fundamental_analysis

Stock scoring and filtering based on financial metrics is done by applying a quantitative model that evaluates profitability, growth, and valuation data from financial statements. The model assigns a comprehensive 0-100 score to rank stocks.

Quantitative stock fundamental analysis uses EPS, profit margins, revenue YoY growth, P/E ratio, P/B ratio, and dividend yield. These valuation and profitability metrics are extracted from financial statement data to assess overall financial health.

To identify undervalued growth stocks from a watchlist, apply a fundamental analysis model that screens for strict financial criteria and ranks the remaining stocks using a comprehensive scoring system based on growth, profitability, and value metrics.

Yes, you need a stocks.db database populated through ETL processes. The analysis requires pre-populated fundamentals, monthly_revenue, and valuation_history tables containing the underlying financial statement data before the scoring model can execute.

Quantitative investing handles high-risk stock screening by automatically filtering out stocks that fail strict financial criteria. The model evaluates liquidity, debt levels, and profitability margins to ensure only financially healthy stocks pass the initial quantitative screen.

Fundamental analysis can be applied to value investing by leveraging the same valuation metrics, such as P/E ratio, P/B ratio, and dividend yield. The quantitative scoring system evaluates these value indicators alongside growth and profitability data to rank potential investments.