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

QDXH.CAT - MACKENZIE INTL EQITY INDEX ETF UNIT SER E
TYNPF - NIPPON SANSO HLDGS CORP
LIFE.U.CAT - EVOLVE GLOBAL HEALTHCARE ENHAN USD UNHEDGED
RPDH.CAT - RBC QUANT EURO DIVID LEADERS C UNIT
GCHEF - GRUPO COMERCIAL CHED ORD
HREU.CAT - BETAPRO EQL WGT CDN REIT2X DLY ETF SHS
IHHSF - ISHARES III MSCI PAC UCIT
ZHU.CAT - BMO EQUAL WEIGHT US HC IDX ETF CAD UNITS
KNEVF - KINNEVIK AB AK B
KTRIF - KOOTENAY RES INC
BGC.CAT - BRISTOL GATE CNTRD CDN EQT ETF TR UNIT
ISQWF - ISHARES IV PVC MSCI ETF
MPC.C.CAT - MADISON PAC PPTYS INC CL C NON VTG
VFEAF - VANGUARD FUNDS EM MK ETF
ZGLD.U.CAT - BMO GOLD BULLION ETF USD UNITS
XMTIF - ISHARES VII PLC ETF
XEMC.CAT - ISHARES MSCI EMG MKTS EX CHINA UNIT
VFPAF - VANGUARD FNDS PLC JPN ETF
HXDM.U.CAT - HORIZONS INTL DEV MKTS EQTY IDX USD ETF
UPMKF - UPM KYMMENE CORP
ISVFF - ISHARES V PLC S&P 500
BASE.B.CAT - EVOLVE GLOBAL MATLS MNG ENHANC UNHEDGED UNIT
MINBY - MINEBEA MITSUMI INC U/ADR

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