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

SDZXF - SANDOZ GROUP AG
NUMI - NuShares ETF Trust Nuveen Municipal Income ETF
IMSEF - ISHARES II PLC MSCI ETF
LEAD.B.CAT - EVOLVE FUTURE LEADERSHIP FUND UNHEDGD ETF UNIT
CARK - The Advisors Inner Circle Fund II CastleArk Large Growth ETF
INCM.U.CAT - ACCELERATE DIVERSF CREDIT INC FD ETF USD
GEND - Spinnaker ETF Series Genter Capital Dividend Income ETF
IIVPF - ISHARES IV PLC AUTO ROBTC
IHREF - ISHARES III PLC ACCU SHS
ISMCF - ISHARES MSCI US UCITS ETF
NZUS - SPDR MSCI USA Climate Paris Aligned ETF
ISVBF - ISHARES IV PLC CHINA ETF
GIQU.CAT - GUARDIAN I3 US QLTY GROWTH FD HEDGED ETF UNITS
PWQQF - INVESCO MKTS III PLC ETF
IHHSF - ISHARES III MSCI PAC UCIT
PBI.CAT - PURPOSE BEST IDEAS FD ETF SHS
TEC.U.CAT - TD GLOBAL TECH LEADERS IDX ETF USD UNITS
ETC.U.CAT - EVOLVE CRYPTOCURRENCIES ETF UNHGD UNITS USD
IVBUF - ISHARES IV PLC BTECH
ZSML.U.CAT - BMO S&P US SMALL CAP INDEX ETF USD UNITS
MULC.B.CAT - MANULIFE MULTIFACTR US LRG CAP UNHEDGED UNIT
CMGG.U.CAT - CI MUNRO GLOBAL GROWTH EQTY FD ETF US HEDGED S
LIFE.U.CAT - EVOLVE GLOBAL HEALTHCARE ENHAN USD UNHEDGED
IVVPF - ISHARES VII PLC ETF IEON
ZHU.CAT - BMO EQUAL WEIGHT US HC IDX ETF CAD UNITS
HEJD - VictoryShares Hedged Equity Income ETF
VNGDF - VGRD FDS PLC S&P 500 ETF
TXUG - Thornburg International Growth Fund ETF
ISQWF - ISHARES IV PVC MSCI ETF
HGRW.CAT - GLOBAL X GROWTH ASSET ALLC ETF CLASS A UNITS
GIQU.B.CAT - GUARDIAN I3 US QLTY GROWTH FD UNHDGD ETF UNITS
VGFPF - VANGUARD FNDS S&P ETF
PEPS - Parametric Equity Plus ETF
QRNNF - AURIZON HOLDINGS LTD
ESPX.U.CAT - EVOLVE S&P 500 ENHNCD YIELD FD UNHEDGED ETF
IRRRF - ISHARES III PLC CORE ETF
BKIV - BNY Mellon Innovators ETF
BLKXF - ISHARES IV PLC MSC US ETF
PBI.B.CAT - PURPOSE BEST IDEAS FD ETF NON CUR HD
XETM.CAT - ISHARES S&P/TSX ENERGY TRANSI CAD UNIT
VGDTF - VANGUARD FNDS JPN ETF
QQJR.CAT - INVESCO NASDAQ NEXT GEN 100 IN CAD UNITS
ZXLK.CAT - BMO SPDR TECHNOLOGY SELECT SEL CAD UNITS
IGEO.CAT - IA CLARINGTON LOOMIS GLOBAL EQ ETF SERIES UNIT
UPMKF - UPM KYMMENE CORP
IUQFF - ISHARES IV PLC EDG MS ETF
KDDIF - KDDI CORP
FEUS - FlexShares ESG & Climate US Large Cap Core Index Fund
DXGE.CAT - DYNAMIC ACTIVE GLOBAL EQUITY UNITS
DXID.U.CAT - DYNAMIC ACTIVE INNOVATION AND UNHEDGED UNIT
IMSXF - ISHARES V PLC MSCI ETF
CMOM.B.CAT - CI U S ENHNCD MOMENTUM IDX ETF UNHEDGED COM UN
FKURF - FUJIKURA LTD ORD
HAPY - Harbor Human Capital Factor Unconstrained ETF
EDGE - MRBL Enhanced Equity ETF
ISVYF - ISHARES VII PLC EMU ETF
SNPV - Xtrackers S&P 500 Value Scored & Screened ETF
IHPCF - ISHARES PLC RES NL
QQEQ.F.CAT - INVESCO NASDAQ 100 EQL WEGT IN UNIT HEDGED CAD
AUGB.F.CAT - FIRST TR VEST US EQT BUFF ETF HEDGED UNIT
HTA.B.CAT - HARVEST TECH ACHIEVERS GROWTH CL B UNHDGD UNIT
IFRF.CAT - IA CLARINGTON FLOATING RATE IN UNIT SER ETF
FINT.CAT - FIRST TR INTL CAP STRENGTH ETF UNIT
BRCTF - BIOARCTIC AB AK B
NBGX - Neuberger Berman ETF Trust Neuberger Berman Growth ETF
HEQL.CAT - GLOBAL X ENHNC ALL-EQTY ASSET CLASS A UNITS
HLGE - Hartford Longevity Economy ETF
SVNLF - SVENSKA HANDELSBANKEN NEW
EWQQF - INVESCO MARKETS III ETF
ERIXF - ERICSSON (LM) TEL B
ZXM.CAT - CI MORNINGSTAR INTL MOMNTM IDX HEDGED COM UNIT
MSADF - MS&AD INS GRP HLDGS ORD
CINV.CAT - CI GLOBAL ALPHA INNOVATION ETF ETF CAD SER UNI
SEURF - SSGA SPDR ETFS EU 500
INAI.CAT - INVESCO MRNGSTAR GBL NXT GEN A CAD UNITS
CVLU.B.CAT - CI U S ENHANCED VALUE IDX ETF UNHEDGED COM UNI
RICFY - RECORDATI INDUST U/ADR
ARMU - T-REX 2X Long ARM Daily Target ETF
VFEAF - VANGUARD FUNDS EM MK ETF
ISRCF - ISHARES V PLC S&P INFO
CETFF - CS ETF MSCI ISHARES UCIT
ISVFF - ISHARES V PLC S&P 500
FAUS.CAT - FIDELITY ADVANCED U.S. EQUIT ETF SER UNITS
MVPL - Advisor Managed Portfolios Miller Value Partners Leverage ETF
DMEE.CAT - DESJARDINS EMERGING MARKETS E UNHEDGED UNITS
XMTIF - ISHARES VII PLC ETF
RUDC.U.CAT - RBC U.S. DIV COVERED CALL ETF USD UNITS
TTTX.CAT - GLOBAL X INNOVATIVE BLUECHIP T CLASS A UNITS
AIRL - Themes Airlines ETF
MZHOF - MIZUHO FINCL GRP INC ORD
CBCX.CAT - CI GALAXY BLOCKCHAIN INDEX ETF COM UNITS
LIFE.B.CAT - EVOLVE GLOBAL HEALTHCARE ENHAN UNHEDGED UNIT
XEXP.CAT - ISHARES EXPONENTIAL TEC INDEX CAD UNITS
ARLUF - ARISTOCRAT LEISURE ORD
SEPP - PGIM S&P 500 Buffer 12 ETF - September
VNGLF - VANGUARD FNDS PLC EUR ETF
CPLCF - ISHARES MSCI USA S/C UCIT
NOVB.F.CAT - FIRST TR VEST US EQT BUFF ETF HEDGED UNITS
TXF.B.CAT - CI TECH GIANTS COVRD CALL ETF UNHEDGED COM UNI
TXF.U.CAT - CI TECH GIANTS COVRD CALL ETF COM UNIT HGD USD
MGRO - VanEck Morningstar Wide Moat Growth ETF
LCLG - Advisors Series Trust Logan Capital Broad Innovative Growth ETF
KGS.CAV - KINGMAN MINERALS LTD COM NEW
LVOL - American Century Low Volatility ETF
PPIE - Putnam ETF Trust Putnam PanAgora ESG International Equity ETF
HALFF - HAL TRUST BEARER SHS B
IMSCF - ISHARES VII PLC MSCI JPN
GUNZ - Tuttle Capital Self Defense Index ETF
USNZ - DBX ETF Trust Xtrackers Net Zero Pathway Paris Aligned US Equity ETF
EKG - First Trust Nasdaq Lux Digital Health Solutions ETF
CDEI - Morgan Stanley ETF Trust Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF
ZXM.B.CAT - CI MORNINGSTAR INTL MOMNTM IDX UNHDGED COM UT
UCBJF - UCB SA NPV
ISTE.CAT - INVESCO S&P 500 ESG TILT INDEX CAD UNIT
JAMGF - TUKTU RES LTD
MTL.DB.CAT - MULLEN GROUP LTD 5.75 PCT DEBS
ZMID.U.CAT - BMO S&P US MID CAP INDEX ETF USD UNITS
BASE.B.CAT - EVOLVE GLOBAL MATLS MNG ENHANC UNHEDGED UNIT
DXG.U.CAT - DYNAMIC ACTIVE GLOBAL DIVID USD UNHEDGED
HECO - SPDR Galaxy Hedged Digital Asset Ecosystem ETF
BKFKF - BAKKAFROST PF ORD
ESPX.B.CAT - EVOLVE S&P 500 ENHNCD YIELD FD UNHEDGED ETF UN
QQEQ.CAT - INVESCO NASDAQ 100 EQL WEGT IN UNIT CAD
GVUS - Goldman Sachs ETF Trust Goldman Sachs MarketBeta Russell 1000 Value Equity ETF
BNK.PR.A.CAT - BIG BANC SPLIT CORP 6% PFD SHS
NGDN.CAT - LONGPOINT ETF CORP SAVVYSHORT GEARE
PZW.CAT - INVESCO RAFI GLOBAL SMALL MID UNIT CAD
VFPAF - VANGUARD FNDS PLC JPN ETF
IZIZF - ISHARES III PLC ACCUM
DLICY - DAI-ICHI LIFE HLDGS U/ADR
TRATF - TRATON SE INH O N
TGOPF - 3I GROUP ORD
QRET.CAT - MACKENZIE DEV MKTS RL EST INDX CAD UNIT
ISHOF - ISHARES III PLC SHS
ISVTF - ISHARES IV PLC USA ETF
APCOF - AMERICAN CRITICAL MINERAL
ZSML.F.CAT - BMO S&P US SMALL CAP INDEX ETF HEDGED UNITS
GIQG.CAT - GUARDIAN I3 GLOBAL QLT GRW ETF HEDGED ETF UNIT
QQQL.CAT - GLOBAL X ENHANCED NASDAQ-100 I CLASS A UNITS
IQD.B.CAT - CI WISDOMTREE INTL QLTY DIV GW NON HEDGD UNIT
BZZUY - BUZZI SPA UNSP/ADR
FMCX - FM Focus Equity ETF
IQSM - NYLI Candriam U.S. Mid Cap Equity ETF
LLYH.U.CAT - HARVEST ELI LILLY HIGH INCOM UNIT CL U
EXXRF - EXOR NV ORD
BCUCY - BRUNELLO CUCIN UNSP/ADR
MAKX - ProShares S&P Kensho Smart Factories ETF
QQJG - Invesco ESG NASDAQ Next Gen 100 ETF
CGJTF - CARGOJET INC VARIABLE VTG
SWDBF - SWEDBANK AB ORD
NINT.CAT - NBI ACTIVE INTL EQUITY ETF TR UNIT
CMAG.U.CAT - CI MUNRO ALTERNATV GBL GRWT FD ETF HDGD SR UNI
DVDN - ETF Opportunities Trust Kingsbarn Dividend Opportunity ETF
ICHGF - INTERCONTL HOTLS ORD NEW
VVWT - VIVA WORLD TRADE INC
CVOSF - COVEO SOLTINS INC SUB VTG
IFNNF - INFINEON TECHS AG
HOCFF - HOCHTIEF AG
BPS.PR.C.CAT - BROOKFIELD PPTY SPLIT CORP SR PFD SHS SER 4
DTGHF - DAIMLER TRUCK HLDG AG
OCTP - PGIM S&P 500 Buffer 12 ETF - October
VXM.B.CAT - CI MORNINGSTAR INTL VL IDX ETF UNHDGED COM UT
ISTE.F.CAT - INVESCO S&P 500 ESG TILT INDEX CAD HEDGED UNIT
RSNHF - RESONA HOLDINGS INC
RPDH.CAT - RBC QUANT EURO DIVID LEADERS C UNIT
MSFH.U.CAT - HARVEST MICROSOFT HIGH INCOME UNIT CL U
CFRHF - CIE FINANCIERE RICHMN NEW
PPEM - Putnam ETF Trust Putnam PanAgora ESG Emerging Markets Equity ETF
AGFMF - AGF MGMT LTD B
PUTD - Cboe Validus S&P 500 Dynamic PutWrite Index ETF
MNTL - Tema Neuroscience and Mental Health ETF
TECX.CAT - TD GBL TECHNOLOGY LEADERS CAD CAD UNIT
NHYM - NuShares ETF Trust Nuveen High Yield Municipal Income ETF
VERS - ProShares Trust ProShares Metaverse ETF
ISAPF - ISHARES PLC AC PTG ETF
FLYU - Bank of Montreal MicroSectors Travel 3x Leveraged ETN
HVAC - AdvisorShares Trust AdvisorShares HVAC and Industrials ETF
IVCGF - IVECO GROUP NV
GGM - Northern Lights Fund Trust II GGM Macro Alignment ETF
SRHQ - SRH U.S. Quality GARP ETF
FREKF - FREEE K K
ZUQ.U.CAT - BMO MSCI USA HIGH QLTY IDX ETF USD UNITS
RYLPF - ROYAL PHILLIPS NV ORD
PEVC - Pacer Funds Trust Pacer PE/VC ETF
TBFC - ETF Series Solutions The Brinsmere Fund Conservative ETF
ISVVF - ISHARES V PLC MSCI ACWI
UPGR - Xtrackers US Green Infrastructure Select Equity ETF
EMSQF - ISHARES IV USA MULT ETF
JAPN.B.CAT - CI JAPAN EQUITY INDEX ETF NON HEDGD UNIT
XCHP.CAT - ISHARES SEMICONDUCTOR INDEX ET CAD UNIT
HBIL.U.CAT - HAMILTON U.S. T-BILL YIELD USD UNHEDGED
VLVOF - VOLVO CAR AB SH AK
MTRX.CAT - GLOBAL X ARTIFICIAL INTELLIGE UNIT CL A
FDCE - Foundations Dynamic Core ETF
MUSC.CAT - MANULIFE MULTIFACTOR U S SMALL HEDGED UNIT
NIOIF - NIO INC CL A
EQCC.CAT - GLOBAL X ALL EQUITY ASSET ALLO UNIT CL A
RUBY.U.CAT - RBC US BKS YIELD INDEX ETF UNIT USD
MVPS - Amplify ETF Trust Amplify Thematic All-Stars ETF
FDWM - Fidelity Women's Leadership ETF
JPSWY - JAPAN STEEL WORKS ADR
QQQT.B.CAT - EVOLVE NASDAQ TECHNOLOGY INDEX UNHEDGED CAD
RYSE - Vest 10 Year Interest Rate Hedge ETF
BULD - Pacer BlueStar Engineering the Future ETF
KIGRY - KION GROUP AG UNSP/ADR
THUPY - THULE GROUP AB UNSP/ADR
SVNDF - SEVEN & I HLDGS CO LTD
TGAF.CAT - TRALUCENT GL ALT (LNG/SHRT) EQ CLASS E UNITS
CRWN.CAT - CROWN CAP PARTNERS INC
CARS.CAT - EVOLVE AUTOMOBILE INNOVATION I HEDGED UNIT
ZJPN.F.CAT - BMO JAPAN INDEX ETF HEDGED UNITS
FGGE.CAT - FRANKLIN GLOBAL GROWTH FUND UNIT
STMEF - STMICROELECTRONICS
SUMCF - SUMCO CORP ORD
EVTZF - EVERTZ TECHNOLOGIES LTD
FNCSF - NORTH AMER FINCL 15 SPLIT
IRESF - ISHARES CORE FTSE 100 ETF
TEKX - SPDR Galaxy Transformative Tech Accelerators ETF
GXPLF - GREENRIDGE EXPLORATIO INC
RBOT.U.CAT - GLOBAL X ROBOTICS AND AI INDEX ETF USD
PJBF - PGIM Jennison Better Future ETF
ZMT.CAT - BMO EQUAL WGT GBL BASE METALS CAD UNITS
ONEO - SPDR Russell 1000 Momentum Focus ETF
QHY.CAT - MACKENZIE US HGH YLD BOND INDX UNIT SERIES E
ATMU.CAT - BETAPRO EQL WGT CDN BNK 2X DLY ETF SHARES
LLHE.U.CAT - HARVEST ELI LILLY ENHANCED UNIT CL U
EHMEF - GOEASY LTD
HINKF - HEINEKEN N V REG
KOKU - Xtrackers MSCI Kokusai Equity ETF
XNAV - FundX Investment Trust FundX Aggressive ETF
JULP - PGIM S&P 500 Buffer 12 ETF - July
BELR - BELL ROSE CAPITAL INC
LQPE - Tidal Trust III PEO AlphaQuest Thematic PE ETF
NBDS - Neuberger Berman ETF Trust Neuberger Berman Disrupters ETF
HKMPY - HIKMA PHARMS PLC S/ADR
XHYT - BondBloxx ETF Trust BondBloxx USD High Yield Bond Telecom, Media & Technology Sector ETF

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