Screening Filters
Market Cap ≥ $1,000,000,000 (≥ $1B)
- Purpose: Focus on larger, more established companies.
- Rationale:
- High trading volume in micro- or nano-cap names can be very erratic, news-driven, or even manipulation-prone.
- By requiring at least $1B market cap, the screener emphasizes liquid, institutionally followed names where “high volume” is more meaningful and less likely to be a one-off anomaly.
Price ≥ $5
- Purpose: Exclude penny stocks and very low-priced shares.
- Rationale:
- Low-priced stocks can show big volume spikes on small dollar flows, which can be misleading.
- A minimum price threshold helps ensure that high volume reflects genuine investor interest rather than speculative or promotional trading in penny stocks.
Today’s Volume ≥ 20,000,000 shares
- Purpose: Directly capture stocks with very high absolute trading volume today.
- Rationale:
- Your question is about “high trading volume today.” This filter explicitly sets a high bar for shares traded, so only heavily traded names appear.
- 20M shares is a strong absolute volume figure for most stocks, indicating significant liquidity and activity.
Relative Volume (Rel Vol) ≥ 3
- Purpose: Capture stocks trading at least 3× their normal volume.
- Rationale:
- Absolute volume alone can miss interesting names: a mega-cap might always trade 20M+ shares without anything unusual happening.
- Relative volume compares today’s volume to the stock’s recent average (e.g., 10/30-day average). A value ≥ 3 means today’s activity is unusually high for that specific stock, flagging genuine volume surges.
Why Results Match Your Question
- The volume ≥ 20M filter directly targets stocks with high raw trading activity today.
- The relative volume ≥ 3 filter ensures those names are not just normally active, but experiencing an unusually high spike in volume today compared with their typical behavior.
- The market cap ≥ $1B and price ≥ $5 filters refine the list to more liquid, higher-quality names where high volume is more likely tied to meaningful catalysts (earnings, news, sector moves) rather than noise.
This list is generated based on data from one or more third party data providers. It is provided for informational purposes only by Intellectia.AI, and is not investment advice or a recommendation. Intellectia does not make any warranty or guarantee relating to the accuracy, timeliness or completeness of any third-party information, and the provision of this information does not constitute a recommendation.