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Fundamental Filters

James Bury edited this page Aug 6, 2020 · 1 revision

P/E

Filter: PEFilter

Values:

  • PELow
  • PEProfitable
  • PEHigh
  • PEUnder5
  • PEUnder10
  • PEUnder15
  • PEUnder20
  • PEUnder25
  • PEUnder30
  • PEUnder35
  • PEUnder40
  • PEUnder45
  • PEUnder50
  • PEOver5
  • PEOver10
  • PEOver15
  • PEOver20
  • PEOver25
  • PEOver30
  • PEOver35
  • PEOver40
  • PEOver45
  • PEOver50

Example: PEFilter{PEOver5}

Forward P/E

Filter: ForwardPEFilter

Values:

  • PELow
  • PEProfitable
  • PEHigh
  • PEUnder5
  • PEUnder10
  • PEUnder15
  • PEUnder20
  • PEUnder25
  • PEUnder30
  • PEUnder35
  • PEUnder40
  • PEUnder45
  • PEUnder50
  • PEOver5
  • PEOver10
  • PEOver15
  • PEOver20
  • PEOver25
  • PEOver30
  • PEOver35
  • PEOver40
  • PEOver45
  • PEOver50

Example: ForwardPEFilter{PEProfitable}

PEG

Filter: PEGFilter

Values:

  • PEGLow
  • PEGHigh
  • PEGUnder1
  • PEGUnder2
  • PEGUnder3
  • PEGOver1
  • PEGOver2
  • PEGOver3

Example: PEGFilter{PEGLow}

Price/Sales

Filter: PriceSalesFilter

Values:

  • PSLow
  • PSHigh
  • PSUnder1
  • PSUnder2
  • PSUnder3
  • PSUnder4
  • PSUnder5
  • PSUnder6
  • PSUnder7
  • PSUnder8
  • PSUnder9
  • PSUnder10
  • PSOver1
  • PSOver2
  • PSOver3
  • PSOver4
  • PSOver5
  • PSOver6
  • PSOver7
  • PSOver8
  • PSOver9
  • PSOver10

Example: PriceSalesFilter{PSOver1}

Price/Book

Filter: PriceBookFilter

Values:

  • PSLow
  • PSHigh
  • PSUnder1
  • PSUnder2
  • PSUnder3
  • PSUnder4
  • PSUnder5
  • PSUnder6
  • PSUnder7
  • PSUnder8
  • PSUnder9
  • PSUnder10
  • PSOver1
  • PSOver2
  • PSOver3
  • PSOver4
  • PSOver5
  • PSOver6
  • PSOver7
  • PSOver8
  • PSOver9
  • PSOver10

Example: PriceBookFilter{PSOver1}

Price/Cash

Filter: PriceCashFilter

Values:

  • PCLow
  • PCHigh
  • PCUnder1
  • PCUnder2
  • PCUnder3
  • PCUnder4
  • PCUnder5
  • PCUnder6
  • PCUnder7
  • PCUnder8
  • PCUnder9
  • PCUnder10
  • PCOver1
  • PCOver2
  • PCOver3
  • PCOver4
  • PCOver5
  • PCOver6
  • PCOver7
  • PCOver8
  • PCOver9
  • PCOver10
  • PCOver20
  • PCOver30
  • PCOver40
  • PCOver50

Example: PriceCashFilter{PCOver1}

Price/Free Cash Flow

Filter: PriceFCFFilter

Values:

  • PFCFLow
  • PFCFHigh
  • PFCFUnder5
  • PFCFUnder10
  • PFCFUnder15
  • PFCFUnder20
  • PFCFUnder25
  • PFCFUnder30
  • PFCFUnder35
  • PFCFUnder40
  • PFCFUnder45
  • PFCFUnder50
  • PFCFUnder60
  • PFCFUnder70
  • PFCFUnder80
  • PFCFUnder90
  • PFCFUnder100
  • PFCFOver5
  • PFCFOver10
  • PFCFOver15
  • PFCFOver20
  • PFCFOver25
  • PFCFOver30
  • PFCFOver35
  • PFCFOver40
  • PFCFOver45
  • PFCFOver50
  • PFCFOver60
  • PFCFOver70
  • PFCFOver80
  • PFCFOver90
  • PFCFOver100

Example: PriceFCFFilter{PFCFOver5}

EPS Growth This Year

Filter: EPSGrowthThisYearFilter

Values:

  • GrowthNegative
  • GrowthPositive
  • GrowthPositiveLow
  • GrowthHigh
  • GrowthUnder5
  • GrowthUnder10
  • GrowthUnder15
  • GrowthUnder20
  • GrowthUnder25
  • GrowthUnder30
  • GrowthOver5
  • GrowthOver10
  • GrowthOver15
  • GrowthOver20
  • GrowthOver25
  • GrowthOver30

Example: EPSGrowthThisYearFilter{GrowthHigh}

EPS Growth Next Year

Filter: EPSGrowthNextYearFilter

Values:

  • GrowthNegative
  • GrowthPositive
  • GrowthPositiveLow
  • GrowthHigh
  • GrowthUnder5
  • GrowthUnder10
  • GrowthUnder15
  • GrowthUnder20
  • GrowthUnder25
  • GrowthUnder30
  • GrowthOver5
  • GrowthOver10
  • GrowthOver15
  • GrowthOver20
  • GrowthOver25
  • GrowthOver30

Example: EPSGrowthNextYearFilter{GrowthLow}

EPS Growth Past 5 Years

Filter: EPSGrowthPast5YearsFilter

Values:

  • GrowthNegative
  • GrowthPositive
  • GrowthPositiveLow
  • GrowthHigh
  • GrowthUnder5
  • GrowthUnder10
  • GrowthUnder15
  • GrowthUnder20
  • GrowthUnder25
  • GrowthUnder30
  • GrowthOver5
  • GrowthOver10
  • GrowthOver15
  • GrowthOver20
  • GrowthOver25
  • GrowthOver30

Example: EPSGrowthPast5YearsFilter{GrowthOver5}

EPS Growth Next 5 Years

Filter: EPSGrowthNext5YearsFilter

Values:

  • GrowthNegative
  • GrowthPositive
  • GrowthPositiveLow
  • GrowthHigh
  • GrowthUnder5
  • GrowthUnder10
  • GrowthUnder15
  • GrowthUnder20
  • GrowthUnder25
  • GrowthUnder30
  • GrowthOver5
  • GrowthOver10
  • GrowthOver15
  • GrowthOver20
  • GrowthOver25
  • GrowthOver30

Example: EPSGrowthNext5YearsFilter{GrowthUnder5}

Sales Growth Past 5 Years

Filter: SalesGrowthPast5YearsFilter

Values:

  • GrowthNegative
  • GrowthPositive
  • GrowthPositiveLow
  • GrowthHigh
  • GrowthUnder5
  • GrowthUnder10
  • GrowthUnder15
  • GrowthUnder20
  • GrowthUnder25
  • GrowthUnder30
  • GrowthOver5
  • GrowthOver10
  • GrowthOver15
  • GrowthOver20
  • GrowthOver25
  • GrowthOver30

Example: SalesGrowthPast5YearsFilter{GrowthPositiveLow}

EPS Growth Quarter Over Quarter

Filter: EPSGrowthQtrOverQtrFilter

Values:

  • GrowthNegative
  • GrowthPositive
  • GrowthPositiveLow
  • GrowthHigh
  • GrowthUnder5
  • GrowthUnder10
  • GrowthUnder15
  • GrowthUnder20
  • GrowthUnder25
  • GrowthUnder30
  • GrowthOver5
  • GrowthOver10
  • GrowthOver15
  • GrowthOver20
  • GrowthOver25
  • GrowthOver30

Example: EPSGrowthQtrOverQtrFilter{GrowthUnder25}

Sales Growth Quarter Over Quarter

Filter: SalesGrowthQtrOverQtrFilter

Values:

  • GrowthNegative
  • GrowthPositive
  • GrowthPositiveLow
  • GrowthHigh
  • GrowthUnder5
  • GrowthUnder10
  • GrowthUnder15
  • GrowthUnder20
  • GrowthUnder25
  • GrowthUnder30
  • GrowthOver5
  • GrowthOver10
  • GrowthOver15
  • GrowthOver20
  • GrowthOver25
  • GrowthOver30

Example: SalesGrowthQtrOverQtrFilter{GrowthNegative}

Return on Assets

Filter: ROAFilter

Values:

  • ReturnPositive
  • ReturnNegative
  • ReturnVeryPositive
  • ReturnVeryNegative
  • ReturnUnderNeg50
  • ReturnUnderNeg45
  • ReturnUnderNeg40
  • ReturnUnderNeg35
  • ReturnUnderNeg30
  • ReturnUnderNeg25
  • ReturnUnderNeg20
  • ReturnUnderNeg15
  • ReturnUnderNeg10
  • ReturnUnderNeg5
  • ReturnOver50
  • ReturnOver45
  • ReturnOver40
  • ReturnOver35
  • ReturnOver30
  • ReturnOver25
  • ReturnOver20
  • ReturnOver15
  • ReturnOver10
  • ReturnOver5

Example: ROAFilter{ReturnOver5}

Return on Equity

Filter: ROEFilter

Values:

  • ReturnPositive
  • ReturnNegative
  • ReturnVeryPositive
  • ReturnVeryNegative
  • ReturnUnderNeg50
  • ReturnUnderNeg45
  • ReturnUnderNeg40
  • ReturnUnderNeg35
  • ReturnUnderNeg30
  • ReturnUnderNeg25
  • ReturnUnderNeg20
  • ReturnUnderNeg15
  • ReturnUnderNeg10
  • ReturnUnderNeg5
  • ReturnOver50
  • ReturnOver45
  • ReturnOver40
  • ReturnOver35
  • ReturnOver30
  • ReturnOver25
  • ReturnOver20
  • ReturnOver15
  • ReturnOver10
  • ReturnOver5

Example: ROEFilter{ReturnUnderNeg5}

Return on Investment

Filter: ROIFilter

Values:

  • ReturnPositive
  • ReturnNegative
  • ReturnVeryPositive
  • ReturnVeryNegative
  • ReturnUnderNeg50
  • ReturnUnderNeg45
  • ReturnUnderNeg40
  • ReturnUnderNeg35
  • ReturnUnderNeg30
  • ReturnUnderNeg25
  • ReturnUnderNeg20
  • ReturnUnderNeg15
  • ReturnUnderNeg10
  • ReturnUnderNeg5
  • ReturnOver50
  • ReturnOver45
  • ReturnOver40
  • ReturnOver35
  • ReturnOver30
  • ReturnOver25
  • ReturnOver20
  • ReturnOver15
  • ReturnOver10
  • ReturnOver5

Example: ROIFilter{ReturnPositive}

Current Ratio

Filter: CurrentRatioFilter

Values:

  • RatioHigh
  • RatioLow
  • RatioUnder1
  • RatioUnder0point5
  • RatioOver0point5
  • RatioOver1
  • RatioOver1point5
  • RatioOver2
  • RatioOver3
  • RatioOver4
  • RatioOver5
  • RatioOver10

Example: CurrentRatioFilter{RatioHigh}

Quick Ratio

Filter: QuickRatioFilter

Values:

  • RatioHigh
  • RatioLow
  • RatioUnder1
  • RatioUnder0point5
  • RatioOver0point5
  • RatioOver1
  • RatioOver1point5
  • RatioOver2
  • RatioOver3
  • RatioOver4
  • RatioOver5
  • RatioOver10

Example: QuickRatioFilter{RatioUnder0point5}

Long-Term Debt/Equity

Filter: LTDebtEquityFilter

Values:

  • DEHigh
  • DELow
  • DEUnder1
  • DEUnder0point9
  • DEUnder0point8
  • DEUnder0point7
  • DEUnder0point6
  • DEUnder0point5
  • DEUnder0point4
  • DEUnder0point3
  • DEUnder0point2
  • DEUnder0point1
  • DEOver1
  • DEOver0point9
  • DEOver0point8
  • DEOver0point7
  • DEOver0point6
  • DEOver0point5
  • DEOver0point4
  • DEOver0point3
  • DEOver0point2
  • DEOver0point1

Example: LTDebtEquityFilter{DEOver1}

Debt/Equity

Filter: DebtEquityFilter

Values:

  • DEHigh
  • DELow
  • DEUnder1
  • DEUnder0point9
  • DEUnder0point8
  • DEUnder0point7
  • DEUnder0point6
  • DEUnder0point5
  • DEUnder0point4
  • DEUnder0point3
  • DEUnder0point2
  • DEUnder0point1
  • DEOver1
  • DEOver0point9
  • DEOver0point8
  • DEOver0point7
  • DEOver0point6
  • DEOver0point5
  • DEOver0point4
  • DEOver0point3
  • DEOver0point2
  • DEOver0point1

Example: DebtEquityFilter{DELow}

Gross Margin

Filter: GrossMarginFilter

Values:

  • GMPositive
  • GMNegative
  • GMHigh
  • GMUnder90
  • GMUnder80
  • GMUnder70
  • GMUnder60
  • GMUnder50
  • GMUnder45
  • GMUnder40
  • GMUnder35
  • GMUnder30
  • GMUnder25
  • GMUnder20
  • GMUnder15
  • GMUnder10
  • GMUnder5
  • GMUnder0
  • GMUnderNeg10
  • GMUnderNeg20
  • GMUnderNeg30
  • GMUnderNeg50
  • GMUnderNeg70
  • GMUnderNeg100
  • GMOver0
  • GMOver5
  • GMOver10
  • GMOver15
  • GMOver20
  • GMOver25
  • GMOver30
  • GMOver35
  • GMOver40
  • GMOver45
  • GMOver50
  • GMOver60
  • GMOver70
  • GMOver80
  • GMOver90

Example: GrossMarginFilter{GMPositive}

Operating Margin

Filter: OperatingMarginFilter

Values:

  • OMPositive
  • OMNegative
  • OMVeryNegative
  • OMHigh
  • OMUnder90
  • OMUnder80
  • OMUnder70
  • OMUnder60
  • OMUnder50
  • OMUnder45
  • OMUnder40
  • OMUnder35
  • OMUnder30
  • OMUnder25
  • OMUnder20
  • OMUnder15
  • OMUnder10
  • OMUnder5
  • OMUnder0
  • OMUnderNeg10
  • OMUnderNeg20
  • OMUnderNeg30
  • OMUnderNeg50
  • OMUnderNeg70
  • OMUnderNeg100
  • OMOver0
  • OMOver5
  • OMOver10
  • OMOver15
  • OMOver20
  • OMOver25
  • OMOver30
  • OMOver35
  • OMOver40
  • OMOver45
  • OMOver50
  • OMOver60
  • OMOver70
  • OMOver80
  • OMOver90

Example: OperatingMarginFilter{OMUnder15}

Net Profit Margin

Filter: NetProfitMarginFilter

Values:

  • OMPositive
  • OMNegative
  • OMVeryNegative
  • OMHigh
  • OMUnder90
  • OMUnder80
  • OMUnder70
  • OMUnder60
  • OMUnder50
  • OMUnder45
  • OMUnder40
  • OMUnder35
  • OMUnder30
  • OMUnder25
  • OMUnder20
  • OMUnder15
  • OMUnder10
  • OMUnder5
  • OMUnder0
  • OMUnderNeg10
  • OMUnderNeg20
  • OMUnderNeg30
  • OMUnderNeg50
  • OMUnderNeg70
  • OMUnderNeg100
  • OMOver0
  • OMOver5
  • OMOver10
  • OMOver15
  • OMOver20
  • OMOver25
  • OMOver30
  • OMOver35
  • OMOver40
  • OMOver45
  • OMOver50
  • OMOver60
  • OMOver70
  • OMOver80
  • OMOver90

Example: NetProfitMarginFilter{OMOver80}

Payout Ratio

Filter: PayoutRatioFilter

Values:

  • PRNone
  • PRPositive
  • PRLow
  • PRHigh
  • PROver1
  • PROver2
  • PROver3
  • PROver4
  • PROver5
  • PROver6
  • PROver7
  • PROver8
  • PROver9
  • PROver10
  • PRUnder1
  • PRUnder2
  • PRUnder3
  • PRUnder4
  • PRUnder5
  • PRUnder6
  • PRUnder7
  • PRUnder8
  • PRUnder9
  • PRUnder10

Example: PayoutRatioFilter{PRNone}

Insider Ownership

Filter: InsiderOwnershipFilter

Values:

  • InsdrOwnLow
  • InsdrOwnHigh
  • InsdrOwnVeryHigh
  • InsdrOwnOver10
  • InsdrOwnOver20
  • InsdrOwnOver30
  • InsdrOwnOver40
  • InsdrOwnOver50
  • InsdrOwnOver60
  • InsdrOwnOver70
  • InsdrOwnOver80
  • InsdrOwnOver90

Example: InsiderOwnershipFilter{InsdrOwnLow}

Insider Transactions

Filter: InsiderTransactionsFilter

Values:

  • InsdrTransVeryNeg
  • InsdrTransNeg
  • InsdrTransPos
  • InsdrTransVeryPos
  • InsdrTransOver5
  • InsdrTransOver10
  • InsdrTransOver15
  • InsdrTransOver20
  • InsdrTransOver25
  • InsdrTransOver30
  • InsdrTransOver35
  • InsdrTransOver40
  • InsdrTransOver45
  • InsdrTransOver50
  • InsdrTransOver60
  • InsdrTransOver70
  • InsdrTransOver80
  • InsdrTransOver90
  • InsdrTransUnderNeg5
  • InsdrTransUnderNeg10
  • InsdrTransUnderNeg15
  • InsdrTransUnderNeg20
  • InsdrTransUnderNeg25
  • InsdrTransUnderNeg30
  • InsdrTransUnderNeg35
  • InsdrTransUnderNeg40
  • InsdrTransUnderNeg45
  • InsdrTransUnderNeg50
  • InsdrTransUnderNeg60
  • InsdrTransUnderNeg70
  • InsdrTransUnderNeg80
  • InsdrTransUnderNeg90

Example: InsiderTransactionsFilter{InsdrTransUnderNeg5}

Institutional Ownership

Filter: InstitutionalOwnershipFilter

Values:

  • InstOwnLow
  • InstOwnHigh
  • InstOwnOver10
  • InstOwnOver20
  • InstOwnOver30
  • InstOwnOver40
  • InstOwnOver50
  • InstOwnOver60
  • InstOwnOver70
  • InstOwnOver80
  • InstOwnOver90
  • InstOwnUnder10
  • InstOwnUnder20
  • InstOwnUnder30
  • InstOwnUnder40
  • InstOwnUnder50
  • InstOwnUnder60
  • InstOwnUnder70
  • InstOwnUnder80
  • InstOwnUnder90

Example: InstitutionalOwnershipFilter{InstOwnUnder50}

Institutional Transactions

Filter: InstitutionalTransactionsFilter

Values:

  • InstTransVeryNeg
  • InstTransNeg
  • InstTransPos
  • InstTransVeryPos
  • InstTransOver5
  • InstTransOver10
  • InstTransOver15
  • InstTransOver20
  • InstTransOver25
  • InstTransOver30
  • InstTransOver35
  • InstTransOver40
  • InstTransOver45
  • InstTransOver50
  • InstTransUnderNeg5
  • InstTransUnderNeg10
  • InstTransUnderNeg15
  • InstTransUnderNeg20
  • InstTransUnderNeg25
  • InstTransUnderNeg30
  • InstTransUnderNeg35
  • InstTransUnderNeg40
  • InstTransUnderNeg45
  • InstTransUnderNeg50

Example: InstitutionalTransactionsFilter{InstTransPos}