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

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

PRXRF - USD ETF NON CCY HEDG UTS
XLYI - Select Sector SPDR Trust (The) The Consumer Discretionary Select Sector SPDR Premium Income Fund
WILWY - Wallenius Wilhelmsen ASA Unsponsored ADR
ISVBF - ISHARES IV PLC CHINA ETF
SADMF - Gold Strike Resources Corp.
UPMKF - UPM-Kymmene Oyj
ISRUF - ISHARES V PLC EX TRDED FD
EMLAF - Empire Co Ltd Class A
LTCEF - Lotus Creek Exploration, Inc.
CPTFF - XTRACKERS IE PLC ETF
ADDHY - Addtech AB Unsponsored ADR Class B
IFLO - VictoryShares International Free Cash Flow ETF
CHTH - CNL Healthcare Properties, Inc.
VGFPF - VANGUARD FNDS S&P ETF
SSDRF - SSGA SPDR ETFS EUROPE I
IEMXF - ISHARES VI MSCI WLD ETF
DRAY - Tidal Trust II YieldMax DKNG Option Income Strategy ETF
PIPE - Invesco SteelPath MLP & Energy Infrastructure ETF
MSADF - MS&AD Insurance Group Holdings, Inc.
APYRF - Allied Properties Real Estate Investment Trust
BLKXF - ISHARES IV PLC MSC US ETF

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