last updated: March 20, 2024

Screener Filters

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.

Multi-select filters

  • Description: 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
  • Usage: For example, the "Industry" filter allows you to select multiple industries to include in your screener.
    • Multi Select Filter

Range filters

  • Description: 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".
  • Usage: For example, the "20D Range" filter lets you set a range for acceptable 20-day price movements.
    • Range Filter

Comparison filters

  • Description: 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.
  • Usage: 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.
  • Structure:
    • 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:
    • Empty: 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 metric.
    • ≤: Sets the condition that the primary metric should be less than or equal to 'x%' of the target metric.
    • ±: Specifies that the primary and target metrics must be within 'x%' of each other.
    • Comparison Filter

Fundamental & technical

Fundamental filters

Fundamental filters allow you to screen using financial metrics like P/E ratio, EBIDTA, ownership, and more. These filters are useful for investors who focus on the financial health of a company.

Technical filters

Technical filters allow you to screen using price and volume metrics like moving averages, ADR%, 52W high/low, and more. These filters are useful for traders who focus on price action and trends.

Finding the right filter

With dozens of filters available, a search field is provided at the top of the filters list to help you find the right filter quickly. The search field supports fuzzy search, so you can type in a few characters and the matching filters will be displayed.

Screener Filter - Fuzzy Search

Following is a selection of the most commonly used filters in the Screener.

General filters

Exchange

  • Description: Filter stocks based on the stock exchange they are listed on.
  • Usage: Useful for traders who prefer to trade on specific exchanges due to liquidity, regulations, or other reasons.

Type

  • Description: Filter stocks based on their asset type (Stock, ETF, or Fund).
  • Usage: Useful for traders who prefer to trade specific types of assets.

Sector

  • Description: Filter stocks based on their economic sector, like Technology, Healthcare, etc.
  • Usage: Use this filter when you have a sector-specific investment thesis.

Industry

  • Description: Filter stocks based on their industry, like Software, Biotechnology, etc.
  • Usage: This narrows down stocks based on their industry within a given sector.
  • Usage: Ideal for traders looking for very targeted investment opportunities.

Market cap

  • Description: Filter stocks based on their market capitalization.
  • Usage: Filter stocks by their market capitalization.
  • Usage: Great for focusing on companies of a certain size, whether they are large-cap, mid-cap, or small-cap.

Price filters

Price, Change (%), ADR%, and Moving Averages

  • Description: 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).
  • Usage: Essential for technical traders focusing on price action and trends.

52W high and 52W low

  • Description: Filter stocks that are near their 52-week high or low.
  • Usage: These filters are useful for traders looking for the strongest or weakest stocks in the market.

Liquidity filters

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

  • Description: These filters allow you to specify the minimum and maximum average trading volume for the past 1, 5, and 20 trading days.
  • Usage: 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 volume

1D $Vol, 5D $Vol, 20D $Vol

  • Description: 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.
  • Usage: 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.

Performance filters

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 volatility.

3D Range, 20D Range, 50D Range, 200D Range

  • Description: These filters help you identify stocks based on their price performance range over the past 3, 20, 50, or 200 trading days.
  • Usage: 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)

  • Description: 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.
  • Usage: 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.

Summary

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 volume.
  • 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!