Screening Filters & Rationale
Relative Volatility (min: 1.2):
- Purpose: Identify stocks with volatility significantly higher than the market average.
- Rationale: A relative volatility above 1.2 indicates the stock's price movements are more pronounced, aligning with the user's interest in high-volatility stocks.
Beta (HighRisk):
- Purpose: Focus on stocks with high beta values, which measure sensitivity to market movements.
- Rationale: High beta stocks are typically more volatile, making them suitable for high-risk, high-reward strategies.
Weekly Average Turnover (min: 1,000,000):
- Purpose: Ensure selected stocks have sufficient liquidity for active trading.
- Rationale: High turnover indicates strong trading activity, reducing the risk of illiquidity in volatile stocks.
Weekly Price Change Percentage (min: 5%):
- Purpose: Highlight stocks with significant price fluctuations over the past week.
- Rationale: A minimum 5% weekly price change ensures the stocks exhibit the desired level of short-term 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.