Screening

FactSet’s Screening section provides a flexible environment for building, saving, and running investment and ownership screens across equities, ETFs, debt securities, activism/governance data, and security holders. It is designed to help users generate idea lists, test strategies, and extract targeted universes using FactSet’s fundamental, market, ownership, and governance datasets.

Screening section of FactSet provides the following data:

• Equity Screens — Pre-built and custom screens that focus on listed equities using fundamentals, valuation, earnings, revenues, geography, industry, and event-based criteria.
• Starter Screen — A basic equity screen layout with commonly used report columns, suitable as a template for building custom strategies.
• Middle East Revenue Screen — Companies with revenue exposure to the Middle East region, based on geographic revenue data.
• Short Interest — U.S. listed securities with the largest short-interest metrics over a chosen period.
• Revenue Analysis by Global Region — S&P 500 companies with revenue broken down by global region.
• Regulatory Bank Financials — Public and private bank holding companies screened using U.S. regulatory financial metrics.
• Low Relative P/B with Cash and Retained Earnings — Companies with low price-to-book ratios, strong interest coverage, and solid cash and retained-earnings profiles.
• CEO Changes — Companies where the CEO has changed within a defined recent window.
• Share Repurchases — S&P 500 securities with the largest share-repurchase activity.
• Airline Industry Metrics — Airline companies screened on metrics such as load efficiency, fuel consumption, and passenger revenue.
• Low Relative P/E with Earnings Momentum — Companies showing low forward P/E combined with positive sales and EPS momentum.
• “Magic” Universe – High Earnings Yield and Return on Capital — Large-cap companies ranked on earnings yield and return on capital using a value-investing style framework.
• Large Cap Price Performers – Sales and Earnings Strength — Large-cap securities with strong price performance and growth in sales and earnings.
• Industry Leaders — Top-decile companies by industry for metrics such as market value, sales, and net income.
• China – Northbound Trading — Active northbound securities eligible for trading through Shanghai and Shenzhen Stock Connect.
• Dupont Analysis – Asset Efficient Securities — Large-cap companies with strong asset turnover, ROE, and ROA based on DuPont-style metrics.
• Recent Price Decline – Value and Recovery Promise — Securities with recent price declines that match value-style recovery criteria.
• Scoring the S&P 500 – Valuation and Sales Growth — S&P 500 constituents scored by relative valuation and sales growth.
• Relative Analysis of S&P 500 — Screens using market aggregates data to compare valuation and other measures for S&P 500 companies relative to industry.

• Sustainalytics ESG Screen — Securities filtered using Sustainalytics ESG metrics and analytics.

• ETF Screens — Suggested screens built on FactSet ETF data, focusing on fund composition, factor exposure, and market segment coverage.

• Starter Screen — A basic ETF screen layout providing default fund-level columns for quick analysis.
• Buy-List Ranking Model – Efficiency, Tradability, Fit — U.S. equity ETFs ranked on efficiency, tradability, and overall fit for use in portfolios.
• Core Equity Factors – ETF Exposure Scores — ETFs screened by overall exposure to core equity factors such as value, growth, quality, or momentum.
• Bottom Up Analysis – Equity ETFs — Screens focused on fund composition and performance characteristics for equity ETFs.
• Bottom Up Analysis – Fixed Income ETFs — Parallel views for fixed-income ETFs, highlighting holdings and performance.
• US Equity Total Market — Equity ETFs that select U.S. stocks across the full market-cap spectrum, excluding certain specialty segments.
• US Equity Large Cap / Mid Cap / Small Cap — Screens targeting ETFs that focus on specific U.S. size segments (large-, mid-, or small-cap).
• Developed Markets ex-US Equity Total Market — ETFs selecting developed-market stocks outside the U.S.
• Emerging Markets Equity Total Market — ETFs targeting emerging-market equities across the market-cap spectrum.
• US Investment Grade Bonds — ETFs tracking the broad U.S. investment-grade bond market.
• US Treasury Inflation-Protected Bonds (TIPS) — ETFs tracking U.S. Treasury inflation-protected securities.
• Equity Factor Exposure – Low Volatility, Momentum, Value — ETFs providing concentrated exposure to specific equity factors.
• US Strategic Beta — ETFs tracking rules-based indexes that systematically deviate from broad cap-weighted benchmarks.
• US ESG — ETFs that incorporate environmental, social, and governance criteria.
• US REITs — ETFs focused on U.S. real estate investment trusts.

• US Dividends — Equity ETFs selecting or weighting stocks by dividend characteristics and high-dividend yield.

• Debt Screens — Screens built on corporate, government, municipal, and loan securities using FactSet’s fixed-income and bank-loan datasets.

• Starter Screen – Corporate/Govt/Agency — A basic screen for corporate, government, and agency debt with core credit-analysis columns.
• Starter Screen – Municipal — A basic municipal-bond screen configured for muni-market analysis.
• Starter Screen – Loans — A base screen for bank and leveraged loans with default data fields.
• Leveraged Loans — Securities from the bank-loans database filtered by leveraged-loan characteristics.
• Bank Loan Report — Active bank loans displayed with issuer, terms, and pricing fields.
• New Issues by Sector — Corporate bonds recently issued, grouped by sector.
• Maturity Schedule by Sector — Corporate bonds organized by maturity profile to support laddering and rollover strategies.
• Corporate Credit Analysis – Altman Z-Score Model — Corporate issuers screened using Altman Z-style credit-risk metrics.
• Green, Social, Sustainability, Transition and Sustainability-Linked Bond Screen — Labelled green, social, sustainability, transition, and sustainability-linked bonds filtered by use-of-proceeds and structure.
• New Issues by Country — Government bonds recently issued, grouped by issuing country.
• S&P 500 Bonds — Bonds issued by companies that are constituents of the S&P 500.

• Default Analysis — Corporate bonds that defaulted prior to maturity, for default and recovery analysis.

• Activism/Governance Screens — Screens based on corporate-governance and shareholder-activism data.

• Starter Screen – Corporate Governance — A governance-focused starter layout with standard governance metrics.
• Starter Screen – Proxy — A base proxy-related screen that uses key proxy and voting data fields.
• Starter Screen – Campaign — A starter screen for activism campaigns and related event data.
• US Companies with Shareholder Rights Plan — Companies with poison-pill or similar shareholder-rights plans currently in force.
• Companies Vulnerable to Activism — Companies flagged by proprietary models as potential activist targets.
• Opt Out of State Statutes — Companies that have opted out of specific state corporate-law statutes.
• Proxy Fights — Proxy-fight campaigns over a defined period, including winners and board outcomes.
• M&A Related Campaigns — Activist campaigns linked to mergers and acquisitions.
• Net Operating Loss (“NOLs”) Poison Pills — Companies that have used poison pills to preserve net operating loss carryforwards.
• Eliminated Unequal Voting/Dual Class Structure — Companies that have removed unequal voting or dual-class share structures recently.
• Campaigns by Industry — Screens grouping campaigns by industry to highlight sector patterns.
• Poison Pill Activity — Recent activity in shareholder-rights plans and pill adoptions or changes.
• Shareholder Input on Poison Pills — Companies that submitted poison-pill proposals to shareholder vote.
• Corporate Governance Policies at S&P 500 — Governance policies and boards across S&P 500 constituents.

• Proxy Summary and Trend Analysis — Screens summarizing proxy vote results and tracking trends over time.

• Holders Screens — Screens focused on holders and ownership characteristics, rather than issuers.

• Starter Screen — A holder-focused starter screen with default ownership columns.
• Hedge Funds by Country — Hedge funds grouped by country based on holdings and ownership data.
• Known Activists — Holder screens built on activist lists such as SharkWatch50.
• Public to Public Investing — Public companies that hold investments in other public companies.
• Exchange Traded Funds (Holders) — ETFs covered by the ownership database, viewed from a holder-perspective.
• S&P 500 Holders — Institutions investing in S&P 500 companies.

• Government to Public Investing — Government entities with investments in public companies.

• Screen Management and Idea Screening — Workflow elements that connect screening with idea generation and reuse.

• Suggested Screens — A library of pre-defined screens across equity, ETF, debt, activism/governance, and holders that serve as starting points.

Fund and Account screening tabs are disabled to UU accounts. - New Screen Creation — Options to build new screens from scratch within each category (equity, ETF, debt, activism/governance, holders). - Filter Screens — Tools to narrow the suggested screens by theme, region, or concept. - Screen Saving and Reuse — The ability to save screens, reopen them, favorite them, and link them to downstream extraction (e.g., exporting screen universes to Excel).