Stock Screener: Stocks - 20 Day Winners by Volatility

Description

This list shows which stocks have moved up 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 increases.  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

To see similar trading opportunities in our real-time product, use the filters listed below.  Click on an icon for more information.

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

Stocks

SSEHF - SSGA SPDR ETF EU S&P HLT
XETM.CAT - BLACKROCK ASSET MGMT CDA LTD ISHARES S&P/TSX
ZJPN.F.CAT - BMO ASSET MANAGEMENT INC. JAPAN INDEX ETF
SGACF - SSGA SPDR ETF EUR ACC ET
IHRMF - ISHARES MSCI JPN ORD
IIREF - ISHARES MSCI WORLD ORD
IDOWF - ISHARES VII PLC DJI ETF
IMSEF - ISHARES II PLC MSCI ETF
ESPX.U.CAT - EVOLVE FUNDS GROUP INC. UNHEDGED ETF
QQCE.F.CAT - INVESCO CANADA LTD ESG NASDAQ 100 I
ISCRF - ISHARES PLC ETF GLBL
ESGC.CAT - INVESCO S&P/TSX COMPST ESG IDX UNIT CAD
CTEF - Castellan Targeted Equity ETF
ISVBF - ISHARES IV PLC CHINA ETF
ZDY.U.CAT - BMO US DIVID ETF USD UNIT
MULC.B.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR U.S.
HULC.U.CAT - GLOBAL X US LRG CAP IND CORP CL ETF USD
CIEM.U.CAT - CI GLOBAL ASSET MGMT INC. EMERGING MARKETS
BLKXF - ISHARES IV PLC MSC US ETF
XEMC.CAT - BLACKROCK ASSET MGMT CDA LTD ISHARES MSCI EME
PHYMF - ISHARES PHYCL MTLS ETF 25

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