Share New Research 
Hi, how can I pick stocks that are constituents of SPY and then filter further based on historical P/E?
I would like to choose stocks that have reached a new P/E low.
QuantConnect Community Discussions
QUANTCONNECT COMMUNITY
QuantConnect™ 2025. All Rights Reserved
Nico Xenox
Hey Jacek Trociński,
I think you're searching for this:
For the stocks that are within the SPY Index, it gets a little more difficult, you either use the QC 500 Example or you filter the 500 most liquid stocks with a market cap above 500 million in the universe
Hope it helps ;)
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Jacek Trociński INVESTOR
Nico Xenox I would like to search back for the historical P/E of a stock.
E.g., compare the P/E of MSFT today vs the P/E over the last 2 years.
Do I need to create a consolidator to do that?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!