Screen Universe

screen_universe

sp500

full

Cross-sectional factor screening using pipeline-computed percentile ranks. Returns companies sorted by any of 10 factor ranks or a composite rank. Supports sector filtering and single-entity lookup. Factor scores are percentile ranks where 1.0 = best in universe.

Example Call

# Using the Valuein MCP server from Python (via MCP SDK)
# Or call directly from Claude / Cursor after setup

result = await client.call_tool(
    "screen_universe",
    arguments={}
)
print(result)

Direct tool call:screen_universe(sector="Technology", sort_by="composite_rank", limit=10)

Inputs

Parameter	Type	Required	Description
`ticker`	string	optional	If provided, returns only this company's factor scores (single-entity mode).
`sector`	string	optional	Filter to a sector (case-insensitive partial match).
`sort_by`	string	optional	Factor rank column to sort by: roe_rank, gross_margin_rank, operating_margin_rank, net_profit_margin_rank, revenue_growth_yoy_rank, fcf_to_assets_rank, debt_to_equity_rank, asset_turnover_rank, current_ratio_rank, piotroski_f_score_rank, composite_rank. Defaults to composite_rank.
`limit`	integer	optional	Results to return (1–100). Defaults to 25.

Output Fields

symbolnamesectorcomposite_rankroe_rankgross_margin_rankoperating_margin_rankpiotroski_f_score_rankrevenue_growth_yoy_rankfcf_to_assets_rankdebt_to_equity_rank

Example Response

[
  {
    "symbol": "AAPL",
    "name": "Apple Inc.",
    "sector": "Technology",
    "composite_rank": 0.92,
    "roe_rank": 0.92,
    "gross_margin_rank": 0.92,
    "operating_margin_rank": 0.92,
    "piotroski_f_score_rank": 0.92
  }
]

Returns top 10 Technology companies by composite factor rank (equal-weight average of all 10 factors).

Notes

Requires sp500 or full plan. Factor scores reflect the latest pipeline snapshot — not PIT-safe. Composite rank is equal-weighted average of all non-null individual factor ranks.