screen_stocks
Read-onlyIdempotent
Screen stocks with quantitative filters: filter by fundamentals, momentum, value, or technical signals to get ranked candidates with scores and metrics.
Instructions
Screen a stock universe with quantitative filters. Returns ranked candidates with scores and metrics.
Use this tool when you need to find stocks matching specific criteria — value stocks, momentum leaders, quality companies, or multi-factor ranked candidates. Supports 7 screen types across 3 universes (S&P 500, Russell 2000, Nasdaq 100).
After screening, use backtest_strategy to test the screen as a trading strategy, or factor_analysis to understand the factor exposures of the selected stocks.
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| date | No | Date for the screen in YYYY-MM-DD format. Defaults to most recent trading day. | |
| config | No | Screen-specific configuration. Examples: fundamental_screen: {pe_lt: 15, roe_gt: 12}. momentum_screen: {lookback_days: 200, top_pct: 0.2}. value_screen: {pe_lt: 20, top_n: 30}. factor_model: {weights: {value: 0.3, momentum: 0.3, quality: 0.2, volatility: 0.2}, top_n: 20}. mean_reversion: {lookback_days: 60, z_threshold: -1.5}. All parameters are optional — sensible defaults are used. | |
| universe | No | Stock universe to screen. Options: sp500, russell2000, nasdaq100 | sp500 |
| screen_type | No | Type of screen to run. Options: fundamental_screen (filter by PE/ROE/debt), quality_screen (filter by ROE/margins), momentum_screen (rank by price momentum), value_screen (rank by valuation), factor_model (multi-factor ranking), technical_signal (RSI/SMA/Bollinger), mean_reversion (z-score below threshold) | fundamental_screen |
Output Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |