Screening for low volume

A user recently asked a question about screening for low volume stocks. There's at least two possibilities. The first possibility is using sort, i.e.

Create [MySort]: [SI Price]*[SI Volume--Average Daily 10d]
Sort Ascending [MySort]
Top: 10


which should pick the ten lowest dollar volume stocks. Another possibility is using PERCENTRANK. For instance:

Create [Rank Market Cap] :PERCENTRANK([[SI Market Cap Q1]], [SI Market Cap Q1])
Keep :[Rank Market Cap]<.95


could be used to exclude the 5 percent stocks with the highest market cap.

If we wanted to get the stocks with the 5 percent lowest dollar volume, something like this may work (I haven't tested it myself):

Create [MySort]: [SI Price]*[SI Volume--Average Daily 10d]
Create [Ranksort]: PERCENTRANK([[MySort]], [MySort])
Keep: [RankSort] < 0.05