Every metric you can pass in the Stock Scores weights parameter, grouped by the family it feeds, with what each one ranks and how a custom weight set is scored.
The weights parameter on the Stock Scores endpoints lets you score with your own weight set instead of ORTEX's standard one. This page lists every metric you can weight, grouped by the family it feeds.
How weights work
- Pass a comma-separated list of
metric:weightpairs, for exampleweights=quality:50,momentum:65,roa:100. Metric names are lower case. - Family keys (
growth,momentum,quality,value) scale a whole family in the total score. A family key you leave out keeps its standard weight, and a family key on its own changes nothing: at least one metric must be weighted above 0. - Metrics are weighted within their family. Any metric you leave out is weighted 0, so a custom set scores only on the metrics you name.
- Every metric is a percentile rank from 0 to 100 against the whole covered universe, oriented so that a higher rank adds to its family's score (for the valuation ratios, higher means cheaper).
For example, weights=quality:100,roa:100,z_last:50 scores Quality on return on assets and the Altman Z-score only, with Quality at full weight in the total. The other three families name no metrics, so they score 0 and pull the total down with them; name metrics in every family you want counted.
Growth
How fast the business is expanding: EBIT and sales growth, returns on capital over five years.
| Metric | Name | What it ranks |
|---|---|---|
croic_5y_average | CROIC (5y avg) | 5-year cash-return-on-invested-capital percentile. |
dividend_increase | Dividend Increase | Recent dividend-increase percentile. |
cagr_ebit_5y | EBIT CAGR (5y) | 5-year EBIT compound-growth percentile. |
ebit_margin_increase | EBIT Margin Increase | EBIT-margin-increase percentile. |
eps_12m_fwd_yoy_increase | Forward EPS Growth (YoY) | 12-month forward EPS year-over-year growth percentile. |
gross_profit_to_assets_5y_average | Gross Profit to Assets (5y avg) | 5-year average gross-profit-to-assets percentile. |
internal_growth | Internal Growth Rate | Internal-growth-rate percentile. |
roce_5y_average | ROCE (5y avg) | 5-year average ROCE percentile. |
roe_x_earnings_retention | ROE x Earnings Retention | Return-on-equity times earnings-retention percentile. |
roa_5y_average | Return on Assets (5y avg) | 5-year average return-on-assets percentile. |
sales_increase_1y | Sales Increase (1y) | 1-year sales-increase percentile. |
Momentum
Price trend and sentiment: moving averages, relative strength, analyst revisions and surprises.
| Metric | Name | What it ranks |
|---|---|---|
dma_50_over_200 | 50d over 200d MA | 50-day vs 200-day moving-average percentile — the classic trend cross. |
dma_75_over_300 | 75d over 300d MA | 75-day vs 300-day moving-average percentile. |
current_oac | Analyst Consensus | Current analyst opinion (overall analyst consensus) percentile. |
analyst_oac_diff | Analyst Consensus Change | Change in overall analyst consensus, ranked. |
analyst_rec_diff | Analyst Recommendation Change | Change in analyst recommendation mix, ranked. |
high_52w | Distance from 52-Week High | Proximity-to-52-week-high percentile (higher = closer to the high). |
eps_momentum_30days | EPS Momentum (30d) | 30-day change in forward EPS estimates, ranked. |
eps_momentum_90days | EPS Momentum (90d) | 90-day change in forward EPS estimates, ranked. |
eps_surprise | EPS Surprise | Most-recent earnings surprise, ranked. |
oim | Insider Conviction (12m) | Net insider buying against selling over the last 12 months, weighted by significance; no value where no insider traded. |
pe_change | P/E Change | Change in forward P/E, ranked. |
price_eps_weighted_divergence | Price vs EPS Divergence | Divergence between price and EPS-weighted fair value, ranked. |
relative_strength_365 | Relative Strength (1y) | 12-month price relative strength percentile. |
relative_strength_91 | Relative Strength (3m) | 3-month price relative strength percentile. |
relative_strength_182 | Relative Strength (6m) | 6-month price relative strength percentile. |
tp_change | Target-Price Change | Change in consensus target price, ranked. |
tp_diff | Target-Price Upside | Consensus target price vs current price (implied upside) percentile. |
Quality
Financial strength and stability, including short-side pressure on the stock.
| Metric | Name | What it ranks |
|---|---|---|
z_last | Altman Z-Score | Bankruptcy-risk (Altman Z) percentile (higher = safer). |
dtc | Days to Cover | Days-to-cover percentile. |
dtc_change | Days to Cover Change | Change-in-days-to-cover percentile. |
earnings_variability | Earnings Variability | Earnings-consistency percentile (higher = more consistent). |
fcf_assets | Free Cash Flow to Assets | FCF-to-assets percentile. |
fcf_sales | Free Cash Flow to Sales | FCF-to-sales percentile. |
gross_profit_to_assets | Gross Profit to Assets | Gross-profit-to-assets percentile. |
margin_stability | Margin Stability | Profit-margin-stability percentile. |
net_debt_to_equity | Net Debt to Equity | Net-debt-to-equity percentile (higher = less leveraged). |
short_score | ORTEX Short Score | Composite short-side-pressure percentile from the score model. |
f_score | Piotroski F-Score | Piotroski F-Score percentile. |
roa | Return on Assets | Return-on-assets percentile. |
roce | Return on Capital Employed | ROCE percentile. |
sector_score | Sector-Relative Score | Sector-relative composite percentile. |
short_interest_pc_ff | Short Interest % of Free Float | Shares on loan as a share of free float, ranked. |
util | Utilization | Securities-lending utilization percentile. |
volatility_vs_spy | Volatility vs S&P 500 | Relative-volatility percentile (higher = calmer than the market). |
Value
How the share price compares with the fundamentals: earnings, cash flow, sales and dividends.
| Metric | Name | What it ranks |
|---|---|---|
dividend_score | Dividend Score | Overall dividend attractiveness percentile. |
dividend_per_share_price_last | Dividend Yield | Dividend-yield percentile. |
dividend_per_share_price_prev | Dividend Yield (prior period) | Dividend yield one reporting period earlier (trailing-twelve-month dividend over that period's price), ranked. |
ev_ebit | EV / EBIT | Enterprise value to EBIT percentile (higher = cheaper). |
ev_operating_cash_flow | EV / Operating Cash Flow | Enterprise value to operating cash flow percentile (higher = cheaper). |
ev_sales | EV / Sales | Enterprise value to sales percentile (higher = cheaper). |
pe_last | P/E (Forward) | Forward P/E percentile (higher = cheaper). |
price_book | Price / Book | Price-to-book percentile (higher = cheaper). |
price_fcf | Price / Free Cash Flow | Price-to-FCF percentile (higher = cheaper). |