Stocks with biggest losses

Screening Filters

1. market_cap ≥ 300,000,000 (≥ $300M)

   • Purpose: Focus on established, reasonably sized companies.
   • Rationale:
     • Very small/micro-cap stocks can have extreme one-day moves that are often illiquid, easily manipulated, or driven by one-off events.
     • By requiring a minimum market cap of $300M, the screener looks for “biggest losers” among more credible, institutionally investable names, which is usually what investors mean when they ask for stocks with major losses.

2. price ≥ 2

   • Purpose: Exclude ultra-low-priced “penny stocks.”
   • Rationale:
     • Penny stocks (sub-$1 or sub-$2) can show large percentage drops on tiny absolute moves (e.g., $0.50 to $0.25 is a 50% loss).
     • This filter keeps the focus on more meaningful declines in stocks with more stable price structures, instead of noise from thinly traded pennies.

3. volume ≥ 300,000 (shares per day)

   • Purpose: Ensure that the “biggest losers” are actually liquid and tradable.
   • Rationale:
     • Thinly traded stocks can show large price swings that don’t reflect broad market sentiment (one odd trade can move the price a lot).
     • A minimum average volume of 300k shares helps ensure that the large losses are occurring in actively traded stocks, making the results more relevant and actionable.

4. price_change_pct ≤ -10 (max = -10%)

   • Purpose: Capture stocks that have suffered significant losses over the selected period (typically 1 day).
   • Rationale:
     • Setting a maximum of -10% means only stocks that are down at least 10% (or more) will appear.
     • This directly aligns with “biggest losses”: you’re filtering out minor pullbacks and only highlighting names with genuinely large negative moves.

5. region = United States

   • Purpose: Limit results to U.S.-domiciled securities.
   • Rationale:
     • The user asked for “US stocks,” so this ensures the companies are based in or primarily listed in the U.S. market, excluding foreign markets.

6. list_exchange in [XNYS, XNAS, XASE] (NYSE, NASDAQ, NYSE American)

   • Purpose: Focus on major U.S. exchanges.
   • Rationale:
     • These are the primary U.S. equity exchanges where most investors trade.
     • Excluding OTC and other minor venues filters out many highly speculative or less transparent securities, leaving major listed stocks with verifiable data.

Why Results Match the Request

• The U.S. region and major exchange filters ensure you only see mainstream U.S. stocks.
• The price change ≤ -10% filter directly targets stocks with very large negative moves—i.e., “biggest losses.”
• The market cap, price, and volume filters refine the list so that those “biggest losers” are meaningful, liquid, and investable names rather than obscure, illiquid, or penny stocks whose big percentage drops are less informative.