Stock Screener

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Report Date: 23-Jan-2020

A powerful multi-feature screener with technical, volatility, dividend, and fundamental data filters for over 8,000 stocks.

Refine your search for stocks with specific characteristics by setting the parameters in each of the filter categories: Price Performance, Attributes, Dividends, Volatility, and Volume. Sort the table by clicking on column headers, ascending or descending. Reset all the parameters by using the "Clear" button at the top of the box. Click on icons within the Symbol column to view more information on the specific stock. Use the "Search" field to narrow your results.

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Stock AttributesPrice, Volume & TechnicalValuation & ProfitLeverage & Growth

Attributes Dividend Volatility
In My Watchlist Market Cap Dividend Yield 1-Yr Volatility
Sector Earnings Date # Increases 3-Yr 20-Day Volatility
Industry Stock Type # Decreases 3-Yr 1-Day Volatility
Options Listed Country Payout Ratio IV30
In ETF IV % Rank
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Symbol Name Price % Chg Volume Avg. Volume Relative
Volume
Market Cap Dividend
Yield
P/E Ratio 2 Day 3 Day 4 Day 5 Day 6 Day 7 Day 2 Week Total return, which includes dividends paid over this span 3 Month Total return, which includes dividends paid 6 Month Total return, which includes dividends paid 1 Year Total return, which includes dividends paid YTD Total return, which includes dividends paid % Open
Jump
% Chg
From Open
% From
52-Week
Low
% From
52-Week
High
% From
20-Day MA
% From
50-Day MA
% From
250-Day MA
IV30 IV30
% Chg
Option
Volume
Relative
Option
Volume
IV % Rank Sector Industry Stock Type Dividend
Growth
1-Year
Dividend
Growth
3-Yr Avg
The dividend's average annual growth rate over the last 3 years.
Payout
Ratio
14-Day
RSI
Dividend
Increases
3-Year
Dividend
Decreases
3-Year
1-Day
OHLC
Volatility
20-Day
OHLC
Volatility
1-Year
OHLC
Volatility
Volatility
Skew
Indicator
Country 20-Day MA 50-Day MA 250-Day MA 20-Day MA vs 50-Day MA 20-Day MA vs 250-Day MA 50-Day MA vs 250-Day MA Moving Avg
Indicator
1 Day Support/Resistance Day VWAP
Support
Day VWAP Day VWAP
Resistance
Price vs. VWAP
(Std Devs)
Price vs. VWAP
(Pct Chg)
Std Dev P/E

Ratio Price/Earnings. Common valuation ratio measures the price of the stock relative to how much earnings the company generates per share.

P/E
Normalized
EPS

Price/TTM normalized diluted earnings per share. This calculation reverses the effects of extraordinary income or charges on Net Income, by adding back (extraordinary expense) or subtracting (extraordinary income) the value from Net Income

Price/Sales

Ratio Price/Revenue

Price/Book Value

Ratio Price/Book Value. Book Value is Common Shareholder’s Equity / Diluted Shares Outstanding.

Price/Tangible
Book Value

Ratio price/Tangible book value. Tangible Book Value is The company’s total book value less the value of any intangible assets dividend by number of shares.

PEG Ratio

Forward PE Ratio / Long-term Average Earning Growth Rate. Peg ratio is a version of a P/E ratio using an estimated forward earnings taking into consideration earnings growth estimates.

Price/Cash Price/Free
Cash Flow

Ratio Price/Free Cash Flow. Free Cash Flow is Cash Flow Operations plus Capital Expenditures. Free cash flow is the cash from operations left over after the company pays for its operating and capital expenses.

Price/Ebitda

Ratio Price/Ebitda. Ebitda is Earnings minus expenses (excluding interest, tax, depreciation, and amortization expenses).

Forward P/E

1 / ForwardEarningYield. Forward Yield: Estimated Earnings Per Share / Price. EPS is estimated for next year.

PEG
Pay Back

The number of years it would take for a company's cumulative earnings to equal the stock's current trading price, assuming that the company continues to increase its annual earnings at the growth rate used to calculate the PEG ratio.

Price/CFO

Ratio Price/Cash Flow from Operations: Cash Flow from Operations is the amount of money a company generates on a regular basis from its business activity. Excludes any one time activity.

EV to Ebitda

Ratio Enterprise Value/Earnings Before Interest, Taxes and depreciation and amortization.

Gross
Margin

Refers to the ratio of gross profit to revenue. (Revenue – Cost of Goods Sold) / Revenue

Ebitda
Margin

Refers to the ratio of earnings before interest, taxes and depreciation and amortization to revenue. EBITDA / Revenue

Ebit
Margin

Refers to the ratio of earnings before interest and taxes to revenue. EBIT / Revenue

Net Profit Margin

Refers to the ratio of net income to revenue. Net Income / Revenue.

Normalized
Net Profit Margin

Normalized Income / Total Revenue. A measure of profitability of the company calculated by finding Normalized Net Profit as a percentage of Total Revenues.

Effective
Tax Rate

Refers to the ratio of tax provision to pretax income. Tax Provision / Pretax Income

Return on Equity Sales Per
Employee
Pre-Tax
Margin

Refers to the ratio of pretax income to revenue. Pretax Income / Revenue.

ROIC

Return on Invested Capital: Net Income / (Total Equity + Long-term Debt and Capital Lease Obligation + Short-term Debt and Capital Lease Obligation).

Operation
Margin

Refers to the ratio of operating income to revenue. Operating Income / Revenue.

ROA

Return on Assets. Net Income / Average Total Assets

Cash Return

Ratio of free cash flow to enterprise value. This number tells you what cash return you would get if you bought the entire company, including its debt.

Debt/Equity Debt/Assets Debt/Ebitda

Ratio Debt/Earnings before interest, taxes and depreciation and amortization

Debt/Cash Interest
Coverage

Ratio of EBIT/Interest Expense. The ability of a company to meet its interest expense. Earnings before interest and taxes (EBIT)/Interest Expense. Healthy > 2

Quick
Ratio

(Cash, Cash Equivalents, and ShortTerm Investments + Receivables ) / Current Liabilities. Healthy > 1

Current
Ratio

Current Assets / Current Liabilities. Healthy > 1.5

Debt/Capital

Refers to the ratio of Long Term Debt to Total Capital. Long-Term Debt And Capital Lease Obligation / (Long-Term Debt And Capital Lease Obligation + Total Shareholder’s Equity)

Financial
Leverage

Ratio of Total Assets/Common Equity.

Diluted EPS
Growth (3yr)
Sustainable
Growth
ROE * (1 – Payout Ratio). It refers to a growth rate the company can sustain without having to raise additional capital and increase debt financing.
Revenue
Growth (5yr)
Operating Income
Growth (5yr)
Gross Profit
Annual
Growth (5yr)
Capital
Expenditure Annual
Growth (5yr)
Net Income
Growth (5yr)
Daily Returns - Last 15 Days Daily Returns - Last 30 Days Daily Returns - Last 90 Days
% Pos The % of positive daily returns within the last 15 one-day periods Avg Ret The average one-day % return for the stock over the last 15 days Std Dev The standard deviation of one-day returns for the stock over the last 15 days Sharpe
Ratio
The Sharpe ratio (average divided by standard deviation) of one-day returns for the stock over the last 15 days
% Pos The % of positive daily returns within the last 30 one-day periods Avg Ret The average one-day % return for the stock over the last 30 days Std Dev The standard deviation of one-day returns for the stock over the last 30 days Sharpe
Ratio
The Sharpe ratio (average divided by standard deviation) of one-day returns for the stock over the last 30 days
% Pos The % of positive daily returns within the last 90 one-day periods Avg Ret The average one-day % return for the stock over the last 90 days Std Dev The standard deviation of one-day returns for the stock over the last 90 days Sharpe
Ratio
The Sharpe ratio (average divided by standard deviation) of one-day returns for the stock over the last 90 days