These are market data rather than fundamentals: size, liquidity, volatility, and where the price sits in its yearly range. They say nothing about the quality of a business - value investors use them to define the universe and time entries, not to judge companies. One practical note: market caps and prices in the screener are quoted in each listing’s native currency, so cross-country size comparisons need care - a 100 billion figure means something very different in yen than in dollars.

Market Cap

What it is: Market capitalization: the share price multiplied by shares outstanding - what the market says the entire equity is worth today. It prices only the equity slice; add debt and subtract cash to get what a buyer would actually pay.

Why value investors care: Its screening role is setting the universe, and the standard tiers are the vocabulary: mega cap above $200B, large cap $10-200B, mid cap $2-10B, small cap $300M-2B, micro cap below $300M. Small and micro is where mispricing lives, for a structural reason: institutions managing billions cannot buy positions that small without owning the whole company, so the coverage thins and genuine bargains survive longer - the source of the small-cap value premium. The caveat specific to this screener: caps are stored in each listing’s native currency, so a cross-country sort by market cap will mislead you - 100 billion yen is not 100 billion dollars.

Price

Price — the last traded price per share, in the listing’s native currency.

What it is: The quote itself: the last traded price for a single share, in the listing’s native currency.

Why value investors care: Mostly, they don’t - a share price alone carries no valuation information, because the share count is arbitrary: a $5 stock is not cheaper than a $500 one. Its only real use is per-share arithmetic, dividing it into EPS, FCF per share, or book value per share. One mechanical wrinkle: many institutions cannot buy below $5, so stocks under that line trade in a thinner, less efficient market - both the opportunity and the warning.

Change 1D %

What it is: The day’s price move as a percentage of the previous close.

Why value investors care: Not as momentum - as an overreaction detector. A double-digit drop is an invitation to find out what happened and judge whether the market overshot the actual bad news; sometimes a company loses 20% of its price over a problem worth 5% of its value. But buying every dip without reading the news is how you average into frauds, so the number surfaces candidates and never makes decisions.

Volume

Volume — shares traded during the current or latest session.

What it is: The number of shares that changed hands in the current or latest trading session.

Why value investors care: A single day’s figure is meaningless without the average beside it - the signal is the ratio. A spike of five or ten times normal volume means something happened: earnings, news, or an institution moving in or out. Volume confirms that a price move reflects genuine disagreement rather than a stray order in a dead market.

Avg Volume

Avg Volume — mean daily shares traded, typically over the last three months.

What it is: The mean daily share volume, typically over the last three months - the standing measure of how liquid the stock actually is.

Why value investors care: It determines whether you can own a stock in size. The practical rule: keep your position a small fraction of average daily volume - a tenth or less - or you ARE the market when you try to exit, and the price you see on screen is not the price you will get. Thin volume also means wide bid-ask spreads, a real cost paid on every trade. Illiquidity is where small-cap bargains hide, and it cuts both ways: exiting a thin stock during a panic costs real money. Size positions to the liquidity, not the conviction.

Beta

What it is: How much the stock historically moves with the market: a beta of 1 means in line, 2 means twice the swing, 0.5 means half. It measures co-movement, nothing more.

Why value investors care: Mainly to reject what it claims to measure. Academic finance treats beta as risk; value investors point out that it measures volatility, not the risk of permanent capital loss - Buffett’s observation that a stock which has fallen 50% now shows a higher beta and carries lower risk, the exact opposite of what the model says. As a descriptive label it is still useful: below 1 is defensive, above 1.5 is volatile, and you should know which you own before a drawdown tests you. The kicker is the low-volatility anomaly: low-beta portfolios have historically not underperformed, which quietly embarrasses the textbook that says they must.

52W Range Position

What it is: Where the current price sits within its trailing-year range: 0% means the stock is at its 52-week low, 100% means at its 52-week high.

Why value investors care: Contrarians hunt below 20% - some of the best entries in any cycle come from that neighborhood, because forced sellers and tax-loss harvesting push prices past fair value. But the honest base rate cuts the other way: a stock at its 52-week low usually deserves to be there, so verify the balance sheet and the earnings power before assuming mispricing rather than decay. Momentum investors read the same number in exactly the opposite direction, which should keep everyone humble.

Change 1D (Abs)

What it is: The same day’s move as Change 1D %, expressed in currency units per share instead of percent.

Why value investors care: Barely - a $3 move is dramatic on a $20 stock and a rounding error on a $900 one, so the percentage version is almost always the one to sort by. The absolute figure exists for display and for anyone tracking per-share P&L; treat it as a convenience column, not a signal.