100 EQUAL
REIT.CAT - GLOBAL X INVESTMENTS CANADA IN EQUAL WEIGHT CA
ZXLF.F.CAT - BMO ASSET MANAGEMENT INC. SPDR FINANCIALS

More...

trade ideas logo
Copyright 2025 Trade Ideas, LLC.
Privacy Statement  /  Disclosure Statement