Data & Methodology
Every number here can show its work.
What the data covers, what the simulation models, and what we deliberately don't claim. Everything on this page is dated — and checkable inside the product.
Coverage·Filters·How backtests run·What we don't claim
Coverage
What the data covers.
Coverage and method numbers only — never returns. Each figure is dated, and each one exists inside the product, not just on this page.
118
Screening filters
84 Fundamental20 Technical14 Market & Sector
verified in the live catalogue
38,000+
Instruments
Stocks, ETPs — Exchange-traded products — funds and notes that trade on an exchange like a stock; ETFs are the most common kind. and crypto, one searchable universe.
19
Exchanges
Across 12 countries — the US and Europe.
1962 → today
History depth
64+ years of daily record; each instrument starts at its own listing date.
How the pool is scoped
One universe, described by its real facets — not invented coverage prose.
StocksOriginExchangeSectorAll instruments
Filters
Browse all 118 filters.
The full screening catalogue, searchable right here — every filter, its category, and how it can be used.
Try them in the Screener →| Filter | Category | Used as |
|---|---|---|
| Asset Torunover (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Asset Torunover (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Book Value per Share | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Book Value per Share Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Capital Expenditures (CapEx) (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Capital Expenditures (CapEx) (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Cash and Equivalents Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Consectutive Qrts. Growing BVPS | Fundamental | < ≤ ≥ > |
| Consectutive Qrts. Growing EPS (TTM) | Fundamental | < ≤ ≥ > |
| Consectutive Qrts. Growing FCFPS (TTM) | Fundamental | < ≤ ≥ > |
| Consectutive Qrts. Growing SPS (TTM) | Fundamental | < ≤ ≥ > |
| Consectutive Qrts. Positive EPS (TTM) | Fundamental | < ≤ ≥ > |
| Consectutive Qrts. Positive FCFPS (TTM) | Fundamental | < ≤ ≥ > |
| Consectutive Yrs. Growing BVPS | Fundamental | < ≤ ≥ > |
| Consectutive Yrs. Growing EPS (TTM) | Fundamental | < ≤ ≥ > |
| Consectutive Yrs. Growing FCFPS (TTM) | Fundamental | < ≤ ≥ > |
| Consectutive Yrs. Growing SPS (TTM) | Fundamental | < ≤ ≥ > |
| Consectutive Yrs. Positive EPS (TTM) | Fundamental | < ≤ ≥ > |
| Consectutive Yrs. Positive FCFPS (TTM) | Fundamental | < ≤ ≥ > |
| Consecutive Yrs Increase Div. Payout | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Consecutive Yrs Increase Div. per Share | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Consecutive Yrs Increase Div. Yield | Fundamental | < ≤ ≥ > |
| Current Ratio | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Debt to Asset | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Debt to Equity | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Div. Payout Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Div. per Share Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Div. Yield Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Dividend Payout Ratio | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Dividend per Share | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Dividend Yield | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Earnings per Share (QoQ) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Earnings per Share (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Earnings per Share (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Earnings Yield | Fundamental | < ≤ ≥ > · Highest / Lowest |
| EBIT (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| EBIT (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| EBITDA (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| EBITDA (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| EBITDA Margin | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Enterprise Value | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Equity Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Equity Ratio | Fundamental | < ≤ ≥ > · Highest / Lowest |
| EV/EBITDA (Positive) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Free Cash Flow (FCF) (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Free Cash Flow (FCF) (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Free Cash Flow per Share (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Free Cash Flow per Share (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Free Cash Flow Yield | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Gross Margin | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Gross Profit (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Gross Profit (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Inventory Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Market Cap | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Market Cap Size | Fundamental | < ≤ ≥ > |
| Net Cash Flow from Operations (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Net Cash Flow from Operations (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Net Income (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Net Income (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Operating Income (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Operating Income (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| P/BV | Fundamental | < ≤ ≥ > · Highest / Lowest |
| P/E | Fundamental | < ≤ ≥ > · Highest / Lowest |
| P/E (Positive) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| P/FCF | Fundamental | < ≤ ≥ > · Highest / Lowest |
| P/FCF (Positive) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| P/S | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Payables Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Profit Margin | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Quick Ratio | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Receivables Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| ROA | Fundamental | < ≤ ≥ > · Highest / Lowest |
| ROE | Fundamental | < ≤ ≥ > · Highest / Lowest |
| ROIC | Fundamental | < ≤ ≥ > · Highest / Lowest |
| ROS | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Sales per Share (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Sales per Share (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Tot Asset Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Tot Debt Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Tot Liabilities Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Tot Sales (TTM) | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Tot Sales (TTM) Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Working Capital | Fundamental | < ≤ ≥ > · Highest / Lowest |
| Working Capital Growth | Fundamental | < ≤ ≥ > · Highest / Lowest |
| % Annualized Std Dev | Technical | < ≤ ≥ > · Highest / Lowest |
| % ATR | Technical | < ≤ ≥ > · Highest / Lowest |
| % Chg | Technical | < ≤ ≥ > · Highest / Lowest |
| % Drawdown from 1Y High | Technical | < ≤ ≥ > · Highest / Lowest |
| % Runup from 1Y Low | Technical | < ≤ ≥ > · Highest / Lowest |
| Average $ Volume | Technical | < ≤ ≥ > · Highest / Lowest |
| Average Volume | Technical | < ≤ ≥ > |
| Avg % Chg 1-3-6-12 | Technical | < ≤ ≥ > · Highest / Lowest |
| Beta to Market | Technical | < ≤ ≥ > · Highest / Lowest |
| Beta to Sector | Technical | < ≤ ≥ > · Highest / Lowest |
| Bollinger Bands | Technical | matches |
| Correlation to Market | Technical | < ≤ ≥ > · Highest / Lowest |
| Correlation to Sector | Technical | < ≤ ≥ > · Highest / Lowest |
| Positive Sharpe Ratio | Technical | < ≤ ≥ > · Highest / Lowest |
| r^2 | Technical | < ≤ ≥ > · Highest / Lowest |
| Relative % Position in 1Y Range | Technical | < ≤ ≥ > · Highest / Lowest |
| RSI | Technical | < ≤ ≥ > |
| Sharpe Ratio | Technical | < ≤ ≥ > · Highest / Lowest |
| SMA | Technical | < ≤ ≥ > · matches |
| Stochastic | Technical | matches |
| Buffet Indicator | Market & Sector | matches |
| Mkt % Annualized Std Dev | Market & Sector | < ≤ ≥ > |
| Mkt % Drawdown from 1Y High | Market & Sector | < ≤ ≥ > |
| Mkt Avg % Chg 1-3-6-12 | Market & Sector | < ≤ ≥ > |
| Mkt Chg % | Market & Sector | < ≤ ≥ > |
| Mkt Median PE | Market & Sector | < ≤ ≥ > |
| Mkt SMA | Market & Sector | < ≤ ≥ > · matches |
| Sec % Annualized Std Dev | Market & Sector | < ≤ ≥ > |
| Sec % Drawdown from 1Y High | Market & Sector | < ≤ ≥ > |
| Sec Avg % Chg 1-3-6-12 | Market & Sector | < ≤ ≥ > |
| Sec Beta to Market | Market & Sector | < ≤ ≥ > |
| Sec Chg % | Market & Sector | < ≤ ≥ > |
| Sec Median PE | Market & Sector | < ≤ ≥ > |
| Sec SMA | Market & Sector | < ≤ ≥ > · matches |
118 / 118 filters
1
Real names, on the record. The same filters the Screener runs — synced from the live catalogue.
2
Search it like the product. Type to filter, switch category — the catalogue behaves the way the app does.
3
One click to using them. Every filter leads to the Screener, where it actually runs.
How backtests run
What the simulation models.
A backtest replays your rules on real market history, rotation by rotation. These three switches decide what reality gets included — they exist in the app, exactly like this.
1
Costs are in the run.
Trading costs, financing and interest are part of the simulation — not an asterisk under it.
2
Taxes and reinvestment are choices you see.
Dividend and gains tax, profit compounding — toggles in the result, not assumptions in a footnote.
3
Read how we think about investing →Stale results say so.
Change a setting and the app tells you the results are out of date. Evidence never silently drifts.
What's modeled
as rendered in every resultCosts & interests
Trading costs, financing & interest
Taxes
Tax on dividends & realized gains
Reinvest profits
Compound realized profits
labels verbatim from the app
What we don't claim
“Backtested result — past performance doesn't guarantee future returns.”
The app prints this line under every result. This website doesn't get to be more confident than the product — backtests show what would have happened, not what will.
Read how we think.
The methodology is a worldview before it's a feature list. The manifesto says it in full; the Library shows it running.
Fincanva provides no financial advice.