TickerGuard
Buy Day today: Good (62) Broad market participation · no major macro event

Risk & Weakness

Kathy Donnelly: Liquid Movers Down

9 Findings · last calculated September 18, 2026 Source: fundamental data & SEC filings (annual and quarterly reports, 10-K/10-Q)

Methodology & criteria

Donnelly's sell/risk side (lifecycle trade approach): stocks with at least $20M in daily dollar volume that are down at least 5% today. When stocks sell off on this much liquidity, institutions are heading for the exit — a warning sign for holders, and for Donnelly the trigger to review exit rules. Mover threshold calibrated by TickerGuard.

Global filters: market cap of $50B or less (mega caps are cut from every scanner); 10- and 30-day ADR must be ≥ 1% (too little movement gets cut); fundamentally healthy names (Piotroski ≥ 5 or Fundamental Rating ≥ 55 out of 100) are excluded.

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Terms in This Scanner Explained

(16)
ADR (Average Daily Range)
The average daily swing of a stock in percent - measured over 10 or 30 trading days (columns "ADR 10D/30D"). An ADR of 5% means: on a normal day the gap between the intraday low and high runs about 5%. Traders look for movement - that is why stocks with an ADR under 1% are filtered out globally. Scanners that run without the global filters still include them; that is noted below their hit list. Not to be confused with ADR meaning "American Depositary Receipt" (a US certificate for foreign shares) - here ADR always means the daily swing.
AI Classification
Our company-by-company assessment of the AI boom based on SEC filings (the last four quarterly 10-Q reports and two annual 10-K reports): "Sells AI" (AI is a revenue source), "Threatened" (AI is a concrete business risk), "Uses AI" (operational use), or "Neutral" (no material AI exposure). Every classification requires at least two direct quote citations - otherwise the column shows "-". Not a quality judgment or a buy recommendation; the full file is on the stock page, methodology at /stocks/ai-rating-methodology.
Analysis (Full Company Analysis)
If the Analysis column shows "Read," there is an in-depth TickerGuard company analysis for this stock: business model, scanner findings, quarterly results, evidence from SEC filings, plus opportunities and risks. One click opens it directly.
Avg/Yr 3Y (Average Annual Return)
The stock's average annual return over the past 3 years. Shows at a glance whether a stock delivers over the long run or just had a short hot streak.
Earnings Date
The date of the next quarterly earnings report. Price gaps in either direction are common around this date - that is why we color it red when it is 7 days away or less, and yellow when it is 14 days away or less: elevated risk for fresh positions.
EPS (Earnings per Share)
Quarterly earnings divided by the number of shares outstanding. The most important growth metric: if EPS rises strongly over several quarters, the company is earning more money per share.
Free Cash Flow (FCF)
Operating cash flow minus capital expenditures - the money left over for everything else (debt paydown, acquisitions, or buybacks). Consistently positive free cash flow is one of the most honest signs of a healthy business model.
Funda Rating (Fundamental Rating A+ to F)
Our proprietary fundamental rating from 0 to 100 points with a school-grade rank from A+ to F. 50 points is the average across the universe, 100 the best possible score. Every stock is scored against all others by percentile: growth in earnings and revenue, earnings surprises, analyst estimates, and quality criteria such as margins, cash flow, and balance-sheet strength. Grades: A+ from 95, A from 75, B from 55, C from 45, D from 25, E from 5, F below — A/A+ are the fundamentally strongest stocks in the universe.
Institutions (Funds & Large Holders)
Funds, pension plans, and asset managers - they move the big money and must disclose their US holdings quarterly. When the number of funds adding to a position rises, that is called institutional accumulation: the fuel behind major trends.
Liquidity
How easily a stock can be bought and sold without moving the price - measured by (dollar) volume. Illiquid stocks have wide spreads and jerky prices; that is why almost every scanner applies a minimum liquidity filter.
Market Capitalization (Mkt Cap)
The market value of the company: share price x total shares outstanding, shown here in billions of dollars. Micro caps (< $0.3B) are small and volatile, mega caps (> $200B) are heavyweights. Our scanner universe is deliberately capped at $50B - we look for stocks with room to run. The cap does not apply to scanners that run without the global filters; that is noted below their hit list.
Net Margin
How much of revenue is left as profit? Net income divided by revenue, in percent. A 20% margin means: out of every dollar of revenue, 20 cents is left as profit. Rising margins are a strong quality signal.
Operating Cash Flow (OCF)
The cash that actually flows into the company from day-to-day operations - without accounting effects such as depreciation. A company can report book profits while still burning cash; operating cash flow reveals that.
Piotroski F-Score
A balance-sheet health check developed by Joseph Piotroski: 9 yes/no criteria covering earnings, cash flow, leverage, and efficiency produce a score from 0 to 9. Scores of 7 or higher are considered financially very solid, scores under 3 a warning sign.
Sector & Industry
Two levels of industry classification: sector is broad (e.g., Technology), industry is narrow (e.g., Semiconductors). Many strategies watch industry strength, because strong stocks are almost always found in strong industries.
Stage (Weinstein Stages 1-4)
Stan Weinstein divides every price chart into four stages: Stage 1 = basing (sideways after a downtrend), Stage 2 = uptrend (the only buying stage), Stage 3 = topping, Stage 4 = downtrend (avoid, or short candidate). Measured against the 30-week line (150-day moving average) and its slope.

View all terms in the Scanner Glossary

Hit List

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Rating (traffic light)

Stage

Funda Rating

Piotroski

Columns

This scanner's columns

Extra columns

Tip: clicking a column header sorts the table by that column; a second click flips the direction.

Kathy Donnelly: Liquid Movers Down
Symbol Earnings Avg/Y 3Y Volatility Stage Funda Rating Piotroski MktCap Industry AI Rating Deep Dive Deep-Dive Report Sector Price YTD 6 Mo. 1 Year Off High Price Target RS EPS Rating ADR 10D ADR 30D Beta P/E P/E (f) P/S P/B P/FCF PEG EV/EBITDA EBIT Margin Gross Margin Net Margin ROE ROA Debt/Eq Equity Ratio Sales +/Y Growth Score Div. Yield Payout Ratio Altman Z Inst. % Short % Analysts
ALMU Aeluma, Inc — +209 % ⚠ Wildest 10% 115 % Stage 2 D 34 3 of 9 0.2 $ Semiconductors – — — Technology 11.50 $ +27.2 % +38.2 % -32.3 % −35.8 % +127.6 % 85 42 10.4 % 12.2 % -0.12 — 0.0 47.1 — — — -6.9 — 37.7 % -115.6 % -20.7 % -13.7 % — — +407.6 % 6 0.0 % 0.0 % 23.9 27.6 % 27.8 % —
SAH Sonic Automotive Inc 07/23 +28 % 45 % Stage 2 D 43 3 of 9 2.1 $ Auto & Truck Dealerships – — — Consumer Cyclical 66.00 $ +33.1 % +33.1 % -13.6 % −7.7 % +49.3 % 63 26 3.3 % 3.6 % 0.87 20.9 10.3 0.1 2.1 — 0.73 10.5 — 15.7 % 1.4 % 10.5 % 5.3 % 4.51 — +6.5 % 4 2.2 % 24.8 % 4.8 74.4 % 21.4 % 3.9 (9)
JXN Jackson Financial Inc 08/04 +109 % 33 % Stage 2 C 53 4 of 9 9.0 $ Insurance - Life Uses AI
Read
— Financial Services 129.40 $ +4.8 % -1.6 % +38.0 % −13.9 % +12.8 % 52 20 2.9 % 2.7 % 1.32 — 0.0 1.4 1.0 1.5 — -5.7 44.6 % 48.8 % 1.6 % -3.2 % 0.1 % 0.48 2.8 % +116.1 % 6 2.6 % 13.9 % 4.5 96.6 % 5.0 % 2.8 (5)
LAD Lithia Motors Inc 08/04 +2 % 38 % Stage 4 D 43 2 of 9 7.3 $ Auto & Truck Dealerships – — — Consumer Cyclical 321.70 $ -10.2 % -15.3 % -2.7 % −17.7 % +39.0 % 35 16 3.3 % 3.5 % 1.23 11.0 8.5 0.2 1.1 — 0.64 10.8 3.6 % 15.4 % 1.9 % 10.9 % 3.9 % 4.12 24.8 % +4.0 % 1 0.8 % 7.0 % 4.8 113.7 % 14.1 % 4.4 (16)
XRAY Dentsply Sirona Inc 08/06 -24 % 47 % Stage 4 D 43 4 of 9 1.9 $ Medical Instruments & Supplies – — — Healthcare 9.40 $ -10.8 % -2.2 % -28.3 % −36.9 % +45.9 % 17 62 4.5 % 4.6 % 0.85 — 6.4 0.5 1.4 10.0 0.64 43.4 3.4 % 49.5 % -15.0 % -37.7 % 2.0 % 1.77 25.2 % -3.0 % 4 5.0 % 22.4 % 2.8 110.0 % 12.4 % 3.4 (17)
DKNG DraftKings Inc 08/05 +0 % 54 % Stage 4 C 52 4 of 9 11.4 $ Gambling – — — Consumer Cyclical 22.50 $ -27.0 % -25.1 % -47.3 % −52.6 % +44.9 % 15 90 5.7 % 5.5 % 1.63 285.0 14.8 1.8 21.0 18.5 0.06 121.0 0.4 % 76.1 % -2.7 % 7.9 % -2.4 % -1.93 14.1 % +27.0 % 6 0.0 % 0.0 % -1.2 80.1 % 7.9 % 4.5 (32)
FMC FMC Corporation 07/29 -29 % ⚠ Wildest 10% 87 % Stage 4 D 27 1 of 9 1.3 $ Agricultural Inputs – — — Basic Materials 10.20 $ -20.2 % -12.5 % -71.7 % −74.7 % +33.1 % 5 7 6.0 % 5.7 % 0.42 — 6.4 0.4 0.7 6.4 0.46 10.8 -0.5 % 31.9 % -84.8 % -78.4 % 0.6 % 2.56 19.3 % -18.3 % 2 2.8 % 15.1 % 5.3 95.7 % 31.2 % 3.6 (20)
SOC Sable Offshore Corp. 08/11 -4 % ⚠ Wildest 10% 163 % Stage 1 D 44 3 of 9 0.8 $ Oil & Gas Drilling Neutral
Read
— Energy 4.40 $ -43.6 % -35.9 % -82.2 % −82.9 % +121.6 % 5 42 8.8 % 9.1 % -0.16 — 5.4 6.1 1.8 — — -130.8 -9,343.4 % -128.2 % 0.0 % -141.7 % -14.0 % 1.73 30.7 % — — 0.0 % 0.0 % -1.8 79.5 % 30.3 % 4.8 (5)
SRAD Sportradar Group AG — — 55 % — D 42 4 of 9 3.7 $ Software - Application – — — Technology 12.40 $ -44.2 % -23.1 % -56.3 % −58.3 % +47.5 % — — — — 1.58 206.2 29.3 2.3 4.1 10.9 — 6.2 10.0 % 27.2 % 1.2 % 2.0 % 4.7 % 0.01 34.1 % +12.0 % 6 0.0 % 0.0 % — 87.8 % 13.4 % 4.5 (15)

Price Chart

Quarterly Figures

No quarterly data available.

Frequently Asked Questions

Donnelly's sell/risk side (lifecycle trade approach): stocks with at least $20M in daily dollar volume that are down at least 5% today. When stocks sell off on this much liquidity, institutions are heading for the exit — a warning sign for holders, and for Donnelly the trigger to review exit rules. Mover threshold calibrated by TickerGuard.

All scanners are recalculated daily across the entire stock universe — most recently on September 18, 2026. The data basis is fundamental data and SEC filings (10-K annual reports and 10-Q quarterly reports).

Currently, 9 stocks pass this scanner's criteria (as of September 18, 2026).

Global filters: market cap of $50B or less (mega caps are cut from every scanner); 10- and 30-day ADR must be ≥ 1% (too little movement gets cut); fundamentally healthy names (Piotroski ≥ 5 or Fundamental Rating ≥ 55 out of 100) are excluded.

This scanner deliberately hunts for red flags — a hit is a finding, not a recommendation: like a smoke detector that beeps so you look in time. A hit is also not a bankruptcy verdict; most companies save themselves (say, through a capital raise, which dilutes existing shareholders). Portfolio owners use the list as an early-warning system, bargain hunters as an anti-shopping list, experienced traders as a watch list — it is never a buy or short recommendation.

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Note: pure fact-based analysis, not investment advice and not a solicitation to buy or sell. All figures without guarantee.

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