Stock Screeners
Screen stocks by valuation metrics, dividend yield, and risk-adjusted performance
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Multi-Factor Scanner
Find stocks where risk, quality, value, and income signals all align. 10 factors combined.
Valuation
Screen stocks by P/E, P/B, P/S, PEG ratio and EV/EBITDA. Find undervalued stocks.
Dividend Yield
All stocks ranked by dividend yield. Filter by yield range, P/E ratio, country & sector.
Magic Formula
Greenblatt's Magic Formula ranking by earnings yield and return on capital. Value meets quality.
Piotroski F-Score
Financial strength scoring (0-9) using 9 criteria across profitability, leverage & efficiency.
Sortino Ratio
Risk-adjusted returns using downside deviation only. Higher is better.
Calmar Ratio
Annualized return relative to maximum drawdown. Higher is better.
Ulcer Index
Measures depth and duration of drawdowns. Lower is better.
Omega Ratio
Gain-to-loss ratio capturing the full return distribution. Higher is better.
Martin Ratio
Return per unit of drawdown pain (Ulcer Performance Index). Higher is better.
Sharpe Ratio
Risk-adjusted returns using total volatility. Higher is better.
Hurst Exponent
Identify trending (H>0.5) vs mean-reverting (H<0.5) stocks using R/S analysis.
Top Screened
Stocks passing strict thresholds across all time periods for 4 ratio screeners.
How Stock Screeners Work
Stock screeners filter thousands of stocks based on specific financial criteria. Instead of researching companies one by one, you can set thresholds — like minimum dividend yield or maximum P/E ratio — and instantly see which stocks pass.
Each screener on StockLists ranks stocks across 50,000+ global companies covering 25+ exchanges. Data is updated daily from end-of-day prices, and risk ratios are calculated across six time periods from 1 week to 5 years.
Choosing the Right Screener
Value investors should start with the Valuation screener (P/E, P/B, P/S) or the Magic Formula (which combines earnings yield with return on capital). The Piotroski F-Score identifies financially strong companies using 9 accounting-based criteria.
Income investors can use the Dividend Yield screener to find high-yield stocks with sustainable payouts. Risk-conscious investors benefit from the Sortino and Calmar ratios, which measure returns relative to downside risk and maximum drawdown respectively. The Multi-Factor Scanner combines all approaches into a single composite score.