Screening Filters & Rationale
Revenue TTM (Trailing Twelve Months) > 1:
- Purpose: Ensures the selected stocks have generated at least some revenue in the past year.
- Rationale: This filter eliminates companies with no revenue, focusing on operational businesses.
Beta (LowRisk, HighRisk):
- Purpose: Includes both low and high beta stocks to capture a mix of stability and volatility.
- Rationale: This allows for diversification based on risk tolerance and market sensitivity.
Month Price Change % > 0:
- Purpose: Identifies stocks with positive price momentum over the past month.
- Rationale: Positive momentum may indicate seasonal trends or improving market sentiment.
Quarter Price Change % > 0:
- Purpose: Focuses on stocks with positive performance over the last quarter.
- Rationale: This highlights stocks with sustained upward trends, aligning with seasonal patterns.
Is Index Component (GSPC, NDX):
- Purpose: Limits the selection to stocks included in major indices like S&P 500 or NASDAQ 100.
- Rationale: Ensures the stocks are well-established and widely tracked by investors.
Tickers:
- Purpose: Filters for specific stocks that meet the above criteria.
- Rationale: Provides a curated list of stocks that align with seasonal trends and the applied filters.
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.