Screening Filters & Rationale
Beta (0.9-1.4):
- Purpose: Identify stocks with moderate risk and volatility compared to the market.
- Rationale: A beta range of 0.9 to 1.4 ensures the stock is neither too volatile nor too defensive, aligning with a balanced risk approach.
P/E Ratio (TTM, max 25):
- Purpose: Focus on stocks that are undervalued relative to their earnings.
- Rationale: A P/E ratio below 25 indicates the stock is reasonably priced compared to its earnings, avoiding overvalued options.
P/S Ratio (max 4):
- Purpose: Screen for stocks with attractive valuations based on revenue.
- Rationale: A P/S ratio under 4 suggests the stock is not overpriced relative to its sales, which is useful for identifying undervalued opportunities.
P/B Ratio (max 3):
- Purpose: Target stocks trading at a reasonable price relative to their book value.
- Rationale: A P/B ratio below 3 indicates the stock is not excessively priced compared to its net asset value, ensuring value alignment.
P/FCF Ratio (max 25):
- Purpose: Focus on stocks with strong free cash flow at a reasonable valuation.
- Rationale: A P/FCF ratio under 25 highlights companies generating healthy cash flow without being overvalued.
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.