How the score works
Every number on this site comes from a company's own filings or a free public price feed. Nothing is estimated, modelled or filled in. When a rule cannot be scored, it says so and the total is scaled to the rules that could be.
Universes
- S&P 500 — Wikipedia's constituents table (with each company's SEC CIK), refreshed daily.
- Dow Jones Industrial Average — the daily holdings file of the SPDR Dow Jones Industrial Average ETF Trust (DIA), published by State Street.
- Russell 2000 — the latest N-PORT holdings report the iShares Russell 2000 ETF files with the SEC, with each ISIN mapped to its US ticker through OpenFIGI. Holdings with no US listing in OpenFIGI are listed as left out.
- TSX (S&P/TSX Capped Composite) — the daily holdings CSV of the iShares Core S&P/TSX Capped Composite ETF (XIC). Only members that also file XBRL financials with the SEC (40-F / 10-K filers) can be scored; the rest show as not covered.
- Microcap conference and club lists — not published as open data. Each has an empty page with the exact file to create on the brain; nothing is shown until a real list is on file.
Fundamentals
SEC EDGAR's XBRL "company facts" (the nightly bulk file), US-GAAP and IFRS taxonomies. Annual periods are 350–380 days, quarters 80–100 days; a missing fourth quarter is derived from the annual figure minus the three reported quarters. Where a filer switched concept names over the years, the richest concept leads and the others fill the gaps; the concepts used are listed at the bottom of each company page. Earnings per share is derived from net income and share count when a filer tags no standard EPS concept. History is kept to 10 fiscal years; charts show 5 by default and 10 for cyclicals, per the owner's rule that older history rarely matters.
Prices
Yahoo Finance's public chart endpoint (last close, 52-week high and low, 1-year return), fetched once a day with a declared user agent. It is an unofficial feed; if it stops answering, market-cap ratios disappear rather than go stale. Canadian filers reporting in CAD with a USD quote are converted at the day's CADUSD rate, and the page says so.
O'Neil's CAN SLIM letters (How to Make Money in Stocks)
| Letter | Rule in the book | Scored here as | Max |
|---|---|---|---|
| C | Current quarterly earnings up 25%+ year over year | latest quarter diluted EPS (or net income) vs the same quarter a year earlier: ≥25% = 15, ≥15% = 10, >0 = 5 | 15 |
| A | Annual earnings growth 25%+ over 3 years | 3-year EPS CAGR: ≥25% = 12, ≥15% = 8, >0 = 4; +3 when EPS rose every year | 15 |
| N | New product, new management, new price high | price within 10% of the 52-week high = 5, within 20% = 3. New products and management are not in filings and are reported as not available | 5 |
| S | Supply and demand: shrinking float | diluted share count YoY: falling = 10, flat = 7, up to 5% = 3 | 10 |
| L | Leader, not laggard: relative strength | percentile of the 1-year return inside its index (needs 20+ priced members): top 20% = 10, top 40% = 6, top 60% = 3 | 10 |
| I | Institutional sponsorship | not available — ownership trends are not in this free dataset | — |
| M | Market direction | not available — this screener scores companies, not the market | — |
Owner rules
| Rule | Scored here as | Max |
|---|---|---|
| Earnings inflection | a year net income turned from loss to profit, or growth went from ≤0 to ≥25%. In the last two fiscal years = 15; only with R&D added back = 8; older = 4 | 15 |
| Hidden earnings (R&D add-back) | net income + R&D expense, as a second series on the earnings chart and a second inflection test. If the add-back pulls the inflection a year earlier, the company page says so | — |
| Balance sheet | net cash (cash + short-term investments − debt) > 0 = 10; otherwise liabilities ≥60% long-term = 7, ≥40% = 3 | 10 |
| CapEx | CapEx ÷ operating cash flow (trailing four quarters when complete): ≤30% = 10, ≤60% = 5, above or negative OCF = 0 and flagged "CapEx-heavy" (hidden by default) | 10 |
| Valuation (no DCF) | EV ÷ operating cash flow: under 15 = 10, under 25 = 6, under 40 = 2; +2 when PEG < 1. Financials (SIC 6000–6799) use P/E instead: under 12 = 10, under 18 = 6, under 30 = 2 | 10 |
The total starts as points earned divided by the maximum of the rules that could be scored. It is then pulled toward the neutral 50 in proportion to how many of the applicable rules had data (9 rules; 7 for financials, where balance sheet and CapEx are withheld): a perfect 4-of-9 reads about 72, a perfect 9-of-9 reads 100. The number of rules scored is shown next to every total. Heat-map colour runs red (fails) through grey (50) to green (meets).
Peter Lynch's six categories (One Up on Wall Street)
Checked in this order, first match wins: turnaround (a loss in the last 3 years, profitable now, or losses more than halved) · asset play (net cash ≥ half the market cap, or price below book; not applied to financials) · cyclical (SIC industries: mining, paper, chemicals except drugs and soap, oil, metals, autos and aircraft, construction, airlines, hotels, semiconductors, car dealers, furniture, appliances, shipping) · fast grower (3-year revenue or EPS CAGR ≥ 20%) · stalwart (EPS CAGR 8–20%) · slow grower (the rest).
What it is not
Not investment advice, not a recommendation, not a forecast. It is a reading of public filings by fixed rules; check the filing before acting on any number.