This comprehensive guide will teach you everything you need to know about the various filters
available in the Screener, starting with the types of filters you can use.
Understanding Filter Types
Before we dive into the specifics of each filter category, let's familiarize ourselves with the
three main types of filters you'll encounter.
These filters present a list of options with checkboxes. Multiple options can be selected. There
is a search field at the top of each of these filters, typing in it narrows down the displayed
options, fuzzy search works too and the matching characters are highlighted
For example, the "Industry" filter allows you to select multiple industries to include in your
Range filters contain two number inputs for specifying a minimum and maximum value. Besides numbers,
a letter suffix (K,M,B) is also allowed. For example "1.5M".
For example, the "20D Range" filter lets you set a range for acceptable 20-day price movements.
These filters allow you to compare one metric (the primary metric) against one or more other metrics
(the target metrics). These filters are typically provided alongside select range filters.
For example, you could use this filter to compare the 20D $Vol (primary metric) against the 5D
$Vol (target metric), setting specific conditions for the comparison.
- A "primary metric label" indicating the metric you're starting with (e.g., 20D $Vol).
- A number input to specify a percentage or value for the comparison.
- A "%" sign indicating that the input will be a percentage.
- A "comparison symbol select" dropdown to specify the type of comparison.
- A "target metric label" indicating the metric you're comparing against (e.g., 5D $Vol).
- Comparison Symbols:
This is the default and means no comparison will be made.
Sets the condition that the primary metric should be greater than or equal to 'x%' of the target
Sets the condition that the primary metric should be less than or equal to 'x%' of the target
Specifies that the primary and target metrics must be within 'x%' of each other.
Filter stocks based on the stock exchange they are listed on.
Useful for traders who prefer to trade on specific exchanges due to liquidity, regulations, or
Filter stocks based on their asset type (Stock, ETF, or Fund).
Useful for traders who prefer to trade specific types of assets.
Filter stocks based on their economic sector, like Technology, Healthcare, etc.
Use this filter when you have a sector-specific investment thesis.
Filter stocks based on their industry, like Software, Biotechnology, etc.
This narrows down stocks based on their industry within a given sector.
Ideal for traders looking for very targeted investment opportunities.
Filter stocks based on their market capitalization.
Filter stocks by their market capitalization.
Great for focusing on companies of a certain size, whether they are large-cap, mid-cap, or small-cap.
Price, Change (%), ADR%, and Moving Averages
These filters allow you to select stocks based on various price metrics, including the latest closing
price, percentage change, Average Daily Range of the past 20 trading sessions, and various Simple
Moving Averages (SMA).
Essential for technical traders focusing on price action and trends.
52W High and 52W Low
Filter stocks that are near their 52-week high or low.
These filters are useful for traders looking for the strongest or weakest stocks in the market.
Liquidity is a crucial aspect to consider in stock trading or investment. Our Liquidity filters
help you identify stocks that have sufficient trading volume, making it easier for you to enter
or exit positions.
1D Vol, 5D Vol, 20D Vol
These filters allow you to specify the minimum and maximum average trading volume for the past
1, 5, and 20 trading days.
Use these filters to identify stocks with sufficient liquidity for your trading needs. Please note
that these filters can be compared to each other, allowing you to identify changes in relative
1D $Vol, 5D $Vol, 20D $Vol
These filters let you set the dollar volume range for the stock, calculated as the average price
multiplied by the average volume for the past 1, 5, and 20 trading days.
Ideal for traders who consider not just the number of shares but also the total value of shares
traded. Like the volume filters, these can be compared with each other.
Understanding a stock's recent performance can offer valuable insights into its potential future
movements. Our Performance filters not only allow you to zero in on stocks that meet your
criteria for short-term and long-term gains, but they also help you identify the ranges of moves
a stock has recently made. This can be invaluable for traders focusing on momentum or
3D Range, 20D Range, 50D Range, 200D Range
These filters help you identify stocks based on their price performance range over the past 3,
20, 50, or 200 trading days.
These filters are useful for identifying stocks that have been making big moves recently. They
can also be used to identify stocks that have been trading in a tight range, which can be useful
for traders looking for consolidation patterns.
BPR (Base Performance Rating)
The BPR is a unique metric that rates a stock's performance over the past 200 trading days. Extra
points are awarded for stocks showing recent consolidation.
It's a quick way to gauge a stock's overall health and momentum. The BPR is normalized to a 0-100
scale for easier comparison.
Congratulations on completing this comprehensive guide on using the filters in the base.report
Screener! We've covered a broad range of topics, including:
- Understanding the three main types of filters: Multi-Select, Range, and Comparison.
- Exploring General Filters to focus your search based on stock attributes like exchange, type,
sector, and more.
- Utilizing Price Filters to identify stocks based on their latest closing prices, moving
averages, and more.
- Employing Liquidity Filters to ensure the stocks you're interested in have sufficient trading
- Leveraging Performance Filters to gauge both short-term and long-term stock performance, as
well as to identify the ranges of recent stock moves.
With this knowledge at your fingertips, you're well-equipped to fine-tune your stock screening
process to meet your specific trading or investment goals. Happy screening!