> ## Documentation Index
> Fetch the complete documentation index at: https://api.unusualwhales.com/docs/llms.txt
> Use this file to discover all available pages before exploring further.

> ## Agent Instructions
> API requests use the base URL https://api.unusualwhales.com and require a bearer token in the `Authorization` header (`Authorization: Bearer <API_KEY>`). Create and manage API tokens at https://unusualwhales.com/dashboard/api.
> For live market data inside an AI tool, use the Unusual Whales MCP server at https://unusualwhales.com/public-api/mcp.
> Instructions for agents using Unusual Whales tools: https://unusualwhales.com/skill.md

# ScreenerPerformanceState

> Price returns and IV-normalized moves from regular-session reference closes to the latest accepted stock price. Each fractional return is (current_price - reference_close) / reference_close. For example, 0.05 means 5 percent. A return is absent when either input is unavailable or the reference close is not positive.

Message
fields**20**
used by[StockScreenerState](/docs/kafka/types/StockScreenerState.md)

**Proto definition**

```protobuf schema.proto theme={null}
message ScreenerPerformanceState {
  Decimal one_week_perc = 1;
  Decimal one_month_perc = 2;
  Decimal three_month_perc = 3;
  Decimal six_month_perc = 4;
  Decimal ytd_perc = 5;
  Decimal one_year_perc = 6;
  Decimal five_year_perc = 7;
  Decimal earnings_perc = 8;
  Date last_earnings_date = 9;
  Decimal one_month_close = 10;
  Decimal one_year_close = 11;
  Decimal one_week_close = 12;
  Decimal three_month_close = 13;
  Decimal six_month_close = 14;
  Decimal five_year_close = 15;
  Decimal ytd_close = 16;
  Decimal last_earnings_price = 17;
  optional Decimal one_day_return_stddevs = 18;
  optional Decimal one_week_return_stddevs = 19;
  optional Decimal one_month_return_stddevs = 20;
}
```

## Fields

The number on the right of each row is the protobuf field number.

one\_week\_perc
[Decimal](/docs/kafka/types/Decimal.md)
1

Return from the latest regular close on or before seven calendar days before the parent state date.

one\_month\_perc
[Decimal](/docs/kafka/types/Decimal.md)
2

Return from the latest regular close on or before one calendar month before the parent state date.

three\_month\_perc
[Decimal](/docs/kafka/types/Decimal.md)
3

Return from the latest regular close on or before three calendar months before the parent state date.

six\_month\_perc
[Decimal](/docs/kafka/types/Decimal.md)
4

Return from the latest regular close on or before six calendar months before the parent state date.

ytd\_perc
[Decimal](/docs/kafka/types/Decimal.md)
5

Return from the latest regular close on or before January 1 of the parent state year.

one\_year\_perc
[Decimal](/docs/kafka/types/Decimal.md)
6

Return from the latest regular close on or before one calendar year before the parent state date.

five\_year\_perc
[Decimal](/docs/kafka/types/Decimal.md)
7

Return from the latest regular close on or before five calendar years before the parent state date.

earnings\_perc
[Decimal](/docs/kafka/types/Decimal.md)
8

Return from the regular close immediately before the latest earnings reaction window.

last\_earnings\_date
[Date](/docs/kafka/types/Date.md)
9

Latest known earnings report date. Absent when unknown.

one\_month\_close
[Decimal](/docs/kafka/types/Decimal.md)
10

Latest regular close on or before one calendar month before the parent state date. Absent when unavailable.

one\_year\_close
[Decimal](/docs/kafka/types/Decimal.md)
11

Latest regular close on or before one calendar year before the parent state date. Absent when unavailable.

one\_week\_close
[Decimal](/docs/kafka/types/Decimal.md)
12

Latest regular close on or before seven calendar days before the parent state date. Absent when unavailable.

three\_month\_close
[Decimal](/docs/kafka/types/Decimal.md)
13

Latest regular close on or before three calendar months before the parent state date. Absent when unavailable.

six\_month\_close
[Decimal](/docs/kafka/types/Decimal.md)
14

Latest regular close on or before six calendar months before the parent state date. Absent when unavailable.

five\_year\_close
[Decimal](/docs/kafka/types/Decimal.md)
15

Latest regular close on or before five calendar years before the parent state date. Absent when unavailable.

ytd\_close
[Decimal](/docs/kafka/types/Decimal.md)
16

Latest regular close on or before January 1 of the parent state year. Absent when unavailable.

last\_earnings\_price
[Decimal](/docs/kafka/types/Decimal.md)
17

Regular close immediately before the latest earnings reaction window. Absent when unavailable.

one\_day\_return\_stddevs
[Decimal](/docs/kafka/types/Decimal.md)
optional
18

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\_stddevs
[Decimal](/docs/kafka/types/Decimal.md)
optional
19

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\_stddevs
[Decimal](/docs/kafka/types/Decimal.md)
optional
20

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.