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

PRXRF - USD ETF NON CCY HEDG UTS
INCM.B.CAT - ACCELERATE FINANCIAL TECHNOLOG CAD HEDGED ETF
LBLCF - Loblaw Companies Limited
FREKF - freee K.K.
CUPIF - Cupani Metals Corp.
ISSZF - ISHARES V PLC S&P UTL ETF
MTRAF - Metro Inc.
EMLAF - Empire Co Ltd Class A
CBIL.U.CAT - GLOBAL X 0 TO 3 MONTH T BILL ETF USD
TGOPF - 3i Group plc
CHRRF - Chorus Aviation Inc.
BTCQ.U.CAT - 3IQ BITCOIN ETF USD
FQVTY - Fevertree Drinks PLC Unsponsored ADR
ZXLU.CAT - BMO ASSET MANAGEMENT INC. SPDR UTILITIES S
MSFH.U.CAT - HARVEST PORTFOLIOS GROUP INC. MICROSOFT HIGH I
TYNPF - Nippon Sanso Holdings Corporation
MSHE.U.CAT - HARVEST PORTFOLIOS GROUP INC. MICROSOFT ENHANC
BGU.U.CAT - BRISTOL GATE CAPITAL PARTNERS GATE CONCT USD
CUTL.CAT - CI GLOBAL ASSET MGMT INC. UTILITIES GIANTS
ISVYF - ISHARES VII PLC EMU ETF
MART.CAT - GLOBAL X INVESTMENTS CANADA IN EQUAL WEIGHT CA
NVDH.U.CAT - HARVEST PORTFOLIOS GROUP INC. NVIDIA HIGH INCO
FGGE.CAT - FRANKLIN TEMPLETON INVE CORP GLOBAL GROWTH FU

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