MCP Server live — AI agents can now query 105M+ SEC facts. Connect your agent →
ValueinValuein
MCP Tools/screen_universe
Screening

Screen Universe by Factor Scores

screen_universe
sample
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)

Try it now

No token required

Paste this in your terminal — the sample tier returns real S&P500 data without authentication.

# No auth required — sample tier covers S&P500 with a 5-year window.
# Add an Authorization: Bearer header for full universe and history.
$ curl -X POST https://mcp.valuein.biz/mcp \
    -H "Content-Type: application/json" \
    -d '{
        "jsonrpc": "2.0",
        "id": 1,
        "method": "tools/call",
        "params": {
          "name": "screen_universe",
          "arguments": {
            "limit": 3
          }
        }
      }'

Inputs

ParameterTypeRequiredDescription
tickerstringoptionalIf provided, returns only this company's factor scores (single-entity mode).
sectorstringoptionalFilter to a sector (case-insensitive partial match).
sort_bystringoptionalFactor 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.
limitintegeroptionalResults 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.