Stock & ETF Screeners

Institutional-grade screening tools using deterministic quant metrics, SEC filings, and US Government data. No opinions — just numbers.

Financial Health & Valuation

Piotroski F-Score 8–9

Stocks scoring 8 or 9 on the academic Piotroski F-Score

High Piotroski F-Score

Financially healthy stocks scoring 7+ on Piotroski

High-ROIC Tech Stocks

Technology companies with ROIC above 15%

Low P/E Value Stocks

Undervalued stocks trading below 15x earnings

DCF Undervalued

Stocks with 20%+ upside based on DCF analysis

Quantitative Risk Screens

High Yield, Negative FCF Screen

Stocks with dividend yields above 4% and negative free cash flow

Low Altman Z-Score Screen

Stocks with Altman Z-Scores at or below the 1.8 academic threshold

Beneish M-Score Screen

Stocks above the -2.22 Beneish M-Score academic threshold

SEC & Government Data Screens

10-K Risk Factor Expansion

Largest YoY word count increases in 10-K Item 1A disclosures

High FTD Volume

Stocks with the highest SEC-reported Failure-to-Deliver volumes

ETF Screeners

Highest Sharpe Ratio ETFs

ETFs with the best risk-adjusted returns

Low-Drawdown ETFs

ETFs with minimal maximum drawdown

Low Overlap with S&P 500

ETFs with low holdings overlap to VOO

Passive & Structural Screens

Passive Orphan Stocks

Financially strong stocks with zero or minimal ETF ownership — invisible to passive capital

About Our Screeners

All screening criteria use deterministic quant metrics computed directly from financial statements, price data, and public government sources (SEC EDGAR, US Treasury). Metrics include ROIC, WACC economic spread, Piotroski F-Score (financial health), Altman Z-Score (distress threshold), Beneish M-Score (earnings quality), DCF analysis, Failure-to-Deliver data, 10-K risk factor word counts, Sharpe ratio, and maximum drawdown. Results update automatically when the data pipeline runs. None of the algorithmic screens constitute a recommendation to buy or sell any security.