About StockLists
Free stock screening and research for investors worldwide
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What We Do
StockLists provides free access to stock screening tools that were traditionally available only through expensive institutional platforms. We track over 58,000 publicly traded companies across 25+ global exchanges, offering risk-adjusted ratio screeners, fundamental analysis tools, valuation metrics, and dividend screening — all without requiring an account or subscription.
Coverage
58,000+
Companies
25+
Exchanges
37
Countries
12
Screeners
Data Sources & Methodology
Price Data
End-of-day prices are sourced from various institutional-grade financial data providers. US stocks receive real-time prices via WebSocket during market hours. International stocks are updated with 15-minute delayed quotes throughout the trading day.
Fundamental Data
Financial statements (income, balance sheet, cash flow), company metrics, and valuation ratios are aggregated from multiple institutional-grade data sources to ensure broad coverage across all supported exchanges.
Calculated Metrics
Risk-adjusted ratios (Sortino, Calmar, Sharpe, Omega, Martin, Ulcer Index), Piotroski F-Scores, and Magic Formula rankings are calculated in-house from raw price and financial statement data. Our calculation methodology is transparent — each screener page explains the formula and interpretation.
Data Quality
We apply multiple data quality filters including spike detection for anomalous price moves (>1000% single-day changes), stale price detection, reasonable caps on calculated ratios, and exclusion of clearly erroneous data points. Dividend yields are capped at 25% to exclude stale OTC pricing artifacts.
Update Frequency
US stock prices: Real-time during market hours
International prices: 15-minute delayed quotes
End-of-day prices: Updated nightly across all exchanges
Fundamentals: Weekly sync from data providers
Risk ratios: Recalculated daily at 5:00 AM UTC
Piotroski & Magic Formula: Recalculated daily at 5:30-5:45 AM UTC
Available Screeners
Risk-Adjusted Ratios
- Sortino Ratio — downside risk-adjusted returns
- Sharpe Ratio — total volatility-adjusted returns
- Calmar Ratio — return vs. maximum drawdown
- Omega Ratio — gain-to-loss ratio
- Martin Ratio — return per drawdown pain
- Ulcer Index — drawdown depth and duration
Fundamental Screeners
- Magic Formula — Greenblatt's value + quality ranking
- Piotroski F-Score — 9-criteria financial strength
- Valuation — P/E, P/B, P/S, PEG ratios
- Dividend Yield — income-paying stocks
- Multi-Factor Scanner — all signals combined into one alignment score
Learn more about all metrics in our financial glossary.
Important Disclaimer
StockLists is an informational and educational platform. Nothing on this site constitutes financial advice, investment recommendations, or an offer to buy or sell securities. All data is provided "as is" and may contain errors or delays. Stock prices, financial statements, and calculated metrics should be verified with your broker or a licensed financial professional before making any investment decisions. Past performance does not guarantee future results. Investing involves risk, including possible loss of principal.
Questions or Feedback?
Reach us at support@stocklists.co