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.

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Min Change from 20 Day SMA
Max Change from 20 Day SMA

Stocks

GEND - Spinnaker ETF Series Genter Capital Dividend Income ETF
SDZXF - SANDOZ GROUP AG
FOUR.CAT - HORIZONS IND 4.0 INDEX ETF UNIT CL A
ISRVF - ISHARES V PLC HFG ETF
ISMCF - ISHARES MSCI US UCITS ETF
IHHSF - ISHARES III MSCI PAC UCIT
ISVBF - ISHARES IV PLC CHINA ETF
IMSEF - ISHARES II PLC MSCI ETF
GIES.CAT - GUARDIAN INTERNATIONAL EQUITY ETF UNITS
IHREF - ISHARES III PLC ACCU SHS
MCDS - JPMorgan Fundamental Data Science Mid Core ETF
SGACF - SSGA SPDR ETF EUR ACC ET
NZUS - SPDR MSCI USA Climate Paris Aligned ETF
IDOWF - ISHARES VII PLC DJI ETF
ZSML.U.CAT - BMO S&P US SMALL CAP INDEX ETF USD UNITS
PYF.B.CAT - PURPOSE PREMIUM YIELD FUND ETF NCURY HEDG
DXF.CAT - DYNAMIC ACTIVE GLOBAL FINANCI UNIT
IHRMF - ISHARES MSCI JPN ORD
DXGE.CAT - DYNAMIC ACTIVE GLOBAL EQUITY UNITS
IRRRF - ISHARES III PLC CORE ETF
QRET.CAT - MACKENZIE DEV MKTS RL EST INDX CAD UNIT
VMXXF - VALHALLA METALS INC
IIVPF - ISHARES IV PLC AUTO ROBTC
CPTFF - XTRACKERS IE PLC ETF
CMOM.B.CAT - CI U S ENHNCD MOMENTUM IDX ETF UNHEDGED COM UN
LEAD.B.CAT - EVOLVE FUTURE LEADERSHIP FUND UNHEDGD ETF UNIT
VGDTF - VANGUARD FNDS JPN ETF
BLKXF - ISHARES IV PLC MSC US ETF
ISVYF - ISHARES VII PLC EMU ETF
VFAWF - VANGUARD FNDS WRLD ETF
CVLU.CAT - CI U S ENHANCED VALUE IDX ETF HEDGED COM UNITS
GIQU.CAT - GUARDIAN I3 US QLTY GROWTH FD HEDGED ETF UNITS
ISQWF - ISHARES IV PVC MSCI ETF
VFPAF - VANGUARD FNDS PLC JPN ETF
PWQQF - INVESCO MKTS III PLC ETF
HLGE - Hartford Longevity Economy ETF
NDIV.CAT - NBI CANADIAN DIVIDEND INCM ETF TR UNIT
IMSXF - ISHARES V PLC MSCI ETF
IVVPF - ISHARES VII PLC ETF IEON
ISHOF - ISHARES III PLC SHS
VGFPF - VANGUARD FNDS S&P ETF
IVBUF - ISHARES IV PLC BTECH
ISRWF - ISHARES II PLC ORD IRELAN
RUQP.CAT - RBC TARGET 2027 U S CORP BD ET CAD UNITS
ISRPF - ISHARES PLC RES NL ORD
SEURF - SSGA SPDR ETFS EU 500
SSDRF - SSGA SPDR ETFS EUROPE I
ZXLE.CAT - BMO SPDR ENERGY SELECT SEC CAD UNITS
SNPV - Xtrackers S&P 500 Value Scored & Screened ETF
XCBU.CAT - ISHARES US IG CORP BD INDX ETF CAD UNIT
QQJR.CAT - INVESCO NASDAQ NEXT GEN 100 IN CAD UNITS
DXBB.CAT - DYNAMIC ACTIVE BOND ETF UNIT
VFEAF - VANGUARD FUNDS EM MK ETF
CETFF - CS ETF MSCI ISHARES UCIT
SSEEF - SSGA SPDR ETFS EUR I PLC
RUDC.U.CAT - RBC U.S. DIV COVERED CALL ETF USD UNITS
QRNNF - AURIZON HOLDINGS LTD
IRESF - ISHARES CORE FTSE 100 ETF
ISRHF - ISHARES V PLC S&P ENERGY
IEMXF - ISHARES VI MSCI WLD ETF
BLOV.CAT - BROMPTON NRTH AMER LW VLTY DIV UNIT
DXET.CAT - DYNAMIC ACTIVE ENRGY EVLTN ETF UNIT
MTL.DB.CAT - MULLEN GROUP LTD 5.75 PCT DEBS
ISVTF - ISHARES IV PLC USA ETF
CEQT.CAT - CI EQUITY ASSET ALLOCATION ETF COMMON UNITS
IHSRF - ISHARES VI S&P 500 ETF
XMTIF - ISHARES VII PLC ETF
LVOL - American Century Low Volatility ETF
QINF.CAT - MACKENZIE GBL INFRSTRCTURE IDX UNIT
DUKX - Ocean Park International ETF
CARS.CAT - EVOLVE AUTOMOBILE INNOVATION I HEDGED UNIT
IZIZF - ISHARES III PLC ACCUM
DIVL - Madison ETFs Trust Madison Dividend Value ETF
IHPCF - ISHARES PLC RES NL
CARK - The Advisors Inner Circle Fund II CastleArk Large Growth ETF
IUQFF - ISHARES IV PLC EDG MS ETF
QQEQ.CAT - INVESCO NASDAQ 100 EQL WEGT IN UNIT CAD
ZXLK.CAT - BMO SPDR TECHNOLOGY SELECT SEL CAD UNITS
ICAE.CAT - INVESCO S&P/TSX CDN DIV ARISTO CAD UNITS
ISTE.CAT - INVESCO S&P 500 ESG TILT INDEX CAD UNIT
ETC.U.CAT - EVOLVE CRYPTOCURRENCIES ETF UNHGD UNITS USD
TRATF - TRATON SE INH O N
VRGFF - VANGUARD FUNDS UST ETF
DRFU.CAT - DESJARDINS RI USA MULTFCTR NET UNIT
AUGP - PGIM S&P 500 Buffer 12 ETF - August
BFIN.CAT - BROMPTON NORTH AMERN FINANCIAL CAD UNITS
HGRW.CAT - GLOBAL X GROWTH ASSET ALLC ETF CLASS A UNITS
ISVFF - ISHARES V PLC S&P 500
SSEUF - SSGA SPDR ETF EU II RUSSL
NBGX - Neuberger Berman ETF Trust Neuberger Berman Growth ETF
UPMKF - UPM KYMMENE CORP
CCNS.CAT - CIBC CONSERVATIVE FXD INC POOL ETF SER UNIT
CPLCF - ISHARES MSCI USA S/C UCIT
IUMF.F.CAT - INVESCO RUSSELL 1000 DYNAMIC M CAD HEDGED UNIT
TBFC - ETF Series Solutions The Brinsmere Fund Conservative ETF
MGRO - VanEck Morningstar Wide Moat Growth ETF
PAYL.CAT - GLOBAL X LONG-TERM GOVERNMENT UNIT CL A
EGIF.CAT - EXEMPLAR GROWTH & INCOME FD SER ETF UNIT
RUSB.U.CAT - RBC SHORT TERM U S CORPORATE B UNIT
ZEAT.CAT - BMO GLOBAL AGRICULTURE ETF CAD UNITS
KNGU.CAT - BROMPTON U S CASH FLOW KINGS E CAD UNITS
UNIY - WisdomTree Voya Yield Enhanced USD Universal Bond Fund
DXBU.CAT - DYNAMIC ACTIVE US INVESTMENT UNITS
ISRCF - ISHARES V PLC S&P INFO
JBARF - JULIUS BAER GRUPPE NAMEN
STHH - STMicroelectronics NV ADRhedged
USCL - iShares Climate Conscious & Transition MSCI USA ETF
GIQU.B.CAT - GUARDIAN I3 US QLTY GROWTH FD UNHDGD ETF UNITS
FEUS - FlexShares ESG & Climate US Large Cap Core Index Fund
IQSM - NYLI Candriam U.S. Mid Cap Equity ETF
ZXLC.CAT - BMO SPDR COMMUNICATION SERVICE CAD UNITS
IFRF.CAT - IA CLARINGTON FLOATING RATE IN UNIT SER ETF
ERIXF - ERICSSON (LM) TEL B
IMATF - ISHARES V ETF S&P MSTERLS
ISAPF - ISHARES PLC AC PTG ETF
ZHU.CAT - BMO EQUAL WEIGHT US HC IDX ETF CAD UNITS
TEC.U.CAT - TD GLOBAL TECH LEADERS IDX ETF USD UNITS
ISVIF - ISHARES VII PLC 7 10Y GVT
ISSZF - ISHARES V PLC S&P UTL ETF
BRCTF - BIOARCTIC AB AK B
ISRUF - ISHARES V PLC EX TRDED FD
HFN.CAT - HAMILTON CANADIAN FI UNIT CL E
CCBD.CAT - CI U.S. AGGREGATE BOND COVERED HEDGED COM UNIT
ISVVF - ISHARES V PLC MSCI ACWI
TMH - Toyota Motor Corporation ADRhedged
HRIF.CAT - HARVEST DIVERSIFIED EQTY INCM UNIT CL A
MTRX.CAT - GLOBAL X ARTIFICIAL INTELLIGE UNIT CL A
VNGLF - VANGUARD FNDS PLC EUR ETF
DMEE.CAT - DESJARDINS EMERGING MARKETS E UNHEDGED UNITS
ISCBF - ISHARES PLC GLBL ETF
PPEM - Putnam ETF Trust Putnam PanAgora ESG Emerging Markets Equity ETF
DCC.CAT - DESJARDINS 1-5 YR LADDERED CDN CAD UNHEDGED UN
SEPP - PGIM S&P 500 Buffer 12 ETF - September
ONEO - SPDR Russell 1000 Momentum Focus ETF
GEME - Pacific North of South EM Equity Active ETF
RUBY.U.CAT - RBC US BKS YIELD INDEX ETF UNIT USD
ULVM - VictoryShares US Value Momentum ETF
NXF.U.CAT - CI ENERGY GIANTS CVRD CALL ETF COM UNIT HGD US
ENB.PR.Z.CAT - ENBRIDGE INC PREF SER 4
EWQQF - INVESCO MARKETS III ETF
BKIV - BNY Mellon Innovators ETF
ISTE.F.CAT - INVESCO S&P 500 ESG TILT INDEX CAD HEDGED UNIT
UCBJF - UCB SA NPV
PZW.F.CAT - INVESCO RAFI GLOBAL SMALL MID HEDGED UNIT
HBIG.CAT - HARVEST BALANCED INCOME & GROW CL A UNITS
TQSM.U.CAT - TD Q US SMALL MID CAP EQUITY UNIT USD
BGU.U.CAT - BRISTOL GATE CCTRTD US EQT ETF USD TR UNIT
GRCC.CAT - GLOBAL X GROWTH ASSET ALLL COV CLASS A UNITS
FCMI.CAT - FIDELITY CDN MNTLY HI INCM ETF UNIT SER L
ISUPF - ISHARES II FTSE US PR ETF
DVDN - ETF Opportunities Trust Kingsbarn Dividend Opportunity ETF
TMDV - ProShares Russell US Dividend Growers ETF
CINV.CAT - CI GLOBAL ALPHA INNOVATION ETF ETF CAD SER UNI
CBIN.CAT - CI BLNCD INCM AST ALLOCATION E COMMON UNITS
CMGG.U.CAT - CI MUNRO GLOBAL GROWTH EQTY FD ETF US HEDGED S
XUDV - Franklin Templeton ETF Trust Franklin U.S. Dividend Multiplier Index ETF
SAPH - SAP SE ADRhedged
LLYH.U.CAT - HARVEST ELI LILLY HIGH INCOM UNIT CL U
JHAC - John Hancock Exchange-Traded Fund Trust John Hancock Fundamental All Cap Core ETF
TIPS.CAT - BMO US TIPS INDEX ETF SERIES ETF UNITS
CVLU.B.CAT - CI U S ENHANCED VALUE IDX ETF UNHEDGED COM UNI
NUMI - NuShares ETF Trust Nuveen Municipal Income ETF
AMUB - ETRACS Alerian MLP Index ETN Series B due July 18, 2042
XDU.U.CAT - ISHARES CORE MSCI US QTY DIV I UNIT USD
DXEM.CAT - DYNAMIC ACTIVE EMRGNG MKTS ETF UNIT
JAMGF - TUKTU RES LTD
NBET - Neuberger Berman Energy Transition & Infrastructure ETF
MULC.B.CAT - MANULIFE MULTIFACTR US LRG CAP UNHEDGED UNIT
QSB.CAT - MACKENZIE CDN SHORT TRM BD IDX UNIT SER E
LRND - NYLI U.S. Large Cap R&D Leaders ETF
ISHBF - ISHARES IV PLC ST ETF
QUU.U.CAT - MACKENZIE US LRGE EQT INDX ETF UNIT USD
MSADF - MS&AD INS GRP HLDGS ORD
CHGX - Stance Sustainable Beta ETF
HPF.U.CAT - HARVEST ENERGY LEADERS PLUS UNIT CL U
CBCX.CAT - CI GALAXY BLOCKCHAIN INDEX ETF COM UNITS
PBNV - PGIM S&P 500 Buffer 20 ETF - November
OCTP - PGIM S&P 500 Buffer 12 ETF - October
SWIN.CAT - HAMILTON CHAMPIONS ENHANCED U CAD HEDGED UNITS
CBGR.CAT - CI BLNCD GRWTH AST ALLOCATION COMMON UNITS
HECO - SPDR Galaxy Hedged Digital Asset Ecosystem ETF
LCLG - Advisors Series Trust Logan Capital Broad Innovative Growth ETF
EQCC.CAT - GLOBAL X ALL EQUITY ASSET ALLO UNIT CL A
BBLB - JPMorgan BetaBuilders U.S. Treasury Bond 20+ Year ETF
SWDBF - SWEDBANK AB ORD
FMCX - FM Focus Equity ETF
UPGR - Xtrackers US Green Infrastructure Select Equity ETF
CVAR - Cultivar ETF
ZIN.CAT - BMO EQUAL WEIGHT INDUSTRIALS I CAD UNITS
JARLF - JARDINE MATHESON HLDG ORD
INAI.CAT - INVESCO MRNGSTAR GBL NXT GEN A CAD UNITS
ISZXF - ISHARES VII PLC 3-7 TR BD
IQSHF - ISHARES PLC CP BD INT ETF
KDDIF - KDDI CORP
PJFM - PGIM Jennison Focused Mid-Cap ETF
HTA.B.CAT - HARVEST TECH ACHIEVERS GROWTH CL B UNHDGD UNIT
FMCE - Northern Lights Fund Trust IV FM Compounders Equity ETF
JDCMF - JD.COM INC
QQEQ.F.CAT - INVESCO NASDAQ 100 EQL WEGT IN UNIT HEDGED CAD
PEPS - Parametric Equity Plus ETF
NGPE.CAT - NBI GLOBAL PRIVATE EQUITY ETF UNIT
MVPL - Advisor Managed Portfolios Miller Value Partners Leverage ETF
ZXLP.CAT - BMO SPDR CONSUMER STAPLES SEL CAD UNITS
RUDC.CAT - RBC U.S. DIV COVERED CALL ETF CAD UNITS
MOTE - VanEck Morningstar ESG Moat ETF
FINC.CAT - FORSTRONG GLOBAL INCOME ETF ETF UNITS
NOVB.F.CAT - FIRST TR VEST US EQT BUFF ETF HEDGED UNITS
RYLPF - ROYAL PHILLIPS NV ORD
HCON.CAT - GLOBAL X CONSERVATIVE ASSET AL UNIT CL A
PZW.CAT - INVESCO RAFI GLOBAL SMALL MID UNIT CAD
ESIX - SSGA Active Trust SPDR S&P SmallCap 600 ESG ETF
PLDR - Putnam Sustainable Leaders ETF
AIRL - Themes Airlines ETF
GAEM - Simplify Exchange Traded Funds Simplify Gamma Emerging Market Bond ETF
HBIE.CAT - HARVEST BALANCED INCOME & GROW UNIT CL A
FAUS.CAT - FIDELITY ADVANCED U.S. EQUIT ETF SER UNITS
IHSFF - ISHARES $ TIPS UCIT ETF
USE - USCF ETF Trust USCF Energy Commodity Strategy Absolute Return Fund
FDCE - Foundations Dynamic Core ETF
DECP - PGIM S&P 500 Buffer 12 ETF - December
PXC.CAT - INVESCO RAFI CANADIAN INDEX E CAD UNIT
DPSTF - DEUTSCHE POST AG
TXSS - Texas Capital Texas Small Cap Equity Index ETF
ISMJF - ISHARES VII PLC MSCI PAC
TXUG - Thornburg International Growth Fund ETF
ZXLI.CAT - BMO SPDR INDUSTRIALS SELECT SE CAD UNITS
VFUUF - VANGUARD FUNDS NO ETF
IMSCF - ISHARES VII PLC MSCI JPN
BNPQF - BNP PARIBAS ORD
ISVUF - ISHARES IV PLC MCSI USA
GUNZ - Tuttle Capital Self Defense Index ETF
XML.CAT - ISHARES MSCI MULTIFCTR USA IDX UNIT
FGGE.CAT - FRANKLIN GLOBAL GROWTH FUND UNIT
WCEO - Hypatia Women CEO ETF
LQPE - Tidal Trust III PEO AlphaQuest Thematic PE ETF
FSST - Fidelity Sustainable U.S. Equity ETF

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