Screening Filters
quarter_price_change_pct (min: 10%):
- Purpose: To identify ETFs that have experienced significant price appreciation in the most recent quarter.
- Rationale: A high quarterly price change percentage suggests that the ETF is in demand and may be trading at a premium due to strong investor interest or favorable market conditions.
annual_dividend_yield (min: 3%):
- Purpose: To ensure the ETFs selected provide a reasonable level of income through dividends.
- Rationale: ETFs with higher dividend yields are often perceived as more attractive to income-focused investors, which can contribute to higher demand and, consequently, a premium valuation.
expense_ratio (max: 0.5%):
- Purpose: To filter for ETFs with low management fees.
- Rationale: Low expense ratios are appealing to investors because they reduce the cost of holding the ETF, which can increase demand and potentially lead to a premium valuation.
Why Results Match:
- The quarter_price_change_pct filter ensures that the ETFs selected have recently experienced strong price performance, which is often a sign of high demand and a potential premium.
- The annual_dividend_yield filter targets ETFs that offer attractive income potential, which can make them more desirable to investors and contribute to a premium valuation.
- The expense_ratio filter ensures that the ETFs are cost-efficient, which is a key factor for many investors and can drive demand, further supporting a premium price.
Together, these filters aim to identify ETFs that are likely trading at a premium due to a combination of strong recent performance, attractive income potential, and cost efficiency.
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.