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

CHYCY - Chiyoda Corp. Unsponsored ADR
NWWCF - New China Life Insurance Co., Ltd. Class H
ZWZZT - NASDAQ TEST STOCK
WJRYF - West Japan Railway Company
SURYY - Sumitomo Realty & Development Co., Ltd. Unsponsored ADR
OBYCF - Obayashi Corporation
DQJCF - Pan Pacific International Holdings Corporation
IVBUF - ISHARES IV PLC BTECH
IISGF - ISHARES II PLC GLBAL INFR
XINRY - Xinyuan Real Estate Co. Ltd. Sponsored ADR
IHSZF - ISHARES MSCI LTAM UCIT
NBRKF - NEW BREAK RESOURCES LTD
CHHQF - CHINA HONGQIAO GRP ORD
DTPKF - Directa Plus Plc
PHYMF - ISHARES PHYCL MTLS ETF 25
BMBLF - Brambles Limited
ISRZF - ISHARES II PLC ETF
MHEYF - Maha Capital AB Class A
IMATF - ISHARES V ETF S&P MSTERLS
TIPB - Northern Trust 2035 Inflation-Linked Distributing Ladder ETF
ISGPF - ISHARES V PLC GOLD PROD
SNNRF - Sunrise Communications AG Class A

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