Stock Screener: Stocks - 20 Day Winners by Volatility

Description

This list shows which stocks have moved up 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 increases.  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

SWOBY - Swedish Orphan Biovitrum AB Unsponsored ADR
INVMF - INVESCO MARKETS S&P ETF A
XAIXF - XTRACKERS AI ETF 1C
MART.CAT - GLOBAL X INVESTMENTS CANADA IN EQUAL WEIGHT CA
QINF.CAT - MACKENZIE FINL CORP GLOBAL INFRASTRU
ISELF - ISHARES IV ELCT VHCLS DR
SUHE.CAT - HARVEST PORTFOLIOS GROUP INC. SUNCOR ENHANCED
IDOWF - ISHARES VII PLC DJI ETF
VGDFF - VANGUARD FUNDS PLC UST ET
SBUL.CAT - NINEPOINT PARTNERS LP SILVER BULLION F
AMZH.U.CAT - HARVEST PORTFOLIOS GROUP INC. AMAZON HIGH INCO
MEDX.CAT - GLOBAL X INVESTMENTS CANADA IN EQUAL WEIGHT GL
AMCCF - AMCOR PLC CDI
IHRMF - ISHARES MSCI JPN ORD
SHMXY - Shimadzu Corporation Unsponsored ADR
LLYH.U.CAT - HARVEST PORTFOLIOS GROUP INC. ELI LILLY HIGH I
MORE.CAT - MACKENZIE FINL CORP CORE RESOURCES E
IHREF - iShares III Plc Accumulation Shares
BMW.CAT - BAYERISCHE MOTOREN WERKE A G CDR CIBC REG S
QXM.CAT - CI MORNINGSTR NTL BK QUBEC IDX MORNINGSTAR NAT
EVMNY - Evolution Mining Limited Unsponsored ADR
VFPAF - VANGUARD FNDS PLC JPN ETF
IFLO - VictoryShares International Free Cash Flow ETF
EQLT.CAT - INVESCO CANADA LTD S&P/TSX 60 EQUAL

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