Your credit score can go up or down as a result of changes to your report, that's why changing your address can have a negative impact.
Staying at the same address for a long time is viewed as a sign of stability, which is why changing your address can cause your score to drop. The longer you’re at the same address, the more trustworthy you’ll appear to lenders.
It's really important to make sure that all of your financial accounts have been updated with your new address, as if they're registered to a previous one, this could be affecting your score too.