STRASMORE/EXPLORE 2,170 QUERIES

Qualifying large caps as the distance band and the P/E ceiling widen

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-22, from Low P/E Stocks Near 52-Week Lows.

as of ranking 6×3read in context →
Qualifying large caps as the distance band and the P/E ceiling widen — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
distance_bandnames_pe_under_15names_pe_under_25
within 5%112
within 10%937
within 15%2164
within 20%3191
within 25%41116
within 30%45143
Rows × columns
6 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Qualifying large caps as the distance band and the P/E ceiling widen, derived from the stored result.
ColumnTypeRangeNotes
distance_band text 6 distinct values (within 10%, within 15%, within 20%…)
names_pe_under_15 number 1 to 45
names_pe_under_25 number 12 to 143

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

the exact SQL behind every number
WITH ratios AS
(
    SELECT
        ticker,
        argMax(price_to_earnings, date) AS pe,
        argMax(market_cap, date)        AS mcap,
        argMax(average_volume, date)    AS adv
    FROM global_markets.stocks_ratios
    WHERE date >= today() - 14
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
),
band AS
(
    SELECT
        ticker,
        min(low)            AS low_52w,
        argMax(close, date) AS last_close
    FROM global_markets.stocks_daily_aggs
    WHERE date >= today() - 372
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker
),
universe AS
(
    SELECT
        b.ticker                                                   AS ticker,
        toFloat64(b.last_close) / toFloat64(b.low_52w) * 100 - 100 AS pct_above_low,
        r.pe                                                       AS pe
    FROM band AS b
    INNER JOIN ratios AS r ON r.ticker = b.ticker
    WHERE r.mcap >= 10000000000
      AND r.adv >= 1000000
      AND r.pe > 0
      AND b.low_52w > 0
)
SELECT
    concat('within ', toString(cutoff), '%')      AS distance_band,
    countIf(pct_above_low <= cutoff AND pe <= 15) AS names_pe_under_15,
    countIf(pct_above_low <= cutoff AND pe <= 25) AS names_pe_under_25
FROM
(
    SELECT
        pct_above_low,
        pe,
        arrayJoin([5, 10, 15, 20, 25, 30]) AS cutoff
    FROM universe
)
GROUP BY cutoff
ORDER BY cutoff

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