ScreenStocks

io.github.daniel3303/equibles · Verify this server

Screen the stock universe by combining range filters across datasets: market capitalization and share price, sector, industry and membership of a covered index (S&P 500/400/600, Nasdaq-100, Russell 1000/2000, Dow), the number of 13F institutional filers and its quarter-over-quarter change, short interest as a percent of shares outstanding, days to cover, a composite short-squeeze score (0-100, peer-relative; higher = more squeeze-prone), a composite insider-sentiment score (0-100, peer-relative; higher = more aggressive insider accumulation), net insider buying in dollars over the trailing 90 days (negative = net selling), the going-concern doubt flag (companies whose latest SEC filing states substantial doubt about their ability to continue as a going concern), and daily-refreshed derived metrics: trailing P/E, dividend yield (split-restated TTM cash dividends per share divided by share price), revenue growth YoY, gross margin, average daily dollar volume, and TTM net income (minNetIncome=0 keeps profitable companies only). Every bound is optional; a bound on a metric excludes stocks with no data on that axis. Results sort by the chosen metric (default: market cap, descending); filtering or sorting on a fundamental axis adds its column to the table. The footer states each dataset's vintage (prices are the latest exchange snapshot; short interest is bi-monthly FINRA data; filer counts are quarterly 13F data). Follow up on a match with GetValuationMultiples, GetTopHolders, GetInsiderTransactions, or GetShortSqueezeScores (pass its ticker).