Screening Filters
Market Cap ≥ $2,000,000,000
- Purpose: Focus on larger, more established companies.
- Rationale:
- You’re looking for “top losers” to consider buying, which usually implies a preference for stocks where a sharp drop could be a temporary setback rather than a sign of existential risk.
- A minimum $2B market cap excludes micro- and small-cap names that can be extremely volatile, illiquid, and more prone to permanent capital loss.
Volume ≥ 1,000,000 shares (today)
- Purpose: Ensure the stocks are actively traded and easy to enter/exit.
- Rationale:
- “Top losers today” are typically high-activity names; setting a volume floor ensures the drop is happening with meaningful participation, not on thin or random trading.
- Higher liquidity usually means tighter spreads and lower transaction costs, making them more practical to trade if you want to buy now.
RSI Category: Moderate or Oversold
- Purpose: Capture stocks that are either approaching or already in “oversold” technical territory.
- Rationale:
- As a buyer of big losers, you typically want names that may be due for a technical bounce or at least are not in overbought conditions.
- Including “moderate” plus “oversold” lets you see:
- Oversold: potentially capitulation or panic selling.
- Moderate: meaningful declines without the stock being technically stretched to extremes yet, which can sometimes indicate a healthier reset rather than a collapse.
Price Change % ≤ -5% (today)
- Purpose: Identify significant losers on the day.
- Rationale:
- “Top losers” implies a sizable drop, not a small -1% move.
- A maximum of -5% (i.e., stock is down at least 5%) filters for names that are meaningfully red on the session and likely among the worst performers on major exchanges.
Region: US
- Purpose: Restrict results to US-listed companies.
- Rationale:
- You specifically asked for the US stock market. This ensures you’re seeing US-based listings and regulatory environment, consistent reporting standards, and generally more accessible names for US-focused investors.
Exchanges: XNYS (NYSE), XNAS (Nasdaq), XASE (NYSE American/AMEX)
- Purpose: Focus on primary, well-known US exchanges.
- Rationale:
- These are the main US stock exchanges, where most investors look for tradable names.
- Excluding OTC and smaller venues removes many highly speculative, lightly regulated, or illiquid issues that might show extreme losses but are not practical or suitable for many investors.
P/E (TTM) between 5 and 40
- Purpose: Filter out extremely expensive or potentially distressed companies based on earnings.
- Rationale:
- A lower bound of 5 removes many “penny value traps” and companies with near-zero earnings where the P/E can be misleadingly tiny or reflect serious fundamental problems.
- An upper bound of 40 avoids the most richly valued growth names where a sharp drop might simply be the market repricing excessive optimism, not necessarily a “buy-the-dip” setup.
- This creates a band of somewhat reasonable valuation, more aligned with “consider buying now” from a fundamentals standpoint.
Why Results Match Your Intent
- The price drop filter and RSI categories directly target “top losers today” with signs of heavy selling and potential oversold conditions.
- The market cap and volume constraints shift the focus toward more liquid, established names, making it more realistic to actually buy and manage risk.
- The US region and major exchanges ensure you’re truly looking at mainstream US stock market losers, not obscure or illiquid listings.
- The P/E range adds a fundamental quality/valuation check so you’re not only getting big decliners, but ones that are at least roughly reasonable on earnings and more plausible as buy candidates rather than pure speculation.
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.