fundamental-filter

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.

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.

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.

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.

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.