Stock Screener

Portfolio123's screener offers a comprehensive method to screen for stocks that meet your criteria and simulate their past performance. The unique features include:

• Complete sets of technical, fundamental, and estimate functions 

• Advanced factors like Piotroski F-score

• Sorting of the results using your own systems or predefined ones

• Custom starting universes

• Top tier data: FactSet and ICE Data (S&P Compustat & CapitalIQ if you have a license)

• Advanced tools like rolling backtests and hedging

• The ability to enter either pre-built "wizard" rules or "free-form" rules

Below is an example of a screen with three rules. The first one screens for stocks in the SP500 universe. The second seeks only those whose price is above the 50-day average. Finally, the last rule is a "Wizard" rule that screens for stocks whose 5-year sales growth rate is in the top 20% of their respective industry. Wizard rules are a great learning tool. They present the function in English but you can easily see the underlying free-form rule when you click on the magic wand.

To run the screen click on Run Screen. A default report with the stocks that pass all the filters is shown below. You can change the report used or create your own. If you chose a Ranking System in the Settings the stocks will be sorted by the overall rank.

There are many pre-built screens to help you get started. Some are designed to replicate strategies from famous investors, other are from our analysts, and some simply showcase different screening features. 

 

Additional Reference

Stock screening is one of our best documented tools. To become a proficient screener we recommend the following resources:

• Our easy-to-follow Step by Step Tutorials

• More in-depth discussions at Learn More

• Books in our Recommended Books