Sources
- Prices and volume: Massive / Polygon daily aggregates for every US-listed security, stored from the raw (unadjusted) close; the latest trade on stock pages comes from a streaming feed and is labelled with its time.
- Financial statements: quarterly and annual income statements, balance sheets and cash-flow statements from SEC filings, via Massive.
- Short interest: FINRA twice-monthly settlements and daily short-sale volume, via Massive. Float comes from filing-based float records.
- Dividends, splits, IPOs and news: Massive / Polygon corporate-action, IPO and news feeds, including the provider's per-company sentiment rating.
- Earnings dates and estimates: Financial Modeling Prep.
Split adjustment
Prices are stored as reported on each day. When we calculate returns, ranges, volatility or charts we multiply every earlier price by the split ratio of each later split, so a 1-for-10 reverse split does not appear as a 900% gain. If a stock moves more than +400% or −85% in one session with no split on record, we flag the move as a likely unadjusted corporate action and keep it out of movers, briefs and screens until the record arrives.
Per-stock metrics
After each daily collection a single table is rebuilt with one row per security. Every stock page, screen, brief and sitemap reads from it, so they always agree.
- Returns (1 week to 5 years) compare the latest close with the close the matching number of sessions earlier; year to date uses the last close of the prior year.
- 52-week range uses closing prices over the trailing 253 sessions. Where less history is stored, pages say “since” the first stored date instead.
- Relative volume is the latest session's volume divided by the average of the prior 20 sessions.
- Volatility is the standard deviation of 60 daily log returns, annualised by √252.
- Valuation: P/E is market value divided by the last four quarters of net income (shown only when positive); P/S and P/B use trailing revenue and latest equity. Market value is shares outstanding times the latest close.
- Growth and margins compare the latest quarter with the same fiscal quarter a year earlier.
- Dividend yield annualises the latest regular payment by its stated frequency, divided by the latest close; payments older than 400 days are ignored.
- Industry percentiles rank a company among common stocks in the same industry (at least eight members) on six-month return, revenue growth, net margin, earnings yield and size. 100 is best.
Short interest checks
Short interest as a percentage of float is withheld when it exceeds 100%, when the float record is under 3% of shares outstanding, or when the float record is more than 450 days old. Withheld stocks are listed on each short-interest screen so nothing disappears silently.
Earnings reactions
Companies report before the open or after the close, and the time is not always known. We therefore measure the move from the last close before the report date to the first close after it, with split-adjusted prices, and the five-session move from the same starting point. EPS surprise is actual minus estimate, divided by the absolute estimate.
The daily market brief
The brief is written by rules, not by a language model. The headline verb follows the S&P 500 ETF's move (for example, “slipped” for a decline between 0.4% and 1.5%); breadth counts common stocks that rose or fell; sector moves are weighted by market value; the biggest gainer must trade at $2 or more, with 500,000+ shares and a $100M+ market value. Each sentence can be checked against the tables below it.
News
We show English-language stories and remove repeated headlines. On company pages, articles are split into those about the company (the ticker or company name appears in the headline, or it is the only company tagged) and those that merely mention it.
Known limits
- Daily data describes the previous session until the next close is processed; intraday prices are labelled as the latest trade.
- Not every company has financial statements (funds and some foreign issuers do not file them) or earnings estimates.
- Sectors are assigned from SEC industry codes, which can differ from index providers' classifications.
Every figure is reproducible from its named source. See also data coverage.