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

ISMCF - ISHARES MSCI US UCITS ETF
MULC.B.CAT - MANULIFE MULTIFACTR US LRG CAP UNHEDGED UNIT
SDZXF - SANDOZ GROUP AG
IHREF - ISHARES III PLC ACCU SHS
QUU.U.CAT - MACKENZIE US LRGE EQT INDX ETF UNIT USD
NUMI - NuShares ETF Trust Nuveen Municipal Income ETF
TEC.U.CAT - TD GLOBAL TECH LEADERS IDX ETF USD UNITS
QRET.CAT - MACKENZIE DEV MKTS RL EST INDX CAD UNIT
HGRW.CAT - GLOBAL X GROWTH ASSET ALLC ETF CLASS A UNITS
INCM.U.CAT - ACCELERATE DIVERSF CREDIT INC FD ETF USD
IHRMF - ISHARES MSCI JPN ORD
IIVPF - ISHARES IV PLC AUTO ROBTC
CARK - The Advisors Inner Circle Fund II CastleArk Large Growth ETF
IRRRF - ISHARES III PLC CORE ETF
NZUS - SPDR MSCI USA Climate Paris Aligned ETF
ZSML.U.CAT - BMO S&P US SMALL CAP INDEX ETF USD UNITS
QQEQ.F.CAT - INVESCO NASDAQ 100 EQL WEGT IN UNIT HEDGED CAD
LEAD.B.CAT - EVOLVE FUTURE LEADERSHIP FUND UNHEDGD ETF UNIT
IMSEF - ISHARES II PLC MSCI ETF
GEND - Spinnaker ETF Series Genter Capital Dividend Income ETF
ZXLI.CAT - BMO SPDR INDUSTRIALS SELECT SE CAD UNITS
PWQQF - INVESCO MKTS III PLC ETF
GIQU.CAT - GUARDIAN I3 US QLTY GROWTH FD HEDGED ETF UNITS
XETM.CAT - ISHARES S&P/TSX ENERGY TRANSI CAD UNIT

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