Plan: Fund · Credits: 1 per call; screen facets are free
The Size and Identity Filters
number
Market-cap floor in USD;
market_cap_usd_lte sets the ceiling. Converted through a weekly FX snapshot; each row also carries market_cap_local and market_cap_currency so the conversion is checkable. There is deliberately no local-currency filter — 10bn JPY and 10bn USD differ by two orders of magnitude.string
ISO country code of domicile (
US, JP, TW). sector, industry and exchange narrow the same way — values exactly as the free facets endpoint spells them. has_cik=true is the honest form of “US filers only”, which country cannot answer.The Valuation Filters
pe_ttm_gte/_lte (trailing-twelve-month PE), pb_gte/_lte (price to book), ps_ttm_gte/_lte (price to TTM sales), fcf_yield_gte/_lte (free cash flow over market cap, a fraction, may be negative), dividend_yield_gte/_lte (a fraction: 0.03 is 3%).
A loss-maker has no PE. pe_ttm is null rather than negative, so sorting ascending gives the cheapest profitable companies and can never rank losses as cheap. Screen the loss-makers themselves with is_lossmaking=true. pb goes null the same way when book equity is negative — common among heavy repurchasers.
The Profitability, Leverage and Growth Filters
gross_margin, operating_margin, net_margin, return_on_equity — all fractions (0.2 = 20%) with _gte/_lte bounds. debt_to_equity_gte/_lte bounds total debt over shareholders’ equity. revenue_growth_yoy and eps_growth_yoy are fractions against the same period one year earlier.
Gross and operating margin are null for banks, insurers and REITs by design — the concepts do not apply and no substitute is invented. Filter those sectors on net_margin or return_on_equity instead of reading the nulls as missing data.
The Momentum Filters
ret_1m, ret_3m, ret_6m, ret_12m bounds — price returns in percent (ret_1m_gte=20 is a 20% move), unlike the ratio filters, which are fractions on the same row. return_suspect=true marks a company whose return disagrees with its market-cap change over the same window — the fingerprint of an unadjusted split; those rows are excluded from return filters and sorts unless include_suspect_returns is set.
Coverage: Any Ratio Filter Narrows the Universe
Valuation and fundamentals cover a tracked cohort, not every listed company —has_fundamentals=true asks what is screenable at all, and the free facets endpoint reports the count. Any ratio filter silently narrows the screen to that cohort, so “the cheapest companies in the world on PE” really means “the cheapest of the companies we hold statements for”. A null margin means not tracked in this source, never this company has no financials. fundamentals_stale=true finds companies whose newest period is over two years old — those rows carry no price ratio at all, because today’s price over 2009 earnings would rank as the cheapest stock on the exchange.
fundamentals_grain says whether numbers are TTM or latest-annual; fundamentals_filed_at is when the market could first know them.