RiskModels Rankings Screen
riskmodels_screen_rankingsRank and screen US stocks by metric, cohort, and window, filtering by percentile, decile, or sector to return high- or low-ranking rows.
Instructions
Use when you want the names in the universe that rank highest or lowest on one metric, with optional percentile, decile and sector filters. Not for one stock's rank (use riskmodels_get_rankings). Returns, from POST /rankings/screen, the ranked rows that pass the filters; metrics, cohorts and windows are the same as for one stock's rank. End-of-day data, refreshed after each US market close. Price: $0.25 per call.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| as_of | No | Ranking date (default latest), format YYYY-MM-DD, e.g. 2026-06-30 | |
| limit | No | Maximum rows, integer, e.g. 25 (default 100) | |
| cohort | Yes | Cohort: universe, sector or subsector, e.g. universe | |
| decile | No | Restrict to one decile, integer 1-10, e.g. 10 | |
| metric | Yes | Metric: subsector_residual, sector_residual, gross_return, mkt_cap, er_l1, er_l2 or er_l3, e.g. er_l3 | |
| window | Yes | Window in trading days: 1d, 21d, 63d or 252d, e.g. 21d | |
| sector_filter | No | Restrict to one sector, by sector ETF ticker, e.g. XLK | |
| min_percentile | No | Minimum percentile, 0-100, e.g. 90 |