US Stocks: Size & Share Volume

This fundamental item downloads the number of shares outstanding, market capitalization and average volume over the past 20 days for all stocks trading on US markets, NYSE, NASDAQ, AMEX, OTCBB and Pink Sheets.
The data is downloaded from zacks.com screener.

Database name: size_volume.

"Shares" field: This is the shares outstanding or the number of common shares in millions that are authorized and held by shareholders. The number of shares outstanding is a very important metric, which can be found in a company's balance sheet and which is used to calculate several other metrics, including earnings per share (EPS), price to book and market capitalization. Company fillings are available in the US Securities and Exchange Commission (SEC) website. The number of shares outstanding is calculated as basic and not fully diluted, which means that they don't include diluting securities such as warrants, options and convertibles.

"market_cap" field (in millions of dollars): The market capitalization or market cap is the number of outstanding shares times the last stock price. It is a measure of size of a company and it represents the public consensus on the value of a company's equity.

"avg_volume" field: This field gets the average daily trading volume of a stock over the past 20 days.

Here are some other fundamental items:
EPS or earnings per share related items: Earnings: EPS Growth, Earnings: EPS Estimates, EPS Surprise and Actual, EPS Estimate Revisions.
Sales, Growth and Estimates includes sales growth, 5-Year historical sales growth, consensus sales estimate and quarterly consensus sales estimate.
Profitability Ratios includes return on equity, return on capital, return on assets...
Equity Valuation includes PE or PER ratio, PEG ratio, price to cash flow, price to book and price to sales.
Income Statement & Growth includes EBITDA, EBIT, COGS, cash flow, net income...
Dividend per share, Dividend Yield and Historical Dividend Growth includes dividend per share, dividend yield, 5-Year dividend yield...
Margins and Turnover includes net margin, turnover ratio, inventory turnover, asset utilization...
Balance Sheet Data includes current assets, current liabilities, long term debt, book value...
Coverage and Liquidity ratios includes current ratio, quick ratio, cash ratio, debt/total capital and debt/equity ratio.

Technical Analysis

• Bleu Stochastic
• TFS Tether Line
• Negative trend breakout list (SMA200-based)
• Absolute Breadth Index
• InSync Index - Consensus Trading Indicator
• Time Segmented Volume
• Number of Stocks Making a new 52-Week Low - Market Indicator
• Equity Trading Based on Position of Moving Average
• BSE Main and Sectoral Indices
• Permanent Portfolio Timing Active Rebalance V0.1
• More trading objects...

Fundamental Analysis

• NSE - Security-wise Delivery Position
• PEG and Price to Free Cash Flow above Market Averages
• Forex News from XE
• Industry and Sector Information for the US Stock Market
• Industrial Production Index - IPI - Historical data
• ASX Fundamental data
• ETF Data: NAV - PE- Fees - Assets - Yield - Beta
• Percentile Rank of PEG, Price/Free Cash Flow and Price/Sales
• Fails to deliver - Reported by the SEC
• Market cap, ROE, ROA and Forward PE for U.S. Stocks - Fundamental Data from Yahoo
• More trading objects...