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Stocklake — AI Stock Intelligence

Get Stock

get_stock
Read-onlyIdempotent

Price, fundamentals, technical indicators, and company profile for a stock. Returns all data needed to understand a stock in a single call.

Key fields:

  • price, change_pct, prev_close, week52_high/low, volume, avg_volume

  • market_cap, enterprise_value, beta

  • pe_trailing, pe_forward, price_to_book, dividend_yield, dividend_rate

  • debt_to_equity, profit_margins, operating_margins, gross_margins, return_on_equity, free_cashflow

  • revenue_growth, earnings_growth, revenue_ttm, gross_profit_ttm

  • analyst_rating: "strong_buy"|"buy"|"hold"|"sell"|"strong_sell" (analyst consensus)

  • analyst_rating_score: 1.0-5.0 mean analyst recommendation (1=strong_buy, 5=strong_sell)

  • analyst_target: mean analyst price target

  • analyst_count: number of analyst opinions

  • indicators: raw RSI, MACD, Bollinger Bands, SMA20/SMA200 (the canonical 50/200-day averages -- no separate top-level ma_50/ma_200 field), EMA20/EMA200, ATR

  • description: company business description

  • website, employees, officers (top 5: name, title, total_pay)

  • updated_at: last data sync timestamp Available to all tiers (raw indicator numbers, no interpretation). This basic six (RSI/MACD/Bollinger/SMA/EMA/ATR) is standard, widely-available technical analysis.

Pro tier also unlocks the specialized indicators inside the SAME indicators block: williams_r, ultimate_osc, vix_fix, williams_ad (the Larry Williams family), td_sequential (DeMark), elliott_wave, adx {adx, plus_di, minus_di}, ichimoku {tenkan, kijun, cloud_top, cloud_bot, above_cloud, below_cloud}, squeeze {squeeze_on, hist}, and rs_rank (relative-strength rank 1-99, stocks only: the past year's return with the latest quarter counted double, ranked against every tracked stock; 99 = strongest; absent with under a year of history). These are omitted entirely from the free/guest response, not merely unlabeled; free/guest calls get indicators with only the basic six populated.

Pro tier adds four interpreted blocks computed from the same indicators, no extra AI cost, plus a minimum AI-narrative slice - all five below are precomputed, none cost an AI call on your request:

  • ai_verdict / ai_headline / ai_score / ai_score_band: the minimum useful AI-narrative slice, shared by every pro-tier stock-returning tool. A bare verdict alone isn't actionable (e.g. negative while up 8% on the day with a strong_buy analyst rating is genuinely ambiguous) - the one-line headline is the "why", ai_score is the 0-100 composite (same scale/band convention as get_signals' signal_score, distinct pipeline). For the full text (summary/key_points/risks/near_term/longer_term) and cross-source news/insider context, call get_stock_research(symbol) instead - that's the only tool with the complete bundle.

  • ai_score (0-100) / ai_score_band (Weak/Moderate/Strong/Very Strong): the AI research composite score, on the same 0-100 scale and band boundaries as get_signals()'s signal_score - but a separate score, never the same number for the same symbol by coincidence alone.

  • rating: {score 0-10, direction POSITIVE/NEUTRAL/NEGATIVE, signals per-indicator breakdown}

    • composite technical score

  • signals: flat labeled signals (rsi/macd/bollinger/sma200/sma50/williams_r/ultimate_osc/ vix_fix/williams_ad/td_sequential/elliott_wave, each with a value + plain-English label)

    • same indicators as 'indicators', pre-interpreted for programmatic use without parsing raw numbers

  • stance_signals: unified list of per-source directional calls (technical rating, AI summary near_term/longer_term, insider/institutional sentiment, analyst consensus, active screener signals) - each entry {stance POSITIVE/NEGATIVE/NEUTRAL, conviction 0-10, horizon INTRADAY/SWING/POSITION/LONG_TERM, edge_quality PROVEN/OBSERVATION/UNKNOWN (per-source signal_backtest track record), source, raw_label, as_of}. Same canonical shape used on the stock detail page - a source with missing/stale data is simply omitted, not nulled out.

  • relative_strength: {windows: {5d/20d/60d/120d/12m -> {stock_return_pct, rs_vs_spy, rs_vs_qqq, rs_vs_sector}}, verdict: one-line plain-language read (e.g. "Laggard - weak near- and long-term")}

    • stock's own return minus each benchmark's return (percentage points, not a ratio) per window. rs_vs_sector uses the stock's GICS sector SPDR ETF (Vanguard backup if the primary lacks history); omitted for stocks with no resolvable sector (crypto, FX, indices). Windows/ benchmarks with insufficient history are omitted rather than null. null if not precomputed yet.

  • market_risk: {beta_spy_1y, corr_spy_1y} - 1-year daily-return beta and correlation vs SPY. Distinct from quote.beta (a longer-window beta) - this is computed from the same daily bars as relative_strength. Both fields null if not yet precomputed for this symbol (populates on the next scheduled indicators run).

  • forensic_scores: {altman_z, piotroski_f, beneish_m, computed_at} - three classic forensic- accounting formulas (Altman 1968 bankruptcy-risk, Piotroski 2000 fundamental-strength, Beneish 1999 earnings-manipulation-likelihood), computed from balance sheet/income statement/cash flow data, refreshed on each company's own filing cadence (roughly annual). Each sub-block is {score, note, ...} - altman_z adds zone (safe/grey/distress), piotroski_f adds strength (strong/moderate/weak, 0-9 scale), beneish_m adds likely_manipulator (bool, score > -1.78). note explains what the score measures and its known caveats (e.g. Altman Z is not meaningful for banks/insurers and can flag REITs/ client-float businesses as "distress" by design) - always read alongside the score, not in isolation. score: null means genuinely not computable for this company (common for financial-sector names), not an error. No trading signal is derived from these scores anywhere in this API today - treat as raw accounting-model output for your own research.

  • sector_context: where this stock's fundamentals sit versus the other tracked equities in its own sector - {sector, revenue_growth, gross_margin, operating_margin, as_of}, each metric {value, sector_median, percentile 0-100, n}. Purely descriptive positioning (e.g. "revenue growth is in the 80th percentile of its sector"), no interpretation or direction. A metric is omitted when the stock has no value for it or the sector has fewer than 15 peers with data; the whole block is omitted when nothing is computable. Baseline refreshed daily; sectors are pooled globally across all tracked equities. get_stock also returns trend: {period: "quarterly", points: [{period_end, revenue_growth / gross_margin / operating_margin: {value, sector_median, n}}]}, oldest first - the same three metrics for the last few quarters (revenue_growth is year-over-year) beside the sector median for each quarter, so you can see whether the stock is gaining or losing ground on its peers. Off-cycle fiscal quarters are matched to the nearest calendar quarter. A quarter or metric is left out where either side lacks data. get_stocks omits trend to keep batch rows small.

Input Schema

NameRequiredDescriptionDefault
symbolYesStock ticker symbol. Also accepts a company name as a fallback (e.g. "Apple") when it uniquely resolves to one symbol.

Output Schema

NameRequiredDescriptionDefault

No arguments

Schema Changelog

Changes observed during successful MCP inspections.

  1. Changed1 schema field changed
    • addedInput schema / properties / symbol / description
      Added value: +"Stock ticker symbol. Also accepts a company name as a fallback (e.g. \"Apple\") when it uniquely resolves to one symbol."
  2. First observed

TDQS

A4.2/5.0
Behavior5/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Goes far beyond the readOnly/idempotent annotations: discloses tier gating (Pro-only indicators are omitted entirely from free/guest responses, not merely unlabeled), null/omission semantics ('omitted rather than null', 'populates on the next scheduled indicators run'), refresh cadence (forensic scores on filing cadence, sector baseline daily), and caveats like Altman Z not being meaningful for banks. This is exactly the context annotations cannot carry.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness2/5

Is the description appropriately sized, front-loaded, and free of redundancy?

Roughly 700 words for a one-parameter read tool, with visible redundancy: ai_score/ai_score_band are described twice in adjacent bullets, and the `trend` block is appended mid-section after sector_context rather than front-loaded. Because an output schema exists, the exhaustive field-by-field enumeration largely duplicates structured data rather than earning its place.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness5/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

For a rich, gated, multi-block read tool, the description covers everything needed to call and interpret it: tier-dependent shape, which blocks may be absent and why, how `signals`/`indicators`/`stance_signals` differ, and where to go for the fuller research bundle. No material gap remains for an agent deciding and invoking.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters3/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Only one parameter and the schema already documents it at 100% coverage, including the company-name fallback. The description never mentions the `symbol` argument or its resolution behavior, so it adds nothing here and the baseline 3 applies.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

Opens with a specific verb+resource+scope: 'Price, fundamentals, technical indicators, and company profile for a stock... all data needed to understand a stock in a single call.' It also explicitly differentiates from siblings by naming get_stock_research for the full narrative bundle and noting get_stocks omits `trend`, so an agent can pick correctly without opening schemas.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

Clear routing signals exist: 'For the full text ... call get_stock_research(symbol) instead - that's the only tool with the complete bundle' and 'get_stocks omits `trend` to keep batch rows small.' What's missing is an explicit statement of when NOT to use this tool (e.g. historical series -> get_stock_history, signals -> get_signals), leaving some sibling selection to inference.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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