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

ZHEXF
ISPHF
VNCUF
MGLUY
SWZCF
GXXM
IMSIF
ISRZF
NIOIF
ISRHF
ISGPF
PHYMF
BRLL
WJRYF
NEXNY
ERIXF
SYAXF
IMSEF
BOTY
CUBT
AUKUF
SSLLF
LGMK
ELUXY
ISVBF
FFMR
PRBEF
VLPNY
IMPJY
FLTLF
IHSZF
YAYO
KRFG
SSUMF
MNTHY
GTEH
XNAV
RTPPF
NHYKF
ISHFF
AMVMF
MLLGF
UMICF
DTGHF
NRES
IHCNF
YRAIF
TMXXF
BTRN
DCMT
HBIA
ENAKF
SISXF
CGHLY
VXLLF
BKISF
PRYMF
USCA
ENZN
LWSCF
OZSC
TRCTF
ATGFF
AMUB
GNNDY
VERS
DTEGF
KEAT
BAIDF
SHERF
IISBF
WTSHF
MDPL
CGECF
MOGLF
LEGT
FECCF
PWER
TGSNF
IPCFF
TOUBF
CULMF
SCTBY
FLYD
PMOIF
PPTDF
TLPFF
ERMAY
RUSMF
FDMDF
SOHOO
NRSAF
THUPY
MOTO
NRSDY
BIS
MALRY
USE
BFLBY
JMPLY
BPZZF
BOWFF
JAPAF
MUSQ
SHBBF
HMNTY
RDFEF
IMPUF
AHODF
AIIXY
CLIX
NITE
FINGF
PSYTF
SCPPF
USCL
AAUKF
INVMF
VLVCY
PXJ
MAWHY
SXQG
EXPGF
BHLL
SLTCY
FRRPF
AETHF
PLDR
XCOR
ARRRF
BEPTF
BAMXF
LDNXF
TTBKF
SMTGY
BHPLF
PXI
MJDLF
NNWWF
THNPY
CCNR
SRBIF
STOSF
GSISF
AMSSY
DEFI
ANIOY
STHRF
TOSRF
SKYI
BFFAF
PBTP
IDGT
BMXMF
ZSB
MRETF
WEICF
NULGF
JINFF
SHRY
HTWSF
SNYNF
SPND
AGRPY
AKRBY
NFLP
TRGEF
DBP
YUEIY
GRLF
FORTY
SAPIF
TLPFY
SHTLF
TPZEF
PYZ
DFE
PUMXF
BHKLY
ATUUF
CGJTF
SSXU
HLMAF
TNABF
OILSF
TNGRF
LIMAF
CAZGF
SIJ
TRRVF
CRNLF
RNRG
AAPY
EMDV
HKXCF
ISSHF
MODVF
NOKBF
MEQYF
MGROF
CLOD
SBB
STMEF
XPP
DELKY
ASGLY
DKDRF
CTYMF
WRTBF
KXSCF
FLSA
TOLWF
CDDRF
SNLAY
AVNV
MZHOF
UNBLF
AFFU
KELTF
TVAVF
IPOAF
JCHI
MI
VARRY
NEMKY
ZSHGY
SUUIF
MMTLF
PTRRY
AKRBF
YZCAY
TKRFF
SOHON
BLMIF
MITFY
FMCKO
TBFC
LEFUF
URE
TMVWY
XJNGF
VODPF
NCPCF
GLCNF
PSTVY
BGAOY
SITIY
USREF
ECORF
BTGOF
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