API Enterprise
Region-wide ORTEX Stock Scores for a single date. One request returns the five scores for every covered company listed in the requested region, so a single call replaces a per-ticker fan-out. The response is uncharged, and every row carries the company's ORTEX Company ID so it can be joined onto any other ORTEX dataset.
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.
The date resolves to the latest score computation on or before it, and each row's date is that computation's date; the envelope's scope.date echoes the date you asked for. Scores describe a company, not a listing, so there is one row per company however many of its listings trade in the region, and no listing or security ids. A company not scored in that computation is absent; a company scored with no component data carries null scores.
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 date of the score computation served. (
YYYY-MM-DDformat). - Company: The name of the company.
- Ortex Company ID: Unique id for a company.
- 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.
Region and date
Use region to select the universe (a region name, an ISO-2 country code, or "ALL"; defaults to US) and date to select the snapshot day (defaults to the latest available). Region membership is today's active listings, not the listings active on the requested date: a dated request omits companies whose listings in the region have all been delisted since.
Weight metrics
Each of the four families (growth, momentum, quality, value) is built from metrics you can weight individually, for example cagr_ebit_5y (EBIT CAGR (5y), growth), relative_strength_182 (Relative Strength (6m), momentum), roa (Return on Assets, quality), pe_last (P/E (Forward), value). The Stock Scores weights guide lists every metric by family, with what each one ranks.
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.
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