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Messagefields20used byStockScreenerState

Fields

The number on the right of each row is the protobuf field number.
one_week_percDecimal1
Return from the latest regular close on or before seven calendar days before the parent state date.
one_month_percDecimal2
Return from the latest regular close on or before one calendar month before the parent state date.
three_month_percDecimal3
Return from the latest regular close on or before three calendar months before the parent state date.
six_month_percDecimal4
Return from the latest regular close on or before six calendar months before the parent state date.
ytd_percDecimal5
Return from the latest regular close on or before January 1 of the parent state year.
one_year_percDecimal6
Return from the latest regular close on or before one calendar year before the parent state date.
five_year_percDecimal7
Return from the latest regular close on or before five calendar years before the parent state date.
earnings_percDecimal8
Return from the regular close immediately before the latest earnings reaction window.
last_earnings_dateDate9
Latest known earnings report date. Absent when unknown.
one_month_closeDecimal10
Latest regular close on or before one calendar month before the parent state date. Absent when unavailable.
one_year_closeDecimal11
Latest regular close on or before one calendar year before the parent state date. Absent when unavailable.
one_week_closeDecimal12
Latest regular close on or before seven calendar days before the parent state date. Absent when unavailable.
three_month_closeDecimal13
Latest regular close on or before three calendar months before the parent state date. Absent when unavailable.
six_month_closeDecimal14
Latest regular close on or before six calendar months before the parent state date. Absent when unavailable.
five_year_closeDecimal15
Latest regular close on or before five calendar years before the parent state date. Absent when unavailable.
ytd_closeDecimal16
Latest regular close on or before January 1 of the parent state year. Absent when unavailable.
last_earnings_priceDecimal17
Regular close immediately before the latest earnings reaction window. Absent when unavailable.
one_day_return_stddevsDecimaloptional18
Daily return in approximate IV-implied standard deviations. A value of 1.50 means the price increased by 1.50 times the expected daily move, estimated from 30-day ATM IV recorded on the previous trading day. Returns are signed. A minimum of 1.50 selects values at least 1.50, and a maximum of 0.75 selects values at most 0.75, including negative returns. Calculated as (latest_price / previous_regular_close - 1) * 16 / IV, using annualized IV as a decimal fraction. Values are not percentages.
one_week_return_stddevsDecimaloptional19
Weekly return in approximate IV-implied standard deviations. A value of 2.25 means the price increased by 2.25 times the expected weekly move, estimated from 30-day ATM IV recorded on the reference date. The reference is the latest regular close on or before seven calendar days before the parent date. Returns are signed. A minimum of 2.25 selects values at least 2.25, and a maximum of 1.25 selects values at most 1.25, including negative returns. Calculated as (latest_price / reference_close - 1) * 7.2 / IV. IV is annualized and expressed as a decimal fraction. Values are not percentages.
one_month_return_stddevsDecimaloptional20
Monthly return in approximate IV-implied standard deviations. A value of 1.75 means the price increased by 1.75 times the expected monthly move, estimated from 30-day ATM IV recorded on the reference date. The reference is the latest regular close on or before one calendar month before the parent date. Returns are signed. A minimum of 1.75 selects values at least 1.75, and a maximum of 1.00 selects values at most 1.00, including negative returns. Calculated as (latest_price / reference_close - 1) * 3.5 / IV. IV is annualized and expressed as a decimal fraction. Values are not percentages.
Last modified on October 1, 2026