Biggest loser in stock market this week

Screening Filters

1. list_exchange: ['XNYS', 'XNAS', 'XASE']

   • Purpose: Limit results to major U.S. exchanges (NYSE, NASDAQ, AMEX).
   • Rationale:
     • The user asked for the “biggest loser in the US stock market,” which in practical terms usually refers to stocks listed on the main U.S. exchanges, not OTC or foreign markets.
     • Focusing on XNYS (NYSE), XNAS (NASDAQ), and XASE (AMEX) ensures we’re looking at widely followed, properly regulated U.S. stocks, where price data and liquidity are more reliable.

2. week_price_change_pct: {'max': '-20'}

   • Purpose: Find stocks that are down at least 20% over the past week.
   • Rationale:
     • “Biggest loser” implies very large negative performance over the week.
     • Setting a maximum of -20% filters out mild pullbacks and focuses on stocks that have had a substantial drop.
     • Among these, you would then look for the most negative weekly change (the largest loss) to identify the “biggest loser.”

3. market_cap: {'min': '300000000'}

   • Purpose: Exclude very small / micro-cap companies, keep results to more established names (≥ $300M market cap).
   • Rationale:
     • Tiny micro-caps can have extreme percentage moves on low volume and may not represent what most people mean by “biggest loser in the US stock market.”
     • A minimum market cap helps focus on companies that are large enough to be more broadly relevant and less prone to random, illiquid price spikes or crashes.

4. monthly_average_dollar_volume: {'min': '200000'}

   • Purpose: Ensure the stocks trade with a reasonable level of liquidity.
   • Rationale:
     • Very illiquid stocks can show huge percentage moves based on a few small trades, which can be misleading.
     • A minimum average dollar volume (e.g., $200,000 per month) helps ensure the price action reflects real market interest and that the large weekly loss is meaningful, not just a data artifact or a single odd trade.

Why Results Match the User’s Intent

• The exchange filter localizes the search to major U.S. listed stocks, aligning with “US stock market.”
• The weekly performance filter captures large negative moves, surfacing candidates for “biggest loser.”
• The market cap and liquidity filters help ensure we’re talking about significant, tradeable companies, not obscure, thinly traded micro-caps whose price swings may not be representative.

Together, these filters produce a set of sizable, reasonably liquid U.S. stocks that have had very sharp declines over the past week, from which the “biggest loser” can be identified by ranking them by the most negative weekly price change.