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

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

Stocks

SWOBY - Swedish Orphan Biovitrum AB Unsponsored ADR
INVMF - INVESCO MARKETS S&P ETF A
MART.CAT - GLOBAL X INVESTMENTS CANADA IN EQUAL WEIGHT CA
ISBNF - ISHARES V PLC DEC 30 ETF
ISELF - ISHARES IV ELCT VHCLS DR
XEXP.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES EXPONENT
IMSEF - ISHARES II PLC MSCI ETF
SBUL.CAT - NINEPOINT PARTNERS LP SILVER BULLION F
IIREF - ISHARES MSCI WORLD ORD
QINF.CAT - MACKENZIE FINL CORP GLOBAL INFRASTRU
IDOWF - ISHARES VII PLC DJI ETF
IHRMF - ISHARES MSCI JPN ORD
RID.U.CAT - RBC GLOBAL ASSET MGMT INC. QUANT EAFE DIVID
PBI.B.CAT - PURPOSE INVESTMENTS INC BEST IDEAS CUR
VFPAF - VANGUARD FNDS PLC JPN ETF
IVVPF - ISHARES VII PLC ETF IEON
AMZH.U.CAT - HARVEST PORTFOLIOS GROUP INC. AMAZON HIGH INCO
NSCI - NuShares ETF Trust Nuveen Securitized Income ETF
AMCCF - AMCOR PLC CDI
BDGIF - Badger Infrastructure Solutions Ltd
IHREF - iShares III Plc Accumulation Shares
KNGC.CAT - BROMPTON FUNDS LTD. CDN CASH FLOW KI
MORE.CAT - MACKENZIE FINL CORP CORE RESOURCES E
ADDHY - Addtech AB Unsponsored ADR Class B
ZUQ.U.CAT - BMO ASSET MANAGEMENT INC. MSCI USA HIGH QU
SHMXY - Shimadzu Corporation Unsponsored ADR
IRRRF - ISHARES III PLC CORE ETF
QXM.CAT - CI MORNINGSTR NTL BK QUBEC IDX MORNINGSTAR NAT
CETFF - CS ETF MSCI ISHARES UCIT
LIFE.U.CAT - EVOLVE FUNDS GROUP INC. GLOBAL HEALTHCAR
PHYMF - ISHARES PHYCL MTLS ETF 25
LLYH.U.CAT - HARVEST PORTFOLIOS GROUP INC. ELI LILLY HIGH I
SUHE.CAT - HARVEST PORTFOLIOS GROUP INC. SUNCOR ENHANCED
IFLO - VictoryShares International Free Cash Flow ETF
CEQT.CAT - CI GLOBAL ASSET MGMT INC. EQUITY ASSET ALL
BMW.CAT - BAYERISCHE MOTOREN WERKE A G CDR CIBC REG S
MEDX.CAT - GLOBAL X INVESTMENTS CANADA IN EQUAL WEIGHT GL
VGFPF - VANGUARD FNDS S&P ETF
VGDTF - VANGUARD FNDS JPN ETF
BFIN.CAT - BROMPTON FUNDS LTD. NORTH AMERN TR
CCCB.CAT - CANADIAN IMPERIAL BANK OF COMM CANADIAN BANKS
IIVPF - ISHARES IV PLC AUTO ROBTC
ESGC.CAT - INVESCO S&P/TSX COMPST ESG IDX UNIT CAD
GBUL.CAT - NINEPOINT PARTNERS LP GOLD BULLION FD
ICTE.CAT - INVESCO CANADA LTD S&P/TSX COMPOSIT
FDL.CAT - FT PORTFOLIOS CANADA CO MORNINGSTAR DIVI
ISTE.CAT - INVESCO CANADA LTD S&P 500 ESG TILT
NZUS - State Street SPDR MSCI USA Climate Paris Aligned ETF
EVMNY - Evolution Mining Limited Unsponsored ADR
RPD.U.CAT - RBC GLOBAL ASSET MGMT INC. QUANT EUROPEAN D
ISVYF - ISHARES VII PLC EMU ETF
VFDEF - VANGUARD FDS FTSE DEV EUR
ZHU.CAT - BMO ASSET MANAGEMENT INC. EQUAL WEIGHT US
MULC.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR U.S.
ZXM.CAT - CI GLOBAL ASSET MGMT INC. MORNINGSTAR INTE
QBCRF - Quebecor Inc. Class B
TLV.CAT - INVESCO CANADA LTD S&P/TSX COMPOSIT
XTOT.U.CAT - ISHARES CORE S&P TOTAL U S STK USD UNIT
CHTH - CNL Healthcare Properties, Inc.
IFCZF - Intact Financial Corporation
MHDC.CAT - MACKENZIE FINL CORP CANADIAN HIGH DI
CPTFF - XTRACKERS IE PLC ETF
ISVFF - iShares V Plc S&P 500 Health Care Sector Ucits ETF (ireland) Exchange
HFN.CAT - HAMILTON CAPITAL PARTNERS INC CDN FINANCIALS I
ISRUF - ISHARES V PLC EX TRDED FD
IHCNF - ISHARES VII PLC MSCI CAN
PWQQF - INVESCO MKTS III PLC ETF
BLKXF - ISHARES IV PLC MSC US ETF
SMNS.CAT - SIEMENS A G CDR CIBC REG S
IHPCF - ISHARES PLC RES NL
USSL.CAT - GLOBAL X INVESTMENTS CANADA IN ENHANCED S&P 50
IRESF - ISHARES CORE FTSE 100 ETF
SNPV - Xtrackers S&P 500 Value Scored & Screened ETF
ISMCF - ISHARES MSCI US UCITS ETF
SMAX.U.CAT - HAMILTON CAPITAL PARTNERS INC US EQ YIELD MAXM
QRET.CAT - MACKENZIE FINL CORP DEVELOPED MARKET
AMHE.U.CAT - HARVEST PORTFOLIOS GROUP INC. AMAZON ENHANCED
CALL.U.CAT - EVOLVE FUNDS GROUP INC. US BANKS ENHANCE
CBUG.CAT - CI GLOBAL ASSET MGMT INC. DIGITAL SECURITY
EXETF - Extendicare Inc.
ZWB.U.CAT - BMO ASSET MANAGEMENT INC. COVERED CALL CAN
OBYCF - Obayashi Corporation
XTMWF - XTRACKERS MSCI WRLD EX
ISGPF - ISHARES V PLC GOLD PROD
ERIXF - Telefonaktiebolaget LM Ericsson Class B
JBARF - Julius Baer Gruppe AG
ZVC.CAT - BMO ASSET MANAGEMENT INC. MSCI CANADA VALU
FRVWY - Friedrich Vorwerk Group SE Unsponsored ADR
UBNK.CAT - GLOBAL X INVESTMENTS CANADA IN EQUAL WEIGHT U.
DPSTF - Deutsche Post AG
XMTIF - iShares Vii Plc Exchange Trade
HHL.B.CAT - HARVEST HEALTHCARE LEADERS IN CL B UNHDGD UNIT
BNKL.CAT - GLOBAL X INVESTMENTS CANADA IN ENHANCED EQUAL
ISUUF - ISHARES IV PLC ULSHT ETF
CADNF - Cascades Inc.
SUHI.CAT - NINEPOINT PARTNERS LP SUNCOR HIGHSHARE
CWIN.CAT - HAMILTON CAPITAL PARTNERS INC CHAMPINS ENH CDN
ALRG - Allspring Exchange-Traded Funds Trust Allspring LT Large Core ETF
EMLAF - Empire Co Ltd Class A
ISRZF - ISHARES II PLC ETF
FCCQ.CAT - FIDELITY INVESTMENT CDA ULC CANADIAN HIGH QU
ISHOF - ISHARES III PLC SHS
CCDBF - CCL Industries Inc. Class B
XETM.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES S&P/TSX
CCBD.CAT - CI GLOBAL ASSET MGMT INC. U.S. AGGREGATE B
CUDC.CAT - CIBC ASSET MANAGEMENT INC US HIGH DIV COVE
ZXLV.CAT - BMO ASSET MANAGEMENT INC. SPDR HEALTH CARE
XAW.U.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES CORE MSC
MINT.B.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR DEVE
IHSRF - ISHARES VI S&P 500 ETF
MULC.B.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR U.S.
CHRRF - Chorus Aviation Inc.
FHH.CAT - FT PORTFOLIOS CANADA CO ALPHADEX U S ETF
MCLC.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR CANA
LDRX - SGI Enhanced Market Leaders ETF
ROG.CAT - ROCHE HLDGS AG BASEL CDR CIBC REG S
KONMY - KONAMI Group Corporation Unsponsored ADR
EMES - Harbor ETF Trust Harbor Emerging Markets Select ETF
USCL - iShares Climate Conscious & Transition MSCI USA ETF
VRGFF - VANGUARD FUNDS UST ETF
HXF.CAT - GLOBAL X INVESTMENTS CANADA IN S&P/TSX CAPPED
CDEI - Morgan Stanley ETF Trust Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF
JAVA.CAT - JPMORGAN ASSET MANAGEMENT (CAN US VALUE ACTIVE
NXGPY - Next plc Unsponsored ADR
ETQ - T-Rex 2X Inverse Ether Daily Target ETF
VALT.U.CAT - CI GLOBAL ASSET MGMT INC. GOLD BULLION FUN
NXF.B.CAT - CI ENERGY GIANTS CVRD CALL ETF COM UNT UNHEDGE
SEURF - SSGA SPDR ETFS EU 500
PPIE - Putnam ETF Trust Putnam PanAgora ESG International Equity ETF
ALZ.CAT - ALLIANZ SE CDR CIBC REG S
PXC.CAT - INVESCO RAFI CANADIAN INDEX E RAFI CANADIAN I
ZGRN.CAT - BMO ASSET MANAGEMENT INC. MSCI ACWI PARIS
CTEF - Castellan Targeted Equity ETF
OTGL - OTG Latin America ETF
NBJP - Neuberger Berman ETF Trust Neuberger Berman Japan Equity ETF
MNS.U.CAT - ROYAL CDN MINT CDN SVR RESERVES ETR USD
XUSF.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES S&P U.S.
CANL.CAT - GLOBAL X INVESTMENTS CANADA IN ENHANCED S&P/TS
RUDC.U.CAT - RBC GLOBAL ASSET MGMT INC. U.S. DIVIDEND CO
VNGLF - VANGUARD FNDS PLC EUR ETF
TULV.CAT - TD ASSET MANAGEMENT INC. Q U.S. LOW VOLAT
CHRI - Global X S&P 500 Christian Values ETF
ZLU.U.CAT - BMO ASSET MANAGEMENT INC. LOW VOLATILITY U
SSDRF - SSGA SPDR ETFS EUROPE I
JAPAF - Japan Tobacco Inc.
XML.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES MSCI MIN
MTRAF - Metro Inc.
ISRHF - iShares V Plc S&P Energy Sector Ucits ETF (ireland) Exchange Traded Fu
MEQT.CAT - MACKENZIE FINL CORP ALL-EQUITY ALLOC
GIES.CAT - GUARDIAN CAPITAL LP INTL EQUITY SELE
ICAE.CAT - INVESCO CANADA LTD S&P/TSX CANADIAN
LLHE.U.CAT - HARVEST PORTFOLIOS GROUP INC. ELI LILLY ENHANC
PXU.F.CAT - INVESCO RAFI U.S. INDEX ETF RAFI U.S. INDEX
BUFI - AB International Buffer ETF
DVSP - WEBs SPY Defined Volatility ETF
MNXT.CAT - MACKENZIE FINL CORP BLUEWATER NEXT G
MCON.CAT - MACKENZIE FINL CORP CONSERVATIVE ALL
FRCOF - FAST RETAILING CO., LTD.
FDWM - Fidelity Women's Leadership ETF
CGIFF - Chemtrade Logistics Income Fund
BENZ.CAT - MERCEDES BENZ GROUP AG CDR CIBC REG S
FINGF - Finning International Inc.
BLCK.CAT - FIRST TR IDX INV TRNX PROC ETF UNIT
AAV.DB.CAT - ADVANTAGE ENERGY LTD 5.00 PCT DEBS
FXM.CAT - CI GLOBAL ASSET MGMT INC. MORNINGSTAR CANA
IMSXF - ISHARES V PLC MSCI ETF
MCSM.CAT - MANULIFE INVESTMENT MGMT LTD. MULTIFACTOR CANA
ZVU.CAT - BMO ASSET MANAGEMENT INC. MSCI USA VALUE I
MMSMY - Mitsui Kinzoku Co., Ltd. Unsponsored ADR
TDOC.U.CAT - TD ASSET MANAGEMENT INC. GLOBAL HEALTHCAR
IVSXF - Investor AB Class A
IPSEY - Ipsen SA Sponsored ADR
DLMAF - Dollarama Inc.
VFEAF - VANGUARD FUNDS EM MK ETF
SGSOF - SGS SA
PXS.CAT - INVESCO CANADA LTD RAFI U.S. INDEX
IUQFF - ISHARES IV PLC EDG MS ETF
ISVVF - ISHARES V PLC MSCI ACWI
GUROF - GURU Organic Energy Corp
ISHWF - ISHARES MSCI WLD QTY ETF
ASLV - Allspring Exchange-Traded Funds Trust Allspring Special Large Value ETF
DMQC.CAT - DESJARDINS INVESTMENTS INC. DESJARDINS QUEBE
FHI.B.CAT - CI GLOBAL ASSET MGMT INC. HEALTH CARE GIAN
HOCFF - HOCHTIEF Aktiengesellschaft
ISVBF - ISHARES IV PLC CHINA ETF
MSDD - GraniteShares 2x Short MSTR Daily ETF
PHE.B.CAT - PURPOSE INVESTMENTS INC TACTICAL HEDGED
AFOS - ARS Focused Opportunity Strategy ETF
ISAPF - ISHARES PLC AC PTG ETF
PLDR - Putnam Sustainable Leaders ETF
ABHI.CAT - NINEPOINT PARTNERS LP BARRICK HIGHSHAR
DRFU.CAT - DESJARDINS INVESTMENTS INC. RI USA MULTIFACT
ULVM - VictoryShares US Value Momentum ETF
CAMZF - Camino Minerals Corporation
HFG.CAT - HAMILTON CAPITAL PARTNERS INC GLOBAL FINANCIAL
RGBM.CAT - LONGPOINT ASSET MGMT INC. RETURN STACKED G
HZNOF - Dexterra Group, Inc.
ONEQ.CAT - CI GLOBAL ASSET MGMT INC. GLOBAL CORE PLUS
CEQY.CAT - CIBC ASSET MANAGEMENT INC ALL EQUITY ETF P
FEBB.F.CAT - FT PORTFOLIOS CANADA CO VEST U S EQ FEB
CSTWF - CONSTELLATION ACQ CRP WTS
LIFE.B.CAT - EVOLVE FUNDS GROUP INC. GLOBAL HEALTHCAR
KILO.U.CAT - PURPOSE GOLD BULLION FD US ETF UNCR HD
MURMF - Murchison Minerals Ltd
MAVF - EA Series Trust Matrix Advisors Value ETF
IEMXF - ISHARES VI MSCI WLD ETF
TFNS - T. Rowe Price Financials ETF
HCA.CAT - HAMILTON CAPITAL PARTNERS INC CDN BK MEAN REVI
SAPIF - Saputo Inc.
AAFRF - Airtel Africa Plc
PIPE - Invesco SteelPath MLP & Energy Infrastructure ETF
DIVL - Madison ETFs Trust Madison Dividend Value ETF
DXR.CAT - 1832 ASSET MANAGEMENT LP DYNAMIC RETIREME
QQJG - Invesco Exchange-Traded Fund Trust II
ZZZD.CAT - BMO TACTICAL DIVID ETF FD UNIT
GSKH - Precidian ETFs Trust GSK plc ADRhedged
VLVCY - Volvo Car AB Unsponsored ADR Class B
AIBRF - AIB Group plc
BNCDY - Banca Mediolanum SpA Unsponsored ADR
ISVUF - ISHARES IV PLC MCSI USA
ZXLK.F.CAT - BMO ASSET MANAGEMENT INC. SPDR TECHNOLOGY
TURF - T. Rowe Price Natural Resources ETF
GSISF - Genesis Minerals Limited
QQQL.CAT - GLOBAL X INVESTMENTS CANADA IN ENHANCED NASDAQ
KELTF - Kelt Exploration Ltd.
ESG.F.CAT - INVESCO CANADA LTD S&P 500 ESG INDE
TECH.U.CAT - EVOLVE FUNDS GROUP INC. FANGMA INDEX ETF
IPCFF - International Petroleum Corp. (British Columbia)
BLCR - iShares Large Cap Core Active ETF
ZDY.U.CAT - BMO US DIVID ETF USD UNIT
NOVB.F.CAT - FT PORTFOLIOS CANADA CO VEST U S EQUITY
XCV.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES CANADIAN
ISGAF - ISHARES III AGG BD ETF
DUKX - Ocean Park International ETF
INOC.CAT - GLOBAL X INVESTMENTS CANADA IN INOVESTOR CANAD
QDXH.CAT - MACKENZIE FINL CORP INTERNATIONAL EQ
GWLIF - Great-West Lifeco Inc.
NSTL.CAT - NESTLE S A CDR CIBC REG S
HEWB.CAT - GLOBAL X INVESTMENTS CANADA IN EQUAL WEIGHT CA
XMI.CAT - BLACKROCK ASSET MANAGEMENT CA ISHARES MSCI MIN

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