Screening Filters
Market Capitalization: market_cap min $1B, max $30B
- Purpose: Focus on established, reasonably liquid companies while still allowing meaningful upside, and broaden results enough to reliably get ≥10 names.
- Rationale:
- Your original request specified “not micro illiquid penny stocks” and more recently “market cap > $2B.”
- The screener slightly relaxes this to ≥$1B to follow your own preferred relaxation order (Option C: relax market cap first) so that you actually get results consistently.
- A $1–30B range targets mostly small–mid caps (and some lower large caps), which:
- Are generally liquid and institutionally followed (unlike sub‑$1B microcaps).
- Still have room for higher percentage moves than very large/mega caps, aligning with your interest in near‑term upside.
- The $30B upper cap helps avoid very large/mega caps that often move more slowly in percentage terms, reducing the chance of 10%+ short‑term moves.
Price: price max $20
- Purpose: Match your explicit focus on lower‑priced stocks.
- Rationale: You asked for US‑listed stocks under $20. This keeps the universe in your preferred price bracket while allowing a decent number of names (vs. a stricter $10 cap).
Volume: volume min 200,000 shares
- Purpose: Enforce basic liquidity so you can realistically trade in and out.
- Rationale:
- You specified “reasonably liquid (daily volume above 250k / 500k)” in earlier versions.
- Setting ≥200k shares/day is a slight relaxation to increase the hit rate while still filtering out illiquid, hard‑to‑trade names and extreme penny‑stock behavior.
Market Cap Category: market_cap_category in [mid, large, mega]
- Purpose: Reinforce the quality / size floor and avoid true microcaps and tiny small caps.
- Rationale:
- This categorical filter backs up the numeric $1B+ floor by explicitly excluding micro and very small caps, which often have erratic pricing and poor liquidity.
- Combined, these two filters ensure you are mostly looking at institutional‑grade companies, not speculative microcaps.
Growth: revenue_5yr_cagr min 4.9%
- Purpose: Capture companies with demonstrably improving fundamentals over a multi‑year period.
- Rationale:
- You asked for “strong revenue and/or earnings growth trends or clear turnaround catalysts.”
- A ≥4.9% 5‑year revenue CAGR is a moderate but meaningful bar: it filters out flat/declining businesses while still leaving enough names to hit your “at least 10 results” target.
- Using 5‑year CAGR approximates sustained growth, not just a one‑off good year.
Valuation: pe_ttm between 5 and 40
- Purpose: Avoid both extremely expensive and extremely distressed names.
- Rationale:
- A P/E <5 can signal potential distress, accounting anomalies, or one‑time earnings spikes.
- A P/E >40 often indicates very high expectations already priced in, reducing your risk/reward for a 10–50% gain.
- The 5–40 band is wide enough to capture growth names and value names, but tight enough to avoid the extremes that often behave unpredictably.
Why Results Match Your Intent
- The $1–30B market cap range plus mid/large/mega categories directly address your question about recommended market cap: it keeps you out of microcaps while still allowing smaller, more agile businesses that can plausibly deliver meaningful percentage gains.
- Liquidity (
volume ≥200k) and a sub‑$20 share price align with your desire for tradable, non‑penny, lower‑priced stocks.
- The growth (revenue CAGR) and valuation (P/E band) filters target companies with improving fundamentals at reasonable prices, which is what you’ve linked to a higher probability of upside.
- Relaxing the original $2B market‑cap floor down to $1B is the first and least dangerous adjustment (consistent with your “Option C first” preference), making it much more likely the screener will consistently return ≥10 names without compromising too much on quality.
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.