Fundamental Leg

The fundamental leg screens on financial ratios, dollar amounts (TTM), and growth rates — all normalized to trailing twelve months (TTM) and USD for cross-market comparability.

fundamental leg shape

"fundamental": [
  { "concept": "roe",     "pattern": "above",              "threshold": 0.2 },
  { "concept": "revenue", "pattern": "consecutive_growth", "N": 3 },
  { "concept": "pe",      "pattern": "below_average" }
]

Conditions are AND-ed — all must be satisfied. There is no limit on the number of conditions.

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Condition fields

Field	Type	Required	Description
concept	string	✅	The financial metric key. See the field catalog below, or resolve any phrase with POST /v1/financials/find.
pattern	string	✅	The comparison type. See patterns below.
threshold	number	depends	Absolute comparison value for above/below/between.
N	number	depends	Number of periods for consecutive_growth/compound_growth.
min / max	number	depends	Low and high bounds for between.

:::tip Resolve any concept by name POST /v1/financials/find accepts any phrase in any language — "수익성", "利益率", "profit margin" — and returns the canonical concept key to use. It is free (0 credits). :::

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Patterns

Absolute level patterns

Pattern	Required	What it does
above	threshold	Metric > threshold. For fractions (margins, ratios), use decimals: 0.2 = 20%. For dollar amounts, use full numbers: 1000000000 = $1B.
below	threshold	Metric < threshold.
between	min, max	Metric between min and max (inclusive).
is_positive	—	Metric > 0. Useful for net_income, fcf, operating_income.
is_negative	—	Metric < 0. net_debt is_negative = company is net cash.

Peer-relative patterns

These compare the stock to its own cohort (same country + GICS sector by default). The benchmark is the cohort median unless specified.

Pattern	Benchmark	What it does
above_average	Cohort median (p50)	Metric above the sector/country median
below_average	Cohort median (p50)	Metric below the median — cheapest-relative, not worst
far_above_average	p90	Metric in the top 10% of its cohort
far_below_average	p10	Metric in the bottom 10% of its cohort
top_quartile	p75	Metric in the top 25%
bottom_quartile	p25	Metric in the bottom 25%
high	~p80	For valuation multiples: expensive relative to peers
low	~p20	For valuation multiples: cheap relative to peers
near	±15% of median	Close to peer average — neither cheap nor expensive

:::info Own-sector vs. whole-universe benchmark By default, above_average benchmarks against the whole screen universe (all eligible stocks in the universe block). To benchmark each stock against its own sector specifically, add "vs_cohort": {"own": true}:

{ "concept": "pe", "pattern": "below_average", "vs_cohort": { "own": true } }

This means "cheaper than the median PE of its own sector", not cheaper than the whole market. :::

Growth patterns

Pattern	Required	What it does
consecutive_growth	N	Metric has grown YoY for exactly N consecutive annual periods. E.g. revenue consecutive_growth N=3 = 3 years of growth.
compound_growth	N	N-year CAGR is positive. N=5 = 5-year CAGR > 0
compound_growth with threshold	N, threshold	N-year CAGR > threshold. threshold=0.10 = 10%/yr CAGR.

:::warning Fraction vs. percent auto-rescaling For fraction metrics (margins, ROE, growth rates), thresholds ≥ 1.0 are automatically rescaled — 30 becomes 0.30. You can write "threshold": 30 or "threshold": 0.30 for a 30% margin and both work. The response notes[] confirms which was used. :::

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Field catalog

The screener supports two field families:

1. Ratio / derived keys (fast, pre-materialized) — screened from a per-stock snapshot. Most common for screening.
2. Raw statement fields (TTM, normalized to USD) — direct income statement, balance sheet, and cash flow items.

:::tip Full field catalog The sections below cover the most commonly used fields. For the complete reference — 34 derived ratio keys + 209 statement fields with descriptions and accepted aliases — see the Fundamental Field Catalog →. :::

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Valuation ratios

Key	Aliases	What it measures	Scale
pe	price_to_earnings	Price / trailing EPS (TTM net income)	multiple; below 15
normalized_pe	—	Price / normalized income (strips one-time items)	multiple
pb	price_to_book	Price / book value per share	multiple; below 1
ev_ebitda	ev_to_ebitda	Enterprise Value / EBITDA	multiple; below 10
dividend_yield	—	Annual dividend / price	fraction; above 0.03 = >3%
fcf_yield	—	Free cash flow / market cap	fraction
mcap	market_cap, market_cap_usd	Market cap (USD)	absolute; above 1000000000 = >$1B

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Profitability margins

All margins are fractions (0–1). Threshold 0.2 = 20%.

Key	What it measures
gross_margin	Gross profit / revenue
operating_margin	Operating income / revenue
net_margin	Net income / revenue
ebitda_margin	EBITDA / revenue
fcf_margin	Free cash flow / revenue

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Return metrics

All are fractions. Threshold 0.15 = 15%.

Key	Aliases	What it measures
roe	return_on_equity	Net income / average equity
roa	return_on_assets	Net income / average total assets
roic	—	NOPAT / (avg debt + avg equity)

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Leverage & coverage

Key	Aliases	What it measures	Scale
debt_to_equity	de	Total debt / shareholders' equity	ratio; below 1
debt_to_ebitda	—	Total debt / EBITDA	ratio; below 3
net_debt_ebitda	net_debt_to_ebitda	Net debt / EBITDA. Negative = net cash.	ratio; below 2
interest_coverage	—	EBIT / interest expense	ratio; above 3
ebitda_interest_coverage	—	EBITDA / interest expense	ratio; above 5

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Liquidity

Key	Aliases	What it measures	Scale
current_ratio	—	Current assets / current liabilities	ratio; above 1.5
quick_ratio	acid_test	(Current assets − inventory) / current liabilities	ratio; above 1

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Efficiency & working capital

All days-based metrics are in calendar days.

Key	Aliases	What it measures
asset_turnover	—	Revenue / average assets (times/yr)
dio	—	Days inventory outstanding
dso	—	Days sales outstanding (receivables)
dpo	—	Days payable outstanding
cash_conversion_cycle	ccc	DIO + DSO − DPO (working capital efficiency)
capex_to_revenue	—	Capex as % of revenue
capex_to_da	capex_da	Capex relative to depreciation (investment intensity)
fcf_conversion	—	FCF / net income (earnings quality)
accruals_ocf_ni	—	Operating cash flow / net income (accruals quality)

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Dividend & payout

Key	Aliases	What it measures	Scale
dividend_payout	payout_ratio	Dividends / net income	fraction; below 0.6 = under 60%
dividend_yield	—	Annual dividend / price	fraction
effective_tax_rate	—	Tax expense / pretax income	fraction

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Growth metrics

Growth metrics compare to the fund_growth_profile (annual series). Use consecutive_growth or compound_growth patterns.

Key	What it measures
revenue_growth_yoy	Year-over-year revenue growth (latest annual)
net_income_growth_yoy	YoY net income growth
revenue	Use with consecutive_growth N=3 to require 3 years of growing revenue
net_income	Use with consecutive_growth to require consistent profitability growth
ebitda	Use with consecutive_growth for EBITDA growth streak
fcf	Use with consecutive_growth for FCF growth streak
eps	Use with consecutive_growth for EPS growth streak

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Absolute dollar fields (TTM, USD)

These are the most commonly needed statement-level fields. All are TTM (trailing twelve months) and normalized to USD.

Income statement

Key	Aliases	What it measures
revenue	total_revenue, operating_revenue	Total revenue
gross_profit	—	Revenue minus COGS
operating_income	ebit	Operating profit (EBIT)
ebitda	—	EBITDA
normalized_ebitda	—	Adjusted EBITDA (excludes one-time items)
net_income	net_income_common_stockholders	Net income to common shareholders
normalized_income	—	Adjusted net income (Yahoo NormalizedIncome — strips unusual items)
eps	diluted_eps	Diluted EPS (TTM)
basic_eps	—	Basic EPS
interest_expense	—	Total interest expense
rd_expense	research_and_development	R&D spend
sga_expense	—	Selling, general & administrative
depreciation_amortization	da	D&A (non-cash)
stock_based_compensation	sbc	SBC add-back
dps	dividend_per_share	Annual dividend per share

Cash flow

Key	Aliases	What it measures
operating_cash_flow	ocf	Cash from operations
capex	capital_expenditure	Capital expenditure (stored as negative; use is_negative to find high-capex names)
fcf	free_cash_flow	OCF minus capex
dividends_paid	cash_dividends_paid	Total dividends paid
buybacks	repurchase_of_capital_stock	Share buybacks

Balance sheet

Key	Aliases	What it measures
total_assets	—	Total assets
cash	cash_and_equivalents	Cash + short-term investments
total_debt	long_term_debt	Total financial debt (current + non-current)
net_debt	—	Total debt minus cash (negative = net cash)
book_value	shareholders_equity	Total stockholders' equity
current_assets	—	Current assets
current_liabilities	—	Current liabilities
inventory	—	Inventory
accounts_receivable	—	Accounts receivable
goodwill	—	Goodwill from acquisitions
net_ppe	—	Net property, plant & equipment

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Sector-specific fields

These fields are available for the relevant sectors but return null for others.

Banking

Key	What it measures
net_interest_income	Interest earned minus interest paid — core banking profit driver
non_interest_income	Fee-based revenue (trading, wealth management, advisory)
non_interest_expense	Operating overhead
credit_loss_provision	Loan-loss reserves set aside this period
net_investment_income	Portfolio income

Insurance

Key	What it measures
premiums_earned	Net premiums earned (after reinsurance cessions)
net_premiums_written	New premium production
gross_premiums_written	Total gross premiums before reinsurance
realized_investment_gains	Realized P&L on investment portfolio

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Examples

Classic value: low PE + high ROE

"fundamental": [
  { "concept": "pe",  "pattern": "below",  "threshold": 15 },
  { "concept": "roe", "pattern": "above",  "threshold": 0.15 }
]

3 consecutive years of revenue growth + profitable

"fundamental": [
  { "concept": "revenue",    "pattern": "consecutive_growth", "N": 3 },
  { "concept": "net_income", "pattern": "is_positive" }
]

Cheaper than sector peers on PE + positive FCF

"fundamental": [
  { "concept": "pe",  "pattern": "below_average" },
  { "concept": "fcf", "pattern": "is_positive" }
]

Net cash (no net debt) + high gross margin

"fundamental": [
  { "concept": "net_debt",     "pattern": "is_negative" },
  { "concept": "gross_margin", "pattern": "above", "threshold": 0.4 }
]

Revenue > $1B + low debt

"fundamental": [
  { "concept": "revenue",       "pattern": "above", "threshold": 1000000000 },
  { "concept": "debt_to_equity","pattern": "below", "threshold": 0.5 }
]

5-year CAGR > 15% on revenue

"fundamental": [
  { "concept": "revenue", "pattern": "compound_growth", "N": 5, "threshold": 0.15 }
]

EBITDA margin top quartile in own sector

"fundamental": [
  { "concept": "ebitda_margin", "pattern": "top_quartile", "vs_cohort": { "own": true } }
]

Bank screen: high NII + low credit losses

"fundamental": [
  { "concept": "net_interest_income", "pattern": "above_average" },
  { "concept": "credit_loss_provision", "pattern": "below_average" }
]