Hi, first post here (yes I did search for my question). I'm new to trading, but have been investing since I was in high school... I'd like to know if it is possible to use a stock screening tool, but apply the search query to a certain day in the past. For example, can I find all companies that had a P/E ratio between 5 and 8 on Jan 1, 2010. Or all companies that had a market cap of 100m to 200m on Feb 27, 2011. etc. I looked at a few demos, such as thinkorswim, and also google's stock screener, and they can only look at today's information, as far as I could figure out. Thanks in advance.
I created an excel spreadsheet that can do this. at the moment I can only go 10 years into the past but if i get a hold of annual financial statements going back further i can easily get the ratios for any year. however my program isn't a screener per se, you would have to input the stock ticket to look at all the ratios for whatever year. The way i have it setup is i use the year ending earnings (and any other applicable data) and then it automatically fetches the stock price for that day. Usually if the year ending is dec 31st 2004, it looks up the earnings and shares outstanding and then it also looks up the historical closing price at or near dec 31st 2004 and thus you get an rough PE ratio, ( it could be off by a very small percentage but good enough). I also have price to book, price to sales, pretty much every major ratio commonly used. Keep in mind you cannot get them for any date you choose just the year ending, unless you can get quarterly statements for those years, then you can get pe ratios for the quarter ending period, so 4 times a year, rather then just once a year for the annual ones. But obviously you can get a rough approximation using any date of that year. Ie the last earnings figure you have is dec 31st 2004, you can get the price at april 15th 2005 and still get a PE ratio, however it would not be as accurate becuase new quarterly earnings would have been released since the year end, thus price would be higher or lower to reflect this info, but once again it would be a close enough PE ratio. As far as I'm concerned all ratios are derivatives of the 3 financial statements and price. The reason i did this is to figure out what the ratios of great companies that had great runs (appl, amzn) looked like before they made their huge advances.