You can very easily limit the size of the companies by using the market cap filter. If you want to select only small-cap stocks according to the US definition, set the minimum to $300m and the max to $2,000m. Updates are immediately reflected in the screener grid, and you can see companies added or removed as you update these threshold values. (Click outside of the control for the changes to take effect)

The currency used in the market cap filter can be selected in the currency filter covered below.

The market cap filter will also be used to define the stock universe on which relative scores such as the Magic Formula, the ERP5 and the O'Shaughnessy Value Composites (VC1, VC2, VC3) are calculated.