Fundamental Filters

Fundamental filters let you screen stocks based on financial data reported in SEC filings. You can filter by income statement figures, balance sheet items, cash flow metrics, and calculated valuation ratios. All fundamental filters support both quarterly (10-Q) and annual (10-K) filings and include advanced options for historical comparisons.

Categories

Fundamental filters are organized into four categories:

• Income Statement — Revenue, earnings, margins, and per-share metrics such as EPS, Total Revenue, Gross Profit, Operating Income, and Net Income.
• Balance Sheet — Assets, liabilities, and equity line items such as Total Assets, Total Debt, Cash & Equivalents, Goodwill, and Retained Earnings.
• Cash Flow — Cash generated or used across operating, investing, and financing activities, including Free Cash Flow, Capital Expenditures, and Dividends Paid.
• Valuation & Calculations — Derived ratios and metrics computed from the above statements, such as P/E Ratio, EV/EBITDA, Return on Equity, Debt-to-Equity, and EBITDA Margin.

Adding a Fundamental Filter

To add a fundamental filter, click Add Filter and select a metric from the fundamental category. You can browse by category or type to search by name. Once added, the filter card displays:

• The metric name — click it to switch to a different metric.
• A filing period button (e.g. (1 quarter)) — click it to configure which filing period to use and how far back to look.
• A condition selector — choose how to compare the value (greater than, less than, equal to, not equal to, or between a range).
• A value input or range inputs — enter the threshold you want to filter against.
• A distribution slider — an interactive histogram showing how the current universe of stocks is distributed across the metric's range, so you can set thresholds visually.

Filing Options

Click the period button (e.g. (1 quarter) or (1 year)) on any fundamental filter to open the filing options panel. There are three settings:

• Filing Type — Choose Quarterly to use the most recent 10-Q filing, or Annual to use the most recent 10-K filing.
• Within — Sets how many recent filings to look back when checking the condition. For example, Within = 2 means the filter will pass if the condition was true in either of the two most recent filings. This is useful for catching stocks where a metric briefly dipped or spiked.
• Lag — Shifts the filing used for comparison further into the past. A lag of 0 (the default) uses the most recent filing. A lag of 1 uses the filing before that — one quarter back for quarterly, or one year back for annual. Lag is useful when combined with fundamental-to-fundamental comparisons to compare current performance against a prior period.

Comparing One Fundamental to Another

Instead of comparing a fundamental metric against a fixed number, you can compare it against a different fundamental metric from the same or a lagged filing period. This is useful for questions like:

• Revenue greater than Cost of Revenue
• Net Income this quarter greater than Net Income one year ago
• Free Cash Flow greater than Capital Expenditures

To enable this, click the Value button on a fundamental filter card and select Fundamental from the dropdown. A second metric picker will appear, along with a separate filing options button for the comparison metric — allowing you to independently configure its filing type and lag.

For example, to find stocks where this quarter's Net Income exceeds last year's Net Income:

1. Add a Net Income filter.
2. Set the condition to Greater Than.
3. Click Value and switch to Fundamental.
4. Select Net Income as the comparison metric.
5. Click the comparison metric's filing options button and set Filing Type to Quarterly and Lag to 4 (four quarters back = one year ago).

Reference: See the Fundamental Metrics Reference for every available metric, grouped by statement.