From financial statement items (Balance sheet, Income statement, Cash flow) to valuations, ratios, market conditions (institutional ownership, short interest, insider ownership), pricing (Daily open/high/low/close/volume), and macro economics data, we have an enormous amount of data. The financial and price data comes from Morningstar, while the macroeconomic data comes from Quandl.
We have 20 years of data
Our data changes daily, and covers each trading day from January 1, 1995 to present. Morningstar takes a few days to clean and process the data they get from the SEC, while they update the price data after the close of the market. Quandl updates and data vary based on the fields you choose.
We cover lots of US stocks
We cover US equities. We have about 20,000 stocks in our database, of which almost half are delisted. We have them there so you can see how the defunct companies would have done before their demise. On the other hand, we automatically limit the view in the screener to companies that you can actually invest in, which narrows us to about 3500 stocks. You can, of course, configure this.
Our data goes into great detail
We have fields for a variety of data collected by Morningstar: Accrued Investment Income to Water Production, from Acquired In Process R&D to Write off and Write down. These more granular fields let you see what others cannot, and make more sense of the market.