Monday, December 05, 2005

Scan: 20-Day Winners by Volatility

We publish a series of free, end-of-day scans that are meant to attract new potential subscribers to our realtime service. However this information is helpful to more than potential subscribers, they can be used to great benefit by existing subscribers who want a feel for the long term trends affecting the opportunities they'll see in realtime during the day.

The Bottom Line
Know in advance what stocks are likely to be very volatile to the upside based on the price movement over the last 20 days - anytime.

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.

20-Day Winners by Volatility

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