Market Movers

Screening Filters

1. Market cap > $1B

   • Purpose: Focuses the screen on established, liquid stocks rather than very small companies.
   • Rationale: For “market movers,” a minimum market capitalization helps avoid thinly traded microcaps that can move wildly for reasons unrelated to broad market interest. This keeps the results centered on stocks that are large enough to be meaningful market participants.

2. Relative volume > 2.0

   • Purpose: Identifies stocks trading at least twice their normal activity.
   • Rationale: Market movers are typically names seeing unusual trading interest. Relative volume is one of the clearest signs that a stock is attracting attention, often due to news, earnings, analyst action, or strong momentum.

3. Monthly average dollar volume > $1M

   • Purpose: Ensures the stock is sufficiently liquid in dollar terms.
   • Rationale: This helps screen out illiquid names where price changes can be exaggerated by small trades. A higher average dollar volume makes the stock more tradable and more likely to be a true market mover rather than a low-activity outlier.

4. Price change pct between -100% and 100%

   • Purpose: Captures the full normal range of movers without excluding extreme gainers or decliners.
   • Rationale: Since the user is asking broadly for “market movers,” the screen should allow both rising and falling stocks. This wide range avoids filtering out big upside or downside moves while still keeping the query technically bounded.

5. Current volume > monthly average dollar volume

   • Purpose: Confirms that current trading activity is above the stock’s normal baseline.
   • Rationale: This is another way to verify that the stock is actively moving now. If current volume is above its average dollar volume benchmark, it reinforces that the name is experiencing a surge in interest and is more likely to be a genuine mover.

Why Results Match:

• The screen is built to find stocks with unusual activity, which is the core idea behind “market movers.”
• It combines liquidity filters with relative activity filters, so the results are both tradable and currently active.
• By allowing a broad price change range, it captures both big gainers and big losers, which are both relevant to the concept of market movers.
• Together, these filters help isolate stocks that are large enough to matter, liquid enough to trade, and active enough to be moving now.