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

ISRIF - ISHARES IV PLC PTG ETF US
MPC.CAT - MADISON PAC PPTYS INC CL B
ZXLV.CAT - BMO SPDR HEALTH CARE SELECT SE CAD UNITS
RUQS.CAT - RBC TARGET 2030 U S CORP BD ET CAD UNITS
SEC.CAT - SENVEST CAP INC
UNIY - WisdomTree Voya Yield Enhanced USD Universal Bond Fund
XCBU.CAT - ISHARES US IG CORP BD INDX ETF CAD UNIT
FGOV.CAT - FRANKLIN CANADIAN GOVERNMENT B ETF SERIES UNIT
XSTP.U.CAT - ISHARES 0-5 YR TIPS BD IDX ETF UNIT USD
XTLT.U.CAT - ISHARES 20 PLS YR US TSR BD ID USD UNIT
MMETF - MIATA METALS CORP
QTLT.CAT - MACKENZIE US GOVT LNG BD INDX CAD UNITS
ARLUF - ARISTOCRAT LEISURE ORD
ISRWF - ISHARES II PLC ORD IRELAN
RUQP.CAT - RBC TARGET 2027 U S CORP BD ET CAD UNITS
HLBZF - HEIDELBERG MATERIALS AG
MNLX.CAV - MINILUXE HOLDING CORP
ISRHF - ISHARES V PLC S&P ENERGY
LLYH.U.CAT - HARVEST ELI LILLY HIGH INCOM UNIT CL U
XHAK.CAT - ISHARES CYBERSECURITY AND TECH CAD UNITS

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