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ORTEX Stock Scores condense a wide set of fundamental and market indicators into five scores from 0 to 100, so you can see at a glance how a stock stands on quality, value, momentum and growth, and overall. Each score is built from factor percentiles (a stock's rank on each underlying metric against the rest of the covered universe), weighted within its family and normalized so that 100 is the best.

Scores are computed each weekday, around 14:00 UTC. Each row carries the most recent computation on or before its date, so values hold steady until the next computation lands. Because a computation dated D is published during D's US session, a backtest should treat the scores dated D as usable from about 14:00 UTC on D, not from D's open.

By default the scores use ORTEX's standard weight set. Pass weights to score with your own: a comma-separated list of metric:weight pairs (for example quality:50,momentum:65,roa:100); metric names are case-sensitive and lower case. Any component metric you leave out is weighted 0, so a custom weight set scores only on what you name; a family key (quality, growth, momentum, value) you leave out keeps its standard weight. At least one component must be weighted above 0: family keys scale a family and cannot be used alone.

Available Data Points:

• Date: The trading session the scores apply to. (YYYY-MM-DD format).
• Growth: The company's expansion potential: EBIT growth, internal growth rate, sales trends and return on capital over five years.
• Momentum: Recent price trend and sentiment: moving-average crossovers, relative strength, distance from the 52-week high, analyst revisions and earnings surprises.
• Quality: Financial stability and operational soundness: bankruptcy risk (Altman Z), earnings variability, return on assets, free cash flow and short-side pressure.
• Value: How the share price compares with the fundamentals: earnings yield and price-to-earnings, price-to-sales and enterprise-value multiples.
• Total: The four families combined and normalized into one score, comparable to a percentile rank where 100 is the best. It is not a simple average of the four.

Missing values

On sessions before a company's first computed score there is nothing to carry forward, and every score field is null. A score of 0.0 is always a genuine worst-rank value, never a placeholder.

Weight metrics

Family keys: growth, momentum, quality, value. Component metrics: analyst_oac_diff, analyst_rec_diff, cagr_ebit_5y, croic_5y_average, current_oac, dividend_increase, dividend_per_share_price_last, dividend_per_share_price_prev, dividend_score, dma_50_over_200, dma_75_over_300, dtc, dtc_change, earnings_variability, earnings_yield, ebit_margin_increase, ebit_margin_increase_5y, eps_12m_fwd_yoy_increase, eps_momentum_30days, eps_momentum_90days, eps_surprise, ev_ebit, ev_operating_cash_flow, ev_sales, f_score, fcf_assets, fcf_sales, gross_profit_to_assets, gross_profit_to_assets_5y_average, high_52w, internal_growth, margin_stability, net_debt_to_equity, oim, pe_change, pe_last, price_book, price_eps_weighted_divergence, price_fcf, price_sales, relative_strength_182, relative_strength_365, relative_strength_91, roa, roa_5y_average, roce, roce_5y_average, roe_x_earnings_retention, sales_increase_1y, sales_increase_5y, sector_score, short_interest_pc_ff, short_score, tp_change, tp_diff, util, volatility_vs_spy, z_last. Retired scores that are no longer computed (momentum_ml, quality_ml, value_ml) are rejected with 400 invalidWeights.

Disclaimer

The Stock Score is not an investment recommendation or a guarantee of future returns. It is a summary and comparison of selected metrics for informational purposes.

Try it out! You can test the API with the trial key TEST. Simply include it in your request headers; either here, or add the header "Ortex-Api-Key": "TEST" to your http request.

Trial key restrictions: Trial keys may be limited to a specific date range and set of regions. Requests outside the allowed regions or entirely outside the allowed date range are rejected; a date window that partially overlaps the allowed range is trimmed to it, reported in meta.restriction.

Get full access! Get a key at app.ortex.com/apis