portfolio-health-check

Name: portfolio-health-check
Availability: InStock
Author: geeksfino

Assess Chinese A-share portfolios for risk concentrations and inefficiencies.

271|41|Updated Feb 6, 2026

Search Tags:#portfolio #stress-testing #diagnostic #concentration #risk-analysis #factor-exposure

Ready to run

npx skills add https://github.com/Geeksfino/finskills --skill portfolio-health-check

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: portfolio-health-check
Source: https://github.com/Geeksfino/finskills/tree/main/China-market/portfolio-health-check
Command: npx skills add https://github.com/Geeksfino/finskills --skill portfolio-health-check

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

诊断现有投资组合的风险与低效，帮助投资者发现集中度偏高、因子暴露异常、相关性聚集等问题，并提供可执行的改进建议。

Core Features & Use Cases

集中度分析：评估单只持仓、前5大持仓及行业/市场分布的风险暴露。
相关性聚集检测：识别相关性高度聚集的持仓群组，评估真正的分散程度。
因子暴露分析：分解组合的市场Beta、价值、成长、规模、动量、质量等因子暴露，并对偏离基准进行标记。
风险与压力测试：计算组合波动、VaR/CVaR、最大回撤，并在历史压力情景下评估韧性。
诊断报告生成：输出健康评分、问题清单、改进建议和调仓方案的综合诊断报告。

Quick Start

按照工作流程导入您的持仓数据、现金仓位与基准等信息，系统将执行诊断并输出报告。

Frequently Asked Questions about portfolio-health-check

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

FAQPage Schema

How do I diagnose risk concentrations in a Chinese A-share portfolio?▼

Portfolio risk diagnosis evaluates single stock, top-five holding, and industry distribution exposures to identify concentration risks. It calculates concentration thresholds and checks asset correlations to assess the true diversification level of Chinese A-share portfolios.

Can I run stress tests and calculate VaR for my existing investment holdings?▼

Yes, stress testing evaluates portfolio resilience under historical pressure scenarios by calculating volatility, VaR/CVaR, and maximum drawdown. These risk metrics help assess how existing investment holdings perform during adverse market conditions.

What is factor exposure decomposition and how does it detect portfolio inefficiencies?▼

Factor exposure decomposition breaks down portfolio sensitivity across market Beta, value, growth, size, momentum, and quality factors. It flags deviations from the benchmark to reveal hidden portfolio inefficiencies and abnormal risk concentrations.

How do I generate a structured diagnostic report for portfolio optimization?▼

Generate a structured diagnostic report by ingesting holdings data, separating assets by category, and running concentration and correlation checks. The final report outputs a health score, problem checklist, improvement suggestions, and rebalancing plans.

Does portfolio risk analysis work for assessing cash positions and benchmark deviations?▼

Yes, portfolio risk analysis ingests cash positions and benchmark data alongside holdings to evaluate allocation efficiency. It separates assets by category and marks factor exposure deviations from the designated benchmark to guide optimization.

Why does my investment portfolio show high correlation clustering despite holding multiple assets?▼

Correlation clustering detection identifies holding groups with highly correlated price movements, revealing false diversification. Even with multiple assets, concentrated correlation patterns increase systemic risk exposure and reduce effective portfolio diversification.