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

IMSIF
ZXLI.CAT
DHI.CAT
VVSMF
ICCB.CAT
NUIF
IISGF
ZXLR.F.CAT
AARTY
BNC.CAT
IMSXF
CAMC
BGC.CAT
GPAEF
QXM.CAT
ZWB.T.CAT
XLUX
NBCU.CAT
ISSZF
GIUS.CAT
SMAL
YUNG
MHDC.CAT
ISHOF
NASO
COMU.CAT
ACLZ
GIGC.CAT
PAYM.CAT
XSHU.CAT
HRNNF
ERIXF
AV
CLML.U.CAT
CHHQF
BFIN.CAT
QBCRF
ISGAF
AMEM
SSEUF
TRVL.CAT
TSCV
TRVI.CAT
XMF.A.CAT
CLNFF
SSDRF
DUSG
VGFPF
ISRWF
AVGC
SAEF
MART.CAT
TLF.U.CAT
HFN.CAT
UBNK.CAT
SCDS
PUL
DLMAF
HBDV.CAT
TLV.CAT
MCAD.CAT
GTOC
QINF.CAT
CFIN.CAT
ZWB.U.CAT
XDRV.CAT
SCDV
RCTR.CAT
EQGPF
ULV.F.CAT
CCCB.CAT
RBCU.CAT
PAYU.CAT
BDGIF
ISUPF
HTA.B.CAT
BGU.U.CAT
BITI.U.CAT
CRED
FGSM.CAT
CARS.B.CAT
WATS
ISDMF
RBLD
TYYY
IGBSF
STMEF
XCBU.CAT
EIFZF
TUED.U.CAT
CCBD.CAT
LWSCF
CUTL.CAT
STLJF
TUEX.CAT
ZXLI.F.CAT
HXF.CAT
AIQD
CALL.B.CAT
ZXLU.F.CAT
BZZ
DMID.CAT
HUBL.CAT
SMTEF
ACSV
XCBU.U.CAT
TTES.CAT
VRC
GPDNF
RYHI.CAT
TMVE
ICGAF
XAD.CAT
IDBFF
TCLV.CAT
DQJCF
TPLX
AEMS
CGRE.CAT
OBYCF
ZXLU.CAT
QFF
ISBNF
TWMIF
JPST.CAT
UNIY
CHNA.B.CAT
TSTX.CAT
MALJF
NTIOF
DMQC.CAT
TMTNF
WSMD
MUSD.U.CAT
FBX
ULVM
ABLS
XSTP.U.CAT
PWRS.CAT
CMGG.U.CAT
LCLG
PAYI.CAT
PHR.CAT
WELL.DB.CAT
ISZXF
FRRPF
ICAE.CAT
UZAPF
CWSRF
BGU.CAT
EMLAF
FHG.CAT
PSCI
MLLGF
YOKE
SMCO
WFSTF
XMTIF
CIFC
RYHE.CAT
JETU
BUDFF
PAVE.CAT
PAVE.U.CAT
LEAD
APMI
UPGR
SGRD.CAT
DRES
POWA
XFLB.CAT
ORXCF
IRGRF
NBDS
CMRF
CMAG.U.CAT
ZFC.CAT
GIDY.CAT
BGDV
EWQQF
FOJCF
BPZZF
TXF.B.CAT
EXETF
TCLB.CAT
BCHI
AZO.CAT
IRO.CAV
XAGI
MUMC.CAT
GLRA.PR.A.CAT
BDRAF
ZXLR.CAT
SSLLF
DDWWF
CGRB.CAT
EPSB
DXG.U.CAT
FNCSF
MISVF
AIMS
REIT.CAT
ELEEF
TOTDF
FGMCU
FEMD
RMBX
ZIC.U.CAT
LIMAF
ZDIV.CAT
CUDC.CAT
FTGFF
VCISF
CMAR.CAT
FNMFO
ASHR.CAT
RKX
EPSV
FGOV.CAT
HVOL.CAT
TSRS
CDNAF
KTWIY
RNECF
RTH
CBUMF
AGFMF
RHUHF
CMPGF
ACLLF
NOC.CAT
UTIL.CAT
ZIN.CAT
AIIXY
XFLI.U.CAT
DOCK
FLYU
FNCTF
FINGF
CTEF
SHWDY
UXI
IREC
KEYG
MCDIF
QQQT.U.CAT
DNNG
UPSG
CDUAF
MOG.B
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