Screening Filters
Market Capitalization ≥ $50,000,000
- Purpose: Focus on companies of at least small-cap size and avoid the most speculative micro-cap names.
- Rationale:
- “Top movers” can often be distorted by tiny companies whose prices jump on very low volume or one-off events.
- Setting a $50M minimum market cap helps ensure we’re looking at businesses of a meaningful size, where price moves are more likely to reflect information that broader market participants care about.
Share Price ≥ $1
- Purpose: Exclude penny stocks and extremely low-priced shares.
- Rationale:
- Penny stocks can show extreme percentage moves from trivial price changes (e.g., $0.10 to $0.12 is +20%).
- These moves are often not representative of true “market-moving” activity and tend to be highly speculative and illiquid.
- A $1 floor keeps the list focused on stocks where price moves are more meaningful and less noise-driven.
Monthly Average Dollar Volume ≥ $100,000
- Purpose: Ensure the stocks are reasonably liquid and actually trade meaningful dollar amounts.
- Rationale:
- “Top movers” are most relevant when you can realistically trade in and out without huge slippage.
- A minimum dollar volume filter helps remove illiquid names where a single small trade can move the price a lot, which can falsely appear as a “big mover.”
- This improves the reliability and tradability of the results.
Region = United States
- Purpose: Limit the universe to U.S.-domiciled stocks.
- Rationale:
- Your question specifically asks about “the US stock market.”
- This filter makes sure we’re not pulling in foreign listings or non-U.S. companies that might be cross-listed.
Exchange = XNYS, XNAS, XASE (NYSE, NASDAQ, NYSE American)
- Purpose: Restrict results to the main U.S. stock exchanges.
- Rationale:
- NYSE, NASDAQ, and NYSE American are the primary, well-regulated U.S. exchanges where most investors look for “top movers.”
- This excludes OTC and pink sheet markets, where reporting standards and liquidity are often poor and price moves can be erratic and misleading.
Why Results Match Your Request
- The filters limit the search to U.S.-listed, tradable, and reasonably established companies, which aligns with your interest in “top movers in the US stock market today,” as most investors understand that phrase.
- By excluding penny stocks, micro-caps, and illiquid names, the screen focuses on price moves that are more likely to be significant, news-driven, and actionable rather than random spikes in obscure securities.
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.