fundamental-filter

You can filter stocks by setting a maximum PE ratio, a PB ceiling, and a minimum ROE floor to generate long-only screening signals. This Skill applies those fundamental rules across A-share, US, and HK universes to build value or growth baskets for backtesting.

Yes, yfinance is used to retrieve point-in-time fundamental info for US and HK symbols during stock screening. The tool calls Ticker.info to access PE, PB, ROE, and market-cap metrics required to filter your value or growth universe.

Filtering A-share stocks uses tushare extra_fields to access fundamental metrics like PE, PB, and ROE. The tool drops companies with missing extra_fields data and handles NaNs to ensure accurate value or growth universe construction.

Handling decimal-versus-percent ROE units during stock screening requires standardizing input values before applying the ROE floor. The Skill processes these unit variations from tushare and yfinance to ensure accurate fundamental filtering.

Yes, fundamental screening supports optional market-cap minimums to shape your growth portfolio universe. You can set an mcap_min parameter alongside PE_TTM ranges and ROE floors to filter out smaller companies during the stock selection process.