The field reference lists every data point available in the Screener, with its definition, unit, data source, and supported operators.
What this page is for
Each field in the Screener corresponds to a specific, computable measurement about a company. This page defines what each field measures — not whether a high or low value is appropriate for a given strategy. For the investing rationale behind individual metrics, see the knowledge base. For strategy playbooks that combine multiple fields into a coherent screen, see strategies.
Use this page when you need to know exactly what a number in the Screener represents before building a filter around it.
How to read a field entry
Each field in this reference has:
- Field — the label that appears in Screener column headers and the filter panel.
- Key — the internal identifier used in URL state and the screener API.
- Unit — the scale the value is expressed in (
%,USD,ratio,score,count). - What it measures — a one-sentence definition scoped strictly to the data, with no strategy opinion.
Each field has a dedicated detail page at /docs/fields/[key] with its formula, sector caveats, supported operators, and an example screen. Those pages are auto-generated from the field registry and link directly into the Screener.
Company Profile
Qualitative descriptor fields that define a company's identity and market placement. Use these to constrain the investable universe before adding quantitative filters.
| Field | Key | Unit | What it measures |
|---|---|---|---|
| Symbol | symbol | text | Primary ticker identifier on the trading exchange |
| Company | company_name | text | Legal trading name of the issuer |
| Sector | sector | category | Broad market sector (e.g., Technology, Healthcare) |
| Industry | industry | category | Sub-sector industry classification |
| Country | country | category | Country of primary listing |
| Exchange | exchange | category | Stock exchange where the primary listing trades |
Company Size
Size metrics measure the total capital assigned to a company by the market and the broader enterprise. Use size filters to define your investable universe before applying quality or valuation criteria.
| Field | Key | Unit | What it measures |
|---|---|---|---|
| Market Cap | market_cap | USD | Total market value of outstanding shares (price × shares outstanding) |
| Enterprise Value | enterprise_value | USD | Market cap plus net debt — the theoretical acquisition price |
| Working Capital | working_capital | USD | Current assets minus current liabilities |
Valuation
Valuation ratios express price relative to a fundamental measure of business output. See the guide to valuation ratios for how to interpret them across market cycles.
| Field | Key | Unit | What it measures |
|---|---|---|---|
| P/E Ratio | pe_ratio | ratio | Share price divided by trailing twelve-month earnings per share |
| P/B Ratio | pb_ratio | ratio | Share price divided by book value per share |
| P/S Ratio | ps_ratio | ratio | Share price divided by trailing twelve-month revenue per share |
| P/FCF Ratio | price_to_free_cash_flows_ratio | ratio | Share price divided by free cash flow per share |
| EV/Revenue | ev_to_revenue | ratio | Enterprise value divided by trailing revenue |
| EV/EBITDA | ev_to_ebitda | ratio | Enterprise value divided by trailing EBITDA |
| EV/EBIT | ev_to_ebit | ratio | Enterprise value divided by trailing EBIT |
| EV/FCF | ev_to_fcf | ratio | Enterprise value divided by trailing free cash flow |
| EPS | eps | USD | Basic earnings per share for the trailing twelve months |
| EPS (Diluted) | eps_diluted | USD | Diluted earnings per share for the trailing twelve months |
| Book Value/Share | book_value_per_share | USD | Shareholders equity divided by shares outstanding |
| Revenue/Share | revenue_per_share | USD | Revenue divided by shares outstanding |
Profitability & Returns
Margin and return metrics measure how efficiently a company converts revenue and capital into profit. See the guide to return metrics for interpretation context.
| Field | Key | Unit | What it measures |
|---|---|---|---|
| Gross Margin | gross_margin | % | (Revenue − cost of goods sold) ÷ revenue |
| Operating Margin | operating_margin | % | Operating income ÷ revenue |
| Net Margin | profit_margin | % | Net income ÷ revenue |
| EBITDA Margin | ebitda_margin | % | EBITDA ÷ revenue |
| FCF Margin | fcf_margin | % | Free cash flow ÷ revenue |
| ROE | roe | % | Net income ÷ shareholders equity |
| ROA | roa | % | Net income ÷ total assets |
| ROIC | roic | % | Net operating profit after tax ÷ invested capital |
| ROCE | roce | % | EBIT ÷ capital employed |
Growth & Momentum
Growth fields measure how fast revenue, earnings, and cash flow are expanding. Price performance and technical fields measure market-based momentum.
Fundamental growth
| Field | Key | Unit | What it measures |
|---|---|---|---|
| Revenue Growth YoY | revenue_growth_yoy | % | Year-over-year revenue growth rate |
| Earnings Growth YoY | earnings_growth_yoy | % | Year-over-year net income growth rate |
| EPS Growth YoY | eps_growth_yoy | % | Year-over-year earnings per share growth rate |
| FCF Growth YoY | fcf_growth_yoy | % | Year-over-year free cash flow growth rate |
| Revenue CAGR (3Y) | revenue_cagr_3y | % | Compound annual revenue growth over three years |
| Revenue CAGR (5Y) | revenue_cagr_5y | % | Compound annual revenue growth over five years |
| Earnings CAGR (3Y) | earnings_cagr_3y | % | Compound annual earnings growth over three years |
| Earnings CAGR (5Y) | earnings_cagr_5y | % | Compound annual earnings growth over five years |
| EPS CAGR (3Y) | eps_cagr_3y | % | Compound annual earnings per share growth over three years |
| EPS CAGR (5Y) | eps_cagr_5y | % | Compound annual earnings per share growth over five years |
| FCF CAGR (3Y) | fcf_cagr_3y | % | Compound annual free cash flow growth over three years |
| FCF CAGR (5Y) | fcf_cagr_5y | % | Compound annual free cash flow growth over five years |
Consistency streaks
| Field | Key | Unit | What it measures |
|---|---|---|---|
| Revenue Growth Streak (Q) | revenue_growth_streak_quarters | count | Consecutive quarters of positive revenue growth |
| Earnings Growth Streak (Q) | earnings_growth_streak_quarters | count | Consecutive quarters of positive earnings growth |
| Revenue Growth Streak (Y) | revenue_growth_streak_years | count | Consecutive years of positive revenue growth |
| Earnings Growth Streak (Y) | earnings_growth_streak_years | count | Consecutive years of positive earnings growth |
| Positive FCF (12Q) | positive_fcf_last_12_quarters | count | Quarters with positive free cash flow out of the last 12 |
| Positive Earnings (8Q) | positive_earnings_last_8_quarters | count | Quarters with positive net income out of the last 8 |
| Improving Margins (4Q) | improving_margins_last_4_quarters | count | Quarters with sequentially improving operating margin out of the last 4 |
Price performance
| Field | Key | Unit | What it measures |
|---|---|---|---|
| Daily Change | day_change_percent | % | Price change since the previous market close |
| Perf 5D | change_5d_percent | % | Price performance over the trailing five trading days |
| Perf 1M | change_1m_percent | % | Price performance over the trailing calendar month |
| Perf 3M | change_3m_percent | % | Price performance over the trailing three months |
| Perf 6M | change_6m_percent | % | Price performance over the trailing six months |
| YTD | change_ytd_percent | % | Price performance from January 1 to the current date |
| 1Y | change_1y_percent | % | Price performance over the trailing twelve months |
| 3Y | change_3y_percent | % | Price performance over the trailing three years |
| 5Y | change_5y_percent | % | Price performance over the trailing five years |
Technical indicators
| Field | Key | Unit | What it measures |
|---|---|---|---|
| SMA 20 | sma_20 | USD | 20-day simple moving average of closing price |
| SMA 50 | sma_50 | USD | 50-day simple moving average of closing price |
| SMA 200 | sma_200 | USD | 200-day simple moving average of closing price |
| RSI (14) | rsi_14 | 0–100 | 14-day relative strength index — momentum and overbought/oversold signal |
| Relative Strength (Levy) | rs_levy | ratio | Price relative to its own 26-week moving average |
Balance Sheet Quality
Balance sheet metrics measure a company's financial strength, leverage, and ability to meet obligations. High-quality screens often combine multiple ratios to separate resilient businesses from fragile ones.
| Field | Key | Unit | What it measures |
|---|---|---|---|
| Current Ratio | current_ratio | ratio | Current assets ÷ current liabilities |
| Quick Ratio | quick_ratio | ratio | (Current assets − inventory) ÷ current liabilities |
| Cash Ratio | cash_ratio | ratio | Cash and equivalents ÷ current liabilities |
| Debt/Equity | debt_to_equity | ratio | Total debt ÷ shareholders equity |
| Debt/Assets | debt_to_assets | ratio | Total debt ÷ total assets |
| Debt/EBITDA | debt_to_ebitda | ratio | Total debt ÷ trailing EBITDA |
| Debt/Capital | debt_to_capital | ratio | Total debt ÷ (total debt + shareholders equity) |
| Interest Coverage | interest_coverage | ratio | EBIT ÷ interest expense |
| Piotroski Score | piotroski_score | 0–9 | Composite signal of nine profitability, leverage, and efficiency binary checks |
| Altman Z-Score | altman_z_score | score | Bankruptcy probability model based on five weighted financial ratios |
| Total Assets | total_assets | USD | Book value of all assets on the balance sheet |
| Total Debt | total_debt | USD | Short-term plus long-term interest-bearing debt |
| Cash & Equivalents | cash_and_equivalents | USD | Cash and near-cash instruments on the balance sheet |
| Shareholders Equity | shareholders_equity | USD | Total assets minus total liabilities |
Operational Efficiency
Efficiency ratios measure how productively a company uses its assets to generate revenue. Capital-intensive businesses and asset-light models produce structurally different readings — compare within sector.
| Field | Key | Unit | What it measures |
|---|---|---|---|
| Asset Turnover | asset_turnover | ratio | Revenue ÷ total assets |
| Inventory Turnover | inventory_turnover | ratio | Cost of goods sold ÷ average inventory |
| Receivables Turnover | receivables_turnover | ratio | Revenue ÷ accounts receivable |
| Working Cap/Revenue | working_capital_to_revenue | % | Working capital as a share of revenue |
| CapEx/Revenue | capex_to_revenue | % | Capital expenditure as a share of revenue |
| R&D/Revenue | rd_expense_to_revenue | % | Research and development expense as a share of revenue |
Risk & Stability
Risk metrics measure price volatility and the reliability of financial output over time.
| Field | Key | Unit | What it measures |
|---|---|---|---|
| Beta | beta | ratio | Sensitivity of a stock's price to broad market movements (benchmark = 1.0) |
| Revenue Volatility | revenue_volatility | % | Standard deviation of quarterly revenue growth rates |
| Earnings Volatility | earnings_volatility | % | Standard deviation of quarterly earnings growth rates |
| 52W High | week_52_high | USD | Highest closing price over the trailing 52 weeks |
| 52W Low | week_52_low | USD | Lowest closing price over the trailing 52 weeks |
| 50D MA | day_50_moving_avg | USD | 50-day simple moving average of closing price |
| 200D MA | day_200_moving_avg | USD | 200-day simple moving average of closing price |
Dividends
Dividend fields cover yield, payout sustainability, and the consistency record of dividend payments. See the guide to dividend screening for strategy context.
| Field | Key | Unit | What it measures |
|---|---|---|---|
| Dividend Yield | dividend_yield | % | Annual dividend per share ÷ current share price |
| Payout Ratio | dividend_payout_ratio | % | Dividends paid ÷ net income |
| FCF Payout Ratio | dividend_payout_ratio_free_cash_flow | ratio | Dividends paid ÷ free cash flow |
| Dividend Coverage | dividend_coverage_ratio | ratio | Net income ÷ total dividends paid |
| Dividend/Share | dividend_per_share | USD | Annual dividend per share (trailing twelve months) |
| Dividend CAGR (3Y) | dividend_cagr_3y | % | Compound annual dividend growth over three years |
| Dividend CAGR (5Y) | dividend_cagr_5y | % | Compound annual dividend growth over five years |
| Dividend Growth YoY | dividend_growth_yoy | % | Year-over-year dividend per share growth |
| Dividend Growth Streak | dividend_growth_streak_years | years | Consecutive years of dividend per share increases |
| Dividend Stability Streak | dividend_flat_streak_years | years | Consecutive years without a dividend cut |
What is not here
This index covers filterable and sortable fields in the Screener. It does not include:
- Derived display columns visible only in result tables (e.g., sparklines, signal badges)
- Ad-hoc formulas — the Screener does not currently support custom computed columns
- Deprecated fields — fields removed from the registry are not listed here
- Macro or index data — country-level or sector-level aggregates are not screener fields
If you expect a field to appear here and it does not, it may require a Pro plan or may not yet be available in the Screener.
Related
- Operators reference — every comparison operator supported in the Screener with worked examples
- Designing Screens — how to combine fields into a coherent screening strategy
- ScreenerHub Screener — the feature overview for the Screener
- Strategy templates — pre-built screens that put these fields to work