Common copy number variations (CNVs) [1] are small regions of genomic variations at the same loci across multiple samples, which can be detected with high resolution from next-generation sequencing (NGS) technique. Multiple sequencing data samples are often available from genomic studies; examples include sequences from multiple platforms and sequences from multiple individuals. By integrating complementary information from multiple data samples, detection power can be potentially improved. However, most of current CNV detection methods often process an individual sequence sample, or two samples in an abnormal versus matched normal study; researches on detecting common CNVs across multiple samples have been very limited but are much needed. In this paper, we propose a novel method to detect common CNVs from multiple sequencing samples by exploiting the concurrency of genomic variations in read depth signals derived from multiple NGS data. We use a penalized sparse regression model to fit multiple read depth profiles, based on which common CNV identification is formulated as a change-point detection problem. Finally, we validate the proposed method on both simulation and real data, showing that it can give both higher detection power and better break point estimation over several published CNV detection methods.