Screening Filters
Market Cap ≥ $300M (market_cap: {'min': '300000000'})
- Purpose: Focus on larger, more established companies among low-priced stocks.
- Rationale:
- Many sub-$5 stocks are tiny, highly speculative microcaps.
- Setting a minimum market cap helps avoid the riskiest “penny stocks” that can be easily manipulated and lack fundamentals.
- Companies above ~$300M tend to have more stable operations, better disclosure, and more analyst coverage.
Share Price Between $1 and $5 (price: {'min': '1', 'max': '5'})
- Purpose: Directly match your request for “stocks under five dollars,” while excluding ultra-low-price micro-pennies.
- Rationale:
- Max price of $5 aligns with your “under $5” requirement.
- Minimum price of $1 avoids extremely illiquid, sub-dollar names that are often subject to reverse splits, delisting risk, and extreme volatility.
Monthly Average Dollar Volume ≥ $1M (monthly_average_dollar_volume: {'min': '1000000'})
- Purpose: Ensure the stocks are reasonably liquid and tradable.
- Rationale:
- Dollar volume combines price and share volume—$1M+ per month suggests enough trading activity that you can enter and exit without huge bid–ask spreads or significant price impact.
- This helps filter out thinly traded names where it’s hard to get a fair execution.
Price Above 20-Day Moving Average (moving_average_relationship: ['PriceAboveMA20'])
- Purpose: Tilt toward stocks with short-term positive price momentum.
- Rationale:
- Price above its 20-day moving average is a common technical signal that the stock is in a short-term uptrend or recovery phase rather than in a clear downtrend.
- For low-priced stocks, this can help avoid names that are actively breaking down.
Listed on Major U.S. Exchanges (list_exchange: ['XNYS', 'XNAS', 'XASE'])
- Purpose: Restrict results to NYSE, NASDAQ, and NYSE American (AMEX) listings.
- Rationale:
- These exchanges enforce higher listing standards than OTC or pink sheets.
- You get better reporting quality, less fraud risk, more liquidity, and tighter spreads—important for sub-$5 ideas.
Positive Earnings TTM (eps_ttm: {'min': '0'})
- Purpose: Focus on companies that are actually profitable over the last 12 months.
- Rationale:
- Many cheap stocks are cheap because they lose money.
- Requiring EPS ≥ 0 screens for businesses that at least break even, suggesting a real operating model instead of pure speculation.
- This leans the list toward higher-quality, more sustainable companies in the low-price range.
Non-Negative 1-Month Rise Probability (one_month_rise_prob: {'min': '0'})
- Purpose: Ensure that any probabilistic model of 1-month performance is at least not outright negative.
- Rationale:
- This can act as a basic sanity check so we don’t include stocks where a predictive model explicitly indicates a negative skew or very poor odds of rising in the next month.
- Practically, a min of 0 is loose but it keeps consistency with predictive fields used in the screen.
Non-Negative Predicted 1-Month Return (one_month_predict_return: {'min': '0'})
- Purpose: Prefer stocks where a model-based forecast suggests at least some positive expected return over the next month.
- Rationale:
- While no model is perfect, this attempts to bias the list away from names with a clearly negative expected near-term return.
- It’s a mild, quantitative nudge toward short-term upside potential, aligned with your interest in what to buy rather than what to avoid.
Why Results Match Your Question
- You asked for stocks under $5 → direct price filter of
1–5 meets this.
- The screen adds quality and tradability constraints (market cap, major exchanges, dollar volume) so you’re not just getting the cheapest, riskiest tickers, but low-priced names that are more investable.
- Profitability and momentum (positive EPS, price above 20-day MA, non-negative predicted return) aim to surface sub-$5 stocks with at least some combination of real business performance and constructive price action, making them more reasonable candidates to consider for purchase.
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.