Screening Filters & Rationale
Market Cap ≥ $10 billion:
- Purpose: Focus on large-cap stocks for stability and market influence.
- Rationale: Large-cap stocks are more likely to exhibit overvaluation due to high investor demand and market attention.
High Beta:
- Purpose: Identify stocks with higher volatility and risk.
- Rationale: Overvalued stocks often exhibit high beta, reflecting speculative investor behavior and price swings.
P/E Ratio (TTM) ≥ 30:
- Purpose: Highlight stocks with high price-to-earnings ratios.
- Rationale: A P/E ratio above 30 suggests the stock may be priced excessively relative to its earnings.
P/S Ratio ≥ 10:
- Purpose: Focus on stocks with high price-to-sales ratios.
- Rationale: A P/S ratio above 10 indicates the stock price is significantly higher than its revenue, signaling potential overvaluation.
P/B Ratio ≥ 5:
- Purpose: Identify stocks with high price-to-book ratios.
- Rationale: A P/B ratio above 5 suggests the stock is trading at a premium compared to its book value, often a sign of overvaluation.
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.