Screening Filters & Rationale
Market Cap (min: $1,000,000,000):
- Purpose: Focus on stocks with substantial market capitalization to ensure liquidity and stability.
- Rationale: Larger companies tend to have higher trading volumes, making them more accessible for high-volatility strategies.
Relative Volume (min: 0.8):
- Purpose: Identify stocks with significant trading activity relative to their average.
- Rationale: Higher relative volume often indicates increased investor interest, which can drive price volatility.
Beta (ModerateRisk, HighRisk):
- Purpose: Target stocks with moderate to high sensitivity to market movements.
- Rationale: Stocks with higher beta values are more volatile, aligning with the goal of finding high-volatility investments.
Weekly Average Turnover (min: $1,000,000):
- Purpose: Ensure the stock has sufficient trading activity to support frequent price changes.
- Rationale: High turnover indicates active trading, which is often associated with price volatility.
Weekly Price Change Percentage (min: 0.5%):
- Purpose: Focus on stocks with notable weekly price fluctuations.
- Rationale: A minimum price change percentage ensures the stock exhibits the desired level of volatility.
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.