Daily Stock Filters

Key point

Searching for a low float stock screener or a short interest screener? In Trade Ideas, this is Streaming Alerts: the daily values work as filters on live alerts and Top Lists, so the screen and the move are in one window.

Seeing a low float or high short interest stock start to move as it happens helps active traders. These values change once a day, so the real-time part is the alert they ride on: Streaming Alerts apply them the moment each alert fires, and you see only the stocks that pass while they are moving.

Key point

Changes Daily filters hold values that are updated once a day rather than on every print: float, short interest, average daily volume, average true range, daily RSI, consecutive up or down days, earnings date, and company fundamentals.

How Trade Ideas finds it: Float Filter (Float): adjust the minimum value to 1,000,000,000 to see only stocks with a more substantial float size. Adjust the maximum value to 10,000,000 to see only stocks with a float of 10,000,000 or less. on the Earnings Date Filter (EarningD) page, min 0 and max 1 shows earnings reporting today; min 1 and max 2, tomorrow; min 0 and max 5, this week; min 5 and max 10, next week; min -1 and max 0, yesterday.

Find stocks by daily values, then watch them move

Low float and high short interest stocks

Float, short float, days to cover and ownership. Find low float stocks, like 10 million shares or fewer, or large-float names. Float is the shares available to trade. Pair it with live volume alerts.

Filters: Shares Outstanding Filter (ShOut) Days To Cover Filter (DTC) Short Growth Filter (ShortG) Short Float Filter (SFloat) Float Filter (Float) Held By Insiders Filter (Insider) Held By Institutions Filter (Institution)

Stocks with earnings today or this week

Earnings date windows: today, tomorrow, this week, next week. Find stocks reporting earnings today (min 0, max 1), tomorrow, this week (0 to 5) or next week. Counted in days, skipping weekends.

Filters: Earnings Date Filter (EarningD)

Oversold and overbought stocks on the daily chart

Daily RSI, trend strength and consolidation days. How Trade Ideas finds it: on the Daily RSI Filter (DRSI) page, set the min daily RSI to 70 and the max RSI to 30 to see stocks which are either overbought or oversold. Set the min daily RSI to 30 and the max RSI to 70 to see stocks which are neither overbought nor oversold.

Filters: Daily RSI Filter (DRSI) Range Contraction Filter (RC) Average Directional Index Filter (ADX) Directional Indicator Filter (PDIMDI) Consolidation Filter (ConDays)

Volatile stocks: high ATR and daily volatility

Average true range, volatility and beta. How Trade Ideas finds it: on the Average True Range Filter (ATR) page, to find stocks with an ATR of at least $2.49, add the Average True Range filter and enter 2.49 in the minimum field. To find stocks with an ATR of no more than $4, add the Average True Range filter and enter 4 in the maximum field.

Filters: Volatility ($) Filter (VWV) Volatility (%) Filter (VWVP) Yearly Standard Deviation Filter (YSD) Average True Range Filter (ATR) Beta Filter (Beta)

Average daily volume and prints

Liquidity filters, including options volume. How Trade Ideas finds it: on the Average Daily Volume (10 day) Filter (Vol) page, to find stocks that have traded at least 250,000 shares daily on average over the last ten days, add the Average Daily Volume (10 day) filter and enter 250000 in the minimum field.

Filters: Average Number Of Prints Filter (Prints) Average Daily Volume (5 day) Filter (Vol5D) Average Daily Volume (10 day) Filter (Vol) Average Daily Volume (3 month) Filter (Vol3M) Volume Yesterday Filter (YPV) Options Volume Filter (PCAV)

Stocks up or down several days in a row

Consecutive up or down days and yesterday's change. How Trade Ideas finds it: on the Consecutive Days Filter (Up) page, set Min Up Days to 3 to see only stocks which traded up for the previous three days, possibly more. Set Max Up Days to -4 to see only stocks which traded down for the previous four days, possibly more.

Filters: Consecutive Days Filter (Up) · Change Previous Day ($) Filter (FCDP) · Change Previous Day (%) Filter (FCPP)

Market cap, P/E, dividends and other fundamentals

The full fundamentals set is also on the Fundamentals hub. How Trade Ideas finds it: on the Market Cap Filter (MCap) page, adjust the minimum value to 10,000,000,000 to see only stocks with a large market cap. Adjust the maximum value to 300,000,000 to see only stock with a small market cap.

Filters: Market Cap Filter (MCap) Cash Filter (Cash) Current Assets Filter (Assets) Current Debt Filter (Debt) Cash / Debt Ratio Filter (CashDebt) Income Filter (Income) Income / Debt Ratio Filter (IncomeDebt) Interest Income Filter (Interest) Revenue Filter (Revenue) Quarterly Revenue Growth Filter (QRevG) Enterprise Value Filter (Value) Enterprise Value / Market Cap Ratio Filter (ValueMCap) EPS Filter (EPS) Estimated Annual EPS Growth Filter (EstAEPSG) Estimated Quarterly EPS Growth Filter (EstQEPSG) Quarterly Earnings Growth Filter (QEarnG) Price / Earnings Ratio Filter (PERatio) PEG Ratio Filter (PEG) Dividend Filter (Dividend)

When the high or low of the day usually comes

Median time of day of the daily high or low. How Trade Ideas finds it: on the Time to Median High (5 day) Filter (HighTOD5Med) page, setting Min to -15 and Max to 15 will return stocks trading within 15 minutes before or after their median 5 day high time.

Filters: Time to Median High (5 day) Filter (HighTOD5Med) Time to Median Low (5 day) Filter (LowTOD5Med) Time to Median High (10 day) Filter (HighTOD10Med) Time to Median Low (10 day) Filter (LowTOD10Med)

All 50 Changes Daily filters

Average Number of Prints

• Average Number Of Prints Filter (Prints): Find stocks that trade often, ranked by the number of prints on an average day. Set a minimum such as 10,000 prints per day in the filter.

Average Daily Volume (5 day)

• Average Daily Volume (5 day) Filter (Vol5D): Find stocks with high average daily volume over the last five days, such as 250,000+ shares a day. Screen out thinly traded stocks before you trade.

Average Daily Volume (10 day)

• Average Daily Volume (10 day) Filter (Vol): Find stocks with high average daily volume over the last ten days, such as 250,000+ shares a day. Screen out thinly traded stocks before you trade.

Average Daily Volume (3 month)

• Average Daily Volume (3 month) Filter (Vol3M): Find stocks with high average daily volume over the last three months, such as 250,000+ shares a day. Screen out thinly traded stocks before you trade.

Volume Yesterday

• Volume Yesterday Filter (YPV): Find stocks that traded unusual volume yesterday, such as 300% of normal, versus their 10-day average. A watchlist for today's follow-through.

Volatility (2)

• Volatility ($) Filter (VWV): Find the most volatile stocks by how far they normally move in 15 minutes, such as $0.10 per 15 minutes. Built from two weeks of data, weighted for time of day.
• Volatility (%) Filter (VWVP): Find the most volatile stocks by how far they normally move in 15 minutes, such as 3% per 15 minutes. Built from two weeks of data, weighted for time of day.

Yearly Standard Deviation

• Yearly Standard Deviation Filter (YSD): Find stocks by how much they typically move in a day, using yearly standard deviation in dollars. Set a minimum such as $4 to target bigger movers.

Average True Range

• Average True Range Filter (ATR): Find high ATR stocks: names whose 14-day Average True Range is at least $2.49, or under $4. Average True Range measures how much a stock moves, in dollars.

Options Volume

• Options Volume Filter (PCAV): Find stocks with heavy options trading on an average day, such as 10,000+ contracts. Puts and calls combined, for a stable read on options activity.

Consecutive Days

• Consecutive Days Filter (Up): Find stocks up 3 or more days in a row, or down 4+ days in a row. The Consecutive Days filter counts closes higher (or lower) than the day before.

Change Previous Day (2)

• Change Previous Day ($) Filter (FCDP): Find yesterday's biggest gainers and losers: the previous day's close versus the close the day before, in dollars. Set 2 for $2+ gainers.
• Change Previous Day (%) Filter (FCPP): Find yesterday's biggest gainers and losers: the previous day's close versus the close the day before, in percent. Set 5 for 5%+ gainers.

Time to Median High (5 day)

• Time to Median High (5 day) Filter (HighTOD5Med): Find stocks near the time of day they usually make their daily high, based on the median high time over the last 5 trading days. Shown in minutes.

Time to Median Low (5 day)

• Time to Median Low (5 day) Filter (LowTOD5Med): Find stocks near the time of day they usually make their daily low, based on the median low time over the last 5 trading days. Shown in minutes.

Time to Median High (10 day)

• Time to Median High (10 day) Filter (HighTOD10Med): Find stocks near the time of day they usually make their daily high, based on the median high time over the last 10 trading days. Shown in minutes.

Time to Median Low (10 day)

• Time to Median Low (10 day) Filter (LowTOD10Med): Find stocks near the time of day they usually make their daily low, based on the median low time over the last 10 trading days. Shown in minutes.

Daily RSI

• Daily RSI Filter (DRSI): Find overbought and oversold stocks on the daily RSI. Max 30 finds oversold; min 70 finds overbought; min 70 with max 30 shows both at once.

Range Contraction

• Range Contraction Filter (RC): Find stocks whose daily range has shrunk for 2 or more days in a row, a classic narrow-range setup. Max -3 finds 3+ days of range expansion instead.

Average Directional Index

• Average Directional Index Filter (ADX): Find stocks in strong trends with ADX on a daily chart (14-period smoothing). Above 40 signals a strong trend; set a min of 40, or 25 for a moderate one.

Directional Indicator

• Directional Indicator Filter (PDIMDI): Find stocks trending up (+DI above -DI) or down (+DI below -DI). Min 0 = up trend; max 0 = down trend; min 10 = +DI clearly above -DI.

Consolidation

• Consolidation Filter (ConDays): Find stocks consolidating in a tight range on the daily chart, by days. Min 7 = strong consolidation; up to 40 days reported; keep max 25 for normal ones.

Market Cap

• Market Cap Filter (MCap): Find large-cap, small-cap or micro-cap stocks by market value. A min of $10 billion = large caps; a max of $300 million = small caps.

Shares Outstanding

• Shares Outstanding Filter (ShOut): Find stocks by shares outstanding, all the shares a company has issued that investors hold. Set a min of 1 billion for mega issuers, or a low max.

Days to Cover

• Days To Cover Filter (DTC): Find heavily shorted stocks by days to cover: short shares versus average volume. A min of 5 = heavy short interest; a max of 1 = light short interest.

Short Growth

• Short Growth Filter (ShortG): Find stocks where short interest is rising or falling. A min of 15 = short interest up 15%+ over the last month; a max of -10 = down 10%+.

Short Float

• Short Float Filter (SFloat): Find high short interest stocks by short float: shares sold short as a percent of the float. A min of 20 = heavily shorted; a max of 10 = lightly shorted.

Float

• Float Filter (Float): Find low float stocks, like 10 million shares or fewer, or large-float names. Float is the shares available to trade. Pair it with live volume alerts.

Held by Insiders

• Held By Insiders Filter (Insider): Find stocks with high insider ownership, the percent of shares held by executives, directors and other insiders. Set a min of 20 for 20%+ held.

Held by Institutions

• Held By Institutions Filter (Institution): Find stocks with high institutional ownership, the percent of shares held by funds, pensions and other institutions. Set a min of 50 for 50%+.

Cash

• Cash Filter (Cash): Find cash-rich stocks by cash and short-term investments on the latest quarterly balance sheet. Set a min of $500 million to see bigger cash piles.

Current Assets

• Current Assets Filter (Assets): Find stocks by current assets: cash, receivables, inventory and other assets expected to turn into cash within a year. Example: $500M to $1B.

Current Debt

• Current Debt Filter (Debt): Find low-debt companies: set a max such as $100 million in current debt. Debt is what a company owes through loans, bonds and other obligations.

Cash / Debt Ratio

• Cash / Debt Ratio Filter (CashDebt): Find companies with a strong cash-to-debt ratio, comparing cash holdings to total debt. Set a min of 10 for at least $10 of cash per $1 of debt.

Income

• Income Filter (Income): Find the most profitable companies by net income for the most recent fiscal year. Set a min of $3 billion for big earners, or screen out money-losers.

Income / Debt Ratio

• Income / Debt Ratio Filter (IncomeDebt): Find financially strong companies by income-to-debt ratio, comparing net income to total debt. Set a min of 20 to see a ratio of at least 20/1.

Interest Income

• Interest Income Filter (Interest): Find companies by interest income earned on interest-bearing assets in their investment portfolio. Set a min of $100 million to see big earners.

Revenue

• Revenue Filter (Revenue): Find stocks by total revenue over the last year. Set a min of $5 billion for large companies, or a low max for small, early-stage names.

Quarterly Revenue Growth

• Quarterly Revenue Growth Filter (QRevG): Find revenue growth stocks by quarterly revenue growth versus 12 months ago. Set a min of 50 for 50%+ growth, or a max of 0 for shrinking sales.

Enterprise Value

• Enterprise Value Filter (Value): Find stocks by enterprise value, a takeover-price measure that counts both equity and debt. Set a min of $10 billion to focus on large enterprises.

Enterprise Value / Market Cap Ratio

• Enterprise Value / Market Cap Ratio Filter (ValueMCap): Find leveraged or low-debt companies by EV-to-market-cap ratio. A smaller ratio suggests less debt relative to equity; a larger one more leverage.

EPS

• EPS Filter (EPS): Find stocks by earnings per share (EPS): net income after taxes and preferred dividends, per common share. Set a min of $3 to see $3+ EPS.

Estimated Annual EPS Growth

• Estimated Annual EPS Growth Filter (EstAEPSG): Find stocks with high estimated annual EPS growth, comparing current quarterly data to 12 months ago. Set a min of 25 for estimates up 25%+.

Estimated Quarterly EPS Growth

• Estimated Quarterly EPS Growth Filter (EstQEPSG): Find stocks with high estimated quarterly EPS growth versus the previous quarter. Set a min of 15 to see estimated quarterly earnings up 15%+.

Quarterly Earnings Growth

• Quarterly Earnings Growth Filter (QEarnG): Find earnings growth stocks by quarterly earnings growth, year over year. Set a min of 10 for earnings up 10%+, or a max of -10 for drops of 10%+.

Price / Earnings Ratio

• Price / Earnings Ratio Filter (PERatio): Find low P/E or high P/E stocks with the price/earnings ratio: share price divided by earnings per share. Set a min or max, such as a P/E of 10.

PEG Ratio

• PEG Ratio Filter (PEG): Find stocks by PEG ratio: P/E divided by expected earnings growth. Under 1 can mean paying less per unit of growth; a min of 1 finds pricier growth.

Earnings Date

• Earnings Date Filter (EarningD): Find stocks reporting earnings today (min 0, max 1), tomorrow, this week (0 to 5) or next week. Counted in days, skipping weekends.

Dividend

• Dividend Filter (Dividend): Find high dividend stocks by dividend per share. Set a min of $3 to see stocks paying at least $3 per share, then watch them with live alerts.

Beta

• Beta Filter (Beta): Find high beta or low beta stocks: volatility versus the overall market, usually the S&P 500. Min 1 / max 1.25 = close to market volatility.

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Related categories

• Fundamental Stock Filters (28 shared)
• New High and New Low Stock Alerts (4 shared)
• All alert and filter categories

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