Stock Screener

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As of 26-Apr-2024, 4:00 PM ET

A powerful multi-feature screener with technical, volatility, dividend, and fundamental data filters for over 8,000 stocks.

Refine your search for stocks with specific characteristics by setting the parameters in each of the filter categories: Price Performance, Attributes, Dividends, Volatility, and Volume. Sort the table by clicking on column headers, ascending or descending. Reset all the parameters by using the "Clear" button at the top of the box. Click on icons within the Symbol column to view more information on the specific stock. Use the "Search" field to narrow your results.

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Stock AttributesPrice, Volume & TechnicalValuation & ProfitLeverage & GrowthAvg Daily Stats

Attributes Dividend Volatility
In My Watchlist Market Cap Dividend Yield 1-Yr Volatility
Sector Earnings Date # Increases 3-Yr 20-Day Volatility
Industry Stock Type # Decreases 3-Yr 1-Day Volatility
Options Listed Country Payout Ratio IV30
In ETF Shares Outstanding IV % Rank
Stock Ideas Market Leaders are the top 25 best-performing S&P 500 holdings, by combining the symbol's holding % weight and the symbol's stock price % change over the last 6 months Market Laggers are the the 25 lowest-performing S&P 500 holdings, by combining the symbol's holding % weight and the symbol's stock price % change over the last 6 months Momentum Stocks are stocks that have gradually moved away from 6-month lows and towards new 6-month highs in each of the last 3 months, 2 months, 1 month, and 2 weeks Share Float
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Symbol Name Price % Chg Volume Avg. Volume Relative
Volume
Market Cap Dividend
Yield
P/E Ratio 2 Day 3 Day 4 Day 5 Day 6 Day 7 Day 2 Week Total return, which includes dividends paid over this span 3 Month Total return, which includes dividends paid 6 Month Total return, which includes dividends paid 1 Year Total return, which includes dividends paid YTD Total return, which includes dividends paid 3 Year Total return, which includes dividends paid. Return over the entire 3-year period, not an annualized average. 5 Year Total return, which includes dividends paid. Return over the entire 5-year period, not an annualized average. % Open
Jump
% Chg
From Open
% From
52-Week
Low
% From
52-Week
High
% From
20-Day MA
% From
50-Day MA
% From
250-Day MA
IV30 IV30
% Chg
Option
Volume
Relative
Option
Volume
IV % Rank Sector Industry Stock Type Dividend
Growth
1-Year
Dividend
Growth
3-Yr Avg
The dividend's average annual growth rate over the last 3 years.
Payout
Ratio
14-Day
RSI
Dividend
Increases
3-Year
Dividend
Decreases
3-Year
1-Day
OHLC
Volatility
20-Day
OHLC
Volatility
1-Year
OHLC
Volatility
Volatility
Skew
Indicator
Country Shares
Outstanding
Share
Float
20-Day MA 50-Day MA 250-Day MA 20-Day MA vs 50-Day MA 20-Day MA vs 250-Day MA 50-Day MA vs 250-Day MA Moving Avg
Indicator
1 Day Support/Resistance Day VWAP
Support
Day VWAP Day VWAP
Resistance
Price vs. VWAP
(Std Devs)
Price vs. VWAP
(Pct Chg)
Std Dev P/E Ratio Price/Earnings. Common valuation ratio measures the price of the stock relative to how much earnings the company generates per share. P/E
Normalized
EPS
Price/TTM normalized diluted earnings per share. This calculation reverses the effects of extraordinary income or charges on Net Income, by adding back (extraordinary expense) or subtracting (extraordinary income) the value from Net Income
Price/Sales Ratio Price/Revenue Price/Book Value Ratio Price/Book Value. Book Value is Common Shareholder’s Equity / Diluted Shares Outstanding. Price/Tangible
Book Value
Ratio price/Tangible book value. Tangible Book Value is The company’s total book value less the value of any intangible assets dividend by number of shares.
PEG Ratio Forward PE Ratio / Long-term Average Earning Growth Rate. Peg ratio is a version of a P/E ratio using an estimated forward earnings taking into consideration earnings growth estimates. Price/Cash Price/Free
Cash Flow
Ratio Price/Free Cash Flow. Free Cash Flow is Cash Flow Operations plus Capital Expenditures. Free cash flow is the cash from operations left over after the company pays for its operating and capital expenses.
Price/Ebitda Ratio Price/Ebitda. Ebitda is Earnings minus expenses (excluding interest, tax, depreciation, and amortization expenses). Forward P/E 1 / ForwardEarningYield. Forward Yield: Estimated Earnings Per Share / Price. EPS is estimated for next year. PEG
Pay Back
The number of years it would take for a company's cumulative earnings to equal the stock's current trading price, assuming that the company continues to increase its annual earnings at the growth rate used to calculate the PEG ratio.
Price/CFO Ratio Price/Cash Flow from Operations: Cash Flow from Operations is the amount of money a company generates on a regular basis from its business activity. Excludes any one time activity. EV to Ebitda Ratio Enterprise Value/Earnings Before Interest, Taxes and depreciation and amortization. Gross
Margin
Refers to the ratio of gross profit to revenue. (Revenue – Cost of Goods Sold) / Revenue
Ebitda
Margin
Refers to the ratio of earnings before interest, taxes and depreciation and amortization to revenue. EBITDA / Revenue
Ebit
Margin
Refers to the ratio of earnings before interest and taxes to revenue. EBIT / Revenue
Net Profit Margin Refers to the ratio of net income to revenue. Net Income / Revenue. Normalized
Net Profit Margin
Normalized Income / Total Revenue. A measure of profitability of the company calculated by finding Normalized Net Profit as a percentage of Total Revenues.
Effective
Tax Rate
Refers to the ratio of tax provision to pretax income. Tax Provision / Pretax Income
Return on Equity Sales Per
Employee
Pre-Tax
Margin
Refers to the ratio of pretax income to revenue. Pretax Income / Revenue.
ROIC Return on Invested Capital: Net Income / (Total Equity + Long-term Debt and Capital Lease Obligation + Short-term Debt and Capital Lease Obligation). Operation
Margin
Refers to the ratio of operating income to revenue. Operating Income / Revenue.
ROA Return on Assets. Net Income / Average Total Assets Cash Return Ratio of free cash flow to enterprise value. This number tells you what cash return you would get if you bought the entire company, including its debt. Debt/Equity Debt/Assets Debt/Ebitda Ratio Debt/Earnings before interest, taxes and depreciation and amortization Debt/Cash Interest
Coverage
Ratio of EBIT/Interest Expense. The ability of a company to meet its interest expense. Earnings before interest and taxes (EBIT)/Interest Expense. Healthy > 2
Quick
Ratio
(Cash, Cash Equivalents, and ShortTerm Investments + Receivables ) / Current Liabilities. Healthy > 1
Current
Ratio
Current Assets / Current Liabilities. Healthy > 1.5
Debt/Capital Refers to the ratio of Long Term Debt to Total Capital. Long-Term Debt And Capital Lease Obligation / (Long-Term Debt And Capital Lease Obligation + Total Shareholder’s Equity) Financial
Leverage
Ratio of Total Assets/Common Equity.
Diluted EPS
Growth (3yr)
Sustainable
Growth
ROE * (1 – Payout Ratio). It refers to a growth rate the company can sustain without having to raise additional capital and increase debt financing.
Revenue
Growth (5yr)
Operating Income
Growth (5yr)
Gross Profit
Annual
Growth (5yr)
Capital
Expenditure Annual
Growth (5yr)
Net Income
Growth (5yr)
Avg Daily Stats - Last 15 Days Avg Daily Stats - Last 30 Days Avg Daily Stats - Last 90 Days
% Pos The % of positive daily returns within the last 15 one-day periods Avg Ret The average one-day % return for the stock over the last 15 days Std Dev The standard deviation of one-day returns for the stock over the last 15 days Sharpe
Ratio
The Sharpe ratio (average divided by standard deviation) of one-day returns for the stock over the last 15 days
% Pos The % of positive daily returns within the last 30 one-day periods Avg Ret The average one-day % return for the stock over the last 30 days Std Dev The standard deviation of one-day returns for the stock over the last 30 days Sharpe
Ratio
The Sharpe ratio (average divided by standard deviation) of one-day returns for the stock over the last 30 days
% Pos The % of positive daily returns within the last 90 one-day periods Avg Ret The average one-day % return for the stock over the last 90 days Std Dev The standard deviation of one-day returns for the stock over the last 90 days Sharpe
Ratio
The Sharpe ratio (average divided by standard deviation) of one-day returns for the stock over the last 90 days

Market Chameleon Stock Screener Frequently Asked Questions

What is a stock screener and what is its purpose?

In simple terms, a stock screener is a tool that helps you eliminate the noise. There are thousands of stocks in the market. It is not reasonable to vet through all the common stock, ETFs, closed end funds, etc, to find the best investment and/or trade that suits your goals and risk tolerance. One person's criteria is going to be different from the next. A swing trader has different criteria than a yield hunter. Just as a long-term value trader will search for stocks differently than a high-frequency trader. A stock screener allows you to sift through the thousands of stocks in the market and narrow down to the handful of stocks that matter to you. For example, you may not want to trade only small cap stocks with low debt and high volatility. Or, you may want to see all stocks that have a low P/E ratio, high earnings growth, steady dividend and are considered a market outperformer. Ultimately, a stock screener is software that allows you to quickly search through a list of all stocks so that you can focus your time and energy only on the prospective stocks that you will truly consider for an investment or trade.

How do you use a stock screener?

Every and any stock screener that is useful will have certain features.

  1. Table Layout: All the relevant data will be neatly organized for you in a table format and will give you the ability to easily compare similar stocks. And sortable columns is a must have.
  2. Filtering: Filtering so that you can eliminate the data that is not pertinent to you.
  3. Saving Your Work: The ability to save your filter criteria so you can quickly and easily view any stocks that may pop up on your list on a daily basis.
Think of a stock screener as a tool to help you in the process of elimination. Just like a multiple choice question, you are just eliminating the things that don't fit until you find the right one. Start with all the stocks available to trade. And then take a step by step approach to filtering out the stocks that don't matter to your investment/trading goals. Here's a simplified example of how to use a stock screener:
  • Step 1: Filter out P/E Ratio Below 50
  • Step 2: Then filter out Market Cap below 10 Billion
  • Step 3: Then filter for a Moving Average with a Bullish Crossover
After you select your filters the results should immediately be available. The results could show that you have narrowed it down to 100 stocks out of 9000 possibilities. But 100 results is still too many for you to analyze, and therefore, you would need to refine your search. This is when we can start looking through the table to determine what other factors could be important. For instance, let's say we determine that unusual volume is important. We can select Relative Volume above 2. Now the list may have narrowed down to 3 stocks. As you can see, this makes searching for stocks much easier. Now you can focus on just 3 stocks and compare them against each other or dive deeper into your analysis.

What should I look for in a stock screener?

First and foremost, you should look for a stock screener that has an intuitive and easy to use display. You will need to know where the results are and where you can filter those results. You will absolutely need the results to be sortable. And also, you should look for a filter that allows you to save your criteria and that will give you the ability to quickly and easily refine your search. Once you get started with a stock screener, you will find interesting combinations of criteria. It would be a waste of time to come back to the screener and try to remember the filters and then reapply those filters over and over again. Furthermore, there could be criteria that are seasonal. Before you know it, you may have 10 different combinations that you want to analyze. Having the ability to save and reload your filters could be the difference between a minute of research and an hour. After that, you are just looking for special add-ons on features that make your screener more flexible and give you the ability to have a wide range of combinations. With the right filters, you will go from novice stock picker to expert in a matter of days. That is why we provide a vast amount of columns and filterable search criteria. Also, we have a wonderful add-on that allows you to add a stock to your watchlist directly from your search results and a fact sheet (Open FactSheet Icon) that allows you to see more details about a stock without having to navigate to another page. To sum it up, you should look for a stock screener that compliments your research ability. Something that is helping make your life easier.

Do you have a how-to video on the stock screener?

Here are a couple videos you can watch on how to use the stock screener.