Screen stocks
screen_equitiesRead-onlyIdempotent
Screen stocks by hand: list the companies that pass a screen, unweighted and unsaved.
For exploring stocks before anything is saved. The ways to build a portfolio,
including when the screener is one of them, are in ``describe_build_options``;
a ready-made strategy on a theme or sector is found with ``find_portfolios``.
Each company comes with its country, sector and, under a factor tilt, the score
it was ranked on (its fit to the tilts) and each factor on its own axis.
Factors are axes, not styles: valuation high is expensive and low is cheap
('value'); size low is small caps ('size'); for quality pass the one factor
'quality', which splits its share between its parts. ``maximum_number_of_assets`` keeps
the largest by market cap; a size tilt scores every large cap the same. A
company with several share classes is listed once, by its most traded line,
unless ``asset_ids`` names the classes. ``request`` echoes the arguments, which
``solve_equity_weights`` and ``build_equity_strategy`` take unchanged; a strategy
built from them re-runs the screen at every rebalance. The listed ids are this
date's selection only. Where a card is drawn it lists every company that passed,
so one screen is one call.
``sizes`` defaults to large and mid; a theme usually needs small caps too, and
micro caps where that finds nothing. An empty theme screen says whether the
region has no members at any size. The funnel says how many names each stage
kept. ``date`` screens as of a past date; data before 2022 is sparse enough to
reorder a universe, and nothing can be screened before 2005, or with micro caps
before 2021-01-29.
Tool call template
This tool declares no required parameters. Add optional parameters from the input schema as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {},
"name": "screen_equities"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | ||
| sizes | No | ||
| themes | No | ||
| regions | No | ISO-3 country codes ('SWE'), country names ('Sweden') or the groups 'global', 'nordics', 'europe' (which includes the Nordics) and 'north_america'. Where a company is LISTED, not where it is based: a foreign company with a local listing counts in that country. | |
| sectors | No | ||
| asset_ids | No | ||
| esg_filter | No | ||
| industries | No | ||
| fundamentals | No | ||
| gics_exclude | No | GICS codes whose companies are dropped, at any level: 2-digit sectors, or 4-, 6- and 8-digit codes from find_gics. | |
| theme_exclude | No | ||
| company_exclude | No | ||
| min_dividend_yield | No | Keep only companies whose trailing 12-month dividend yield is at least this, e.g. 0.03 for 3%. Applied after a tilt: the tilt keeps its share (fundamentals_percentage_select) of the screened universe, then the floor keeps the yielders among those. | |
| maximum_number_of_assets | No | At most 500; empty means 500. | |
| fundamentals_percentage_select | No |