Screening Filters
region: ['United States']
- Purpose: Restrict the universe to U.S.-listed securities.
- Rationale:
- The ticker OGN.N refers to Organon & Co. listed in the U.S. (New York Stock Exchange).
- Limiting the region to the United States ensures we’re working in the correct regulatory and market environment, with consistent trading hours, currency (USD), and data quality.
- This avoids pulling in similarly named tickers from foreign exchanges that would not be relevant to the user’s question.
list_exchange: ['XNYS', 'XNAS', 'XASE']
- Purpose: Focus on the main U.S. stock exchanges:
- XNYS – NYSE
- XNAS – NASDAQ
- XASE – NYSE American (formerly AMEX)
- Rationale:
- OGN trades on XNYS (NYSE), so including this exchange guarantees that OGN is within the screened universe.
- Limiting to major exchanges filters out OTC and very illiquid names that might distort probability and return models, ensuring the predictive metrics are applied to a reliable, liquid market where the model is meaningful.
one_day_rise_prob: {'min': '0', 'max': '100'}
- Purpose: Include all stocks for which we have a model-based probability of price rising tomorrow (0–100%).
- Rationale:
- The user’s question is: “What is the likelihood of OGN.N increasing by 5% tomorrow?”
- To answer this, we need access to probabilistic forecasts—i.e., what the model thinks is the chance the stock will rise over the next trading day.
- Setting 0 to 100 does not filter anything out; it simply ensures that OGN is included as long as we have a 1‑day rise probability estimate for it.
- Keeping the full range lets us retrieve OGN’s actual modeled probability rather than narrowing to, say, “only stocks with >60% rise probability,” which isn’t what the user asked.
one_day_predict_return: {'min': '-100', 'max': '100'}
- Purpose: Include all stocks for which we have a predicted one‑day percentage return between –100% and +100%.
- Rationale:
- The user is specifically interested in a +5% move in a single day.
- Having a 1‑day predicted return lets us assess the model’s expected move (e.g., +0.8%, –0.3%, etc.) and compare that to the +5% threshold.
- Using a very wide range (–100% to +100%) again ensures we don’t exclude OGN or any other candidate due to overly tight constraints; instead, we just make sure a forecast exists.
- This predicted return can then be used alongside the rise probability to estimate how realistic a +5% move is (e.g., if the model expects +0.5%, then a +5% jump is much less likely).
Why Results Match the User’s Query
- The user is asking for the likelihood of a specific U.S.-listed stock (OGN.N) making a +5% move in one day.
- The filters:
- Restrict the universe to the correct market and exchange where OGN is actually traded (
region, list_exchange).
- Ensure that the retrieved stock(s), including OGN, have short-term predictive metrics: a 1‑day rise probability and 1‑day predicted return (
one_day_rise_prob, one_day_predict_return).
- Importantly, the probability of a +5% move cannot be known with certainty; these model metrics allow us to give a probabilistic assessment, which is the closest realistic answer to “likelihood of increasing by 5% tomorrow.”
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.