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

TYNPF - NIPPON SANSO HLDGS CORP
GCHEF - GRUPO COMERCIAL CHED ORD
IHHSF - ISHARES III MSCI PAC UCIT
KNEVF - KINNEVIK AB AK B
KTRIF - KOOTENAY RES INC
ISQWF - ISHARES IV PVC MSCI ETF
VFEAF - VANGUARD FUNDS EM MK ETF
XMTIF - ISHARES VII PLC ETF
VFPAF - VANGUARD FNDS PLC JPN ETF
UPMKF - UPM KYMMENE CORP
ISVFF - ISHARES V PLC S&P 500
MINBY - MINEBEA MITSUMI INC U/ADR
NTOIF - NESTE OIL ORD
VNGLF - VANGUARD FNDS PLC EUR ETF
RICFY - RECORDATI INDUST U/ADR
USVN - US Treasury 7 Year Note ETF
STLJF - STELLA JONES INC
ISCBF - ISHARES PLC GLBL ETF
SUMCF - SUMCO CORP ORD
ISAPF - ISHARES PLC AC PTG ETF
KHNGF - KUEHNE & NAGEL INTL AG
EFAA - Invesco Actively Managed Exchange-Traded Fund Trus Invesco MSCI EAFE Income Advantage ETF
OCINF - OCI NV

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