fundamental-filter

Name: fundamental-filter
Availability: InStock
Author: daddyelonmusk69

Filter stocks by PE, PB, and ROE thresholds to generate selection signals.

Updated Apr 12, 2026

Search Tags:#yfinance #fundamental-analysis #stock-screening #pb #pe #tushare #roe

Ready to run

npx skills add https://github.com/DaddyElonMusk69/motis-agent --skill fundamental-filter-daddyelonmusk69

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: fundamental-filter
Source: https://github.com/DaddyElonMusk69/motis-agent/tree/main/skills/finance/fundamental-filter
Command: npx skills add https://github.com/DaddyElonMusk69/motis-agent --skill fundamental-filter-daddyelonmusk69

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This Skill automates filtering and selection of stocks using fundamental financial metrics so users can rapidly build value or growth universes for backtesting and portfolio construction across different markets.

Core Features & Use Cases

Multi-market support: Uses tushare extra_fields for A-shares and yfinance Ticker.info for HK/US point-in-time screening.
Value and growth filters: Apply PE, PB, ROE and market-cap thresholds to produce long-selection signals and 1/N portfolio weights.
Robustness tips: Handles missing data, unit differences between providers, and advises on using screening results as a universe for further technical rebalancing.
Use case: Create a daily screened universe of A-share value stocks for backtesting, or produce a point-in-time screened list of US/HK names for research.

Quick Start

Run a fundamental screen to select tickers with PE < 20, PB < 3, and ROE > 8 and return 1/N weight signals for the selected universe.

Frequently Asked Questions about fundamental-filter

High-intent search queries and answers about installing and using this skill.

FAQPage Schema

How do I screen stocks by PE, PB, and ROE for value or growth strategies?▼

Screen stocks by PE, PB, and ROE by applying fundamental thresholds to filter symbols and generate long-selection signals or 1/N portfolio weights. This process enforces metric thresholds and handles missing values to build value or growth universes.

Can I use yfinance for fundamental analysis on US and HK stocks?▼

Yes, you can use yfinance for fundamental analysis on US and HK stocks. The screening uses yfinance Ticker.info for point-in-time universe selection and research, applying PE, PB, and ROE filters to generate selection signals for these markets.

Does fundamental stock screening support A-share backtesting with tushare?▼

Fundamental stock screening supports A-share backtesting with tushare by using daily extra_fields to apply PE, PB, and ROE thresholds. It generates per-symbol daily signals and handles unit differences for accurate backtest universes.

What is the best way to handle missing data and unit differences in stock screening?▼

The best way to handle missing data and unit differences in stock screening is to use filters that enforce PE, PB, and ROE thresholds while automatically managing missing values and normalizing unit differences between tushare and yfinance providers.

Can I output equal-weight allocations for a screened stock universe?▼

Yes, you can output equal-weight allocations for a screened stock universe. The fundamental filter produces 1/N portfolio weights for selected universes after applying PE, PB, and ROE thresholds, providing direct portfolio construction inputs.