Price decreased by at least 5% in the last bar.
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Part of Oversold Stocks Today
1 stock matching now.
The filter compares the daily closing price to the prior session's close and requires a decline exceeding 5%. This is a daily close-to-close calculation — a stock that dropped 5% intraday but recovered to close down only 3% does not qualify. The daily close is more meaningful than an intraday low because it represents the final consensus between buyers and sellers for the session. A 5%+ daily close-to-close drop for a top-100 US equity is statistically exceptional — it places the day in roughly the bottom 2-3% of that stock's historical daily return distribution. No volume, trend, or indicator qualifier is applied.
The behavior after a 5%+ daily drop splits sharply based on catalyst type. Earnings-driven drops often see a dead-cat bounce in the first 1-2 sessions after the initial move, followed by continued selling as analysts revise estimates. Macro or sector-driven drops tend to cluster — if multiple stocks trigger this screen on the same day, it often signals a broad market stress event rather than stock-specific weakness. Failure modes for short sellers: (1) the stock was already deeply oversold before the drop and the 5% day exhausts sellers — sharp reversal follows; (2) M&A or buyout speculation drives a short squeeze the day after the drop. Failure modes for bounce buyers: (1) the decline is fundamental — the stock reprices lower permanently; (2) the catalyst is ongoing (multi-day news event) and the stock continues lower. Gap Down 1%+ often captures the open-based component of this signal. Drop > 2% on the Daily timeframe shows the intraday progression within a 5%+ daily session.
Educational references. Videos may not match this screen's exact filters.
This screen identifies stocks that declined more than 5% on the most recent daily bar relative to the prior day's close. A single-session 5% decline is a rare, high-magnitude event for large-cap US equities — it nearly always has a catalyst: earnings miss, analyst downgrade, sector collapse, or macro shock. Traders use this screen to find potential short continuation setups, oversold bounce candidates, or stocks undergoing fundamental repricing. Search phrases: stock down 5 percent today, stocks dropping hard today, big losers daily screener. Related screens: Gap Down 1%+, Drop > 2%.
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