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
XVLU.CAT - ISHARES MSCI USA VALUE FCTR ID UNIT
IHHSF - ISHARES III MSCI PAC UCIT
ESGC.CAT - INVESCO S&P/TSX COMPST ESG IDX UNIT CAD
ISSHF - ISHARES II T BD 7-10 ETF
XETM.CAT - ISHARES S&P/TSX ENERGY TRANSI CAD UNIT
CPTFF - XTRACKERS IE PLC ETF
CANL.CAT - GLOBAL X ENHANC S&P/TSX 60 IND CLASS A UNITS
ZMID.F.CAT - BMO S&P US MID CAP INDEX ETF UNIT HEDGED
QAH.CAT - MACKENZIE US LARGE CAP EQUITY UNIT SER E
BGU.U.CAT - BRISTOL GATE CCTRTD US EQT ETF USD TR UNIT
PXU.F.CAT - INVESCO FTSE RAFI U S INDX ETF CAD HEDGED UNIT
IRRRF - ISHARES III PLC CORE ETF
XUSF.CAT - ISHARES S&P US FINANCIALS INDE CAD UNIT
IHCNF - ISHARES VII PLC MSCI CAN
XDU.U.CAT - ISHARES CORE MSCI US QTY DIV I UNIT USD
VFPAF - VANGUARD FNDS PLC JPN ETF
IHREF - ISHARES III PLC ACCU SHS
QXM.CAT - CI MORNINGSTR NTL BK QUBEC IDX UNIT COM
SSEEF - SSGA SPDR ETFS EUR I PLC
NZUS - SPDR MSCI USA Climate Paris Aligned ETF
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