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

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

CHYCY - Chiyoda Corp. Unsponsored ADR
NWWCF - New China Life Insurance Co., Ltd. Class H
XAIXF - XTRACKERS AI ETF 1C
ZWZZT - NASDAQ TEST STOCK
SURYY - Sumitomo Realty & Development Co., Ltd. Unsponsored ADR
IHREF - ISHARES III PLC ACCU SHS
WJRYF - West Japan Railway Company
CMAG - Corgi ETF Trust I
IRRRF - ISHARES III PLC CORE ETF
PWQQF - INVESCO MKTS III PLC ETF
INVMF - INVESCO MARKETS S&P ETF A
VGFPF - VANGUARD FNDS S&P ETF
PHYMF - ISHARES PHYCL MTLS ETF 25
IMSEF - ISHARES II PLC MSCI ETF
ISRCF - ISHARES V PLC S&P INFO
TTBKF - 2020 Bulkers Ltd.
CETFF - CS ETF MSCI ISHARES UCIT
BLKXF - ISHARES IV PLC MSC US ETF
ISGPF - ISHARES V PLC GOLD PROD
OBYCF - Obayashi Corporation

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