Top aftermarket movers

Screening Filters

1. region: ['United States']

   • Purpose: Limit results to U.S.-listed stocks.
   • Rationale:
     You asked for “after-market movers in the US stock market,” so we restrict the universe to U.S. securities. This ensures all names trade on U.S. venues and reflect U.S. after-hours activity and news flow.

2. list_exchange: ['XNYS', 'XNAS', 'XASE'] (NYSE, Nasdaq, NYSE American/AMEX)

   • Purpose: Focus on major U.S. exchanges.
   • Rationale:
     These are the primary U.S. stock exchanges where most liquid, widely followed names trade. Excluding OTC and pink sheet stocks helps avoid illiquid or lower-quality names whose after-hours moves may be erratic, unreliable, or hard to trade in size.

3. market_cap: {'min': '100000000'} (≥ $100M)

   • Purpose: Exclude micro-cap and nano-cap stocks.
   • Rationale:
     Very small companies can show wild percentage swings after hours on tiny volume, which may not be meaningful or tradable. A $100M minimum market cap focuses on companies that are at least somewhat established and more likely to have real, news-driven after-hours moves that matter to most investors.

4. price: {'min': '0.5', 'max': '1000'}

   • Purpose: Filter out extreme low-priced “penny stocks” and ultra-expensive names.
   • Rationale:
     • Min price $0.50: Keeps out sub-penny or ultra-low-price stocks where a tiny tick can look like a huge percentage move, distorting “top movers” lists.
     • Max price $1000: Removes very high-priced names where small percentage changes can be large in dollar terms but may not reflect the kind of movers users typically look for.
       This band keeps the focus on more “normal” trading ranges where percentage moves are easier to interpret.

5. post_market_price_change: {'min': '-100', 'max': '-3'}

   • Purpose: Capture the biggest after-hours decliners (large negative movers).

   • Rationale:

     • This filter looks specifically at post-market (after-hours) price performance, which directly targets the “after-market movers” you asked about.
     • The range from -100% to -3% means we keep stocks that are down at least 3% after hours, up to a theoretical max of -100%.
     • This effectively focuses on “top negative movers” — the names dropping the most in after-hours trading, typically due to earnings, guidance cuts, regulatory news, or other events.

     Note: This focuses on losers, not gainers. If you also wanted top after-hours gainers, the equivalent filter would look for positive post-market price changes.

6. post_market_dollar_volume: {'min': '20000'}

   • Purpose: Ensure the after-hours moves are supported by meaningful trading activity.
   • Rationale:
     A minimum of $20,000 in after-hours dollar volume filters out moves based on just a few small trades. This way, the listed “movers” have enough post-market liquidity that the price action is more likely to be real and relevant, not just a single odd print.

Why Results Match Your Request

• The use of post-market-specific metrics (post_market_price_change and post_market_dollar_volume) directly targets stocks that are actively moving after regular trading hours, aligning with “after-market movers.”
• The U.S. region and major exchange filters ensure all results are from the core U.S. stock market, matching your geographic focus.
• The market cap, price, and liquidity thresholds remove illiquid, ultra-speculative, or distorted names so that the list highlights meaningful, tradable after-hours movers, specifically those with significant negative moves in the U.S. after-market session.