ORTEX Stock Scores: the whole S&P 500, ranked every day.
One score per stock, zero to one hundred, refreshed daily. It combines ORTEX short-interest data, momentum and value rankings, analyst and sentiment moves, fundamentals and technicals: hundreds of data points, weighted by ORTEX’s own scoring. It is the view a quant desk builds in-house, ready to screen, sort and download.
See the data itself
What the score has done since 2010
Two long-only S&P 500 strategies picked purely by the score, rebalanced monthly, turned $1,000 into $24,596 (Short Momentum) and $16,358 (Balanced) in a 16.3-year historical simulation, against $8,642 for the S&P 500 Total Return Index. Both beat the index on risk-adjusted terms too: Sharpe ratios of 1.12 and 1.14 against 0.90, and the Balanced strategy came through 2020 with a smaller maximum drawdown than the index itself.
Historical backtest, gross of costs. Sharpe vs a ~1.6% 3M T-bill. Past performance is not a reliable indicator of future results.
Stock scores and peers
Value, quality, momentum and growth for 47,000 companies, scored daily, plus the peers they really trade with.
ORTEX Stock Scores rank every company on value, quality, momentum and growth, and combine them into one total score. Nearly 60 underlying measures feed them, they are recalculated every day for more than 47,000 companies, and you can re-weight them to your own process. Alongside them, ORTEX peer groups rank each stock's closest peers by how they actually trade, not just by sector code.
company score records on file since 2010, recalculated daily since December 2025, for screening, ranking and backtesting.
ORTEX Stock Score archive, September 2026.
Rank a market by value, quality, momentum or growth in one sort.
Sixteen years of scores to test against your own process.
Correlation-based peers for pairs, hedges and comparisons.
Four factors, one clear score
A consistent factor ranking across every market ORTEX covers.
Earnings yield, price to earnings, price to sales and EV to EBIT: what you pay for what the company earns.
Balance-sheet strength, earnings stability, return on assets and cash generation.
Trend against moving averages, distance from the 52-week high, analyst revisions and earnings surprises.
Profit growth, internal growth capacity and sales trends.
Use the ORTEX weights, or send your own and get the ranking your process would produce.
Each stock's closest peers ranked by how they trade, filterable by country, with weighted peer baskets.
Recalculated every day across 47,000 companies, with the components visible and the weights yours to change.
Coverage, year by year
Companies with an ORTEX Stock Score, by year.
- Scores
- Total, Value, Quality, Momentum, Growth
- Measures
- 58 components, percentile ranked
- Peers
- Correlation-based, by country
A consistent ranking across 47,000 companies makes a global screen a single query.
Distinct companies with a score in each year.
Feed your own model.
Every score, current and historical, ships over the REST API and Python SDK. Pull the composite or the family sub-scores (momentum, value, quality, growth) and apply your own weights: our inputs, your model.
Stock Scores API reference →See also: Short Interest data, Index Rebalance forecasts and the ORTEX API.