sector-rotation

Sector rotation analysis identifies shifting industry momentum by scoring A-share data across valuation, capital flow, and profitability dimensions. It generates ranked top and bottom sector signals to guide portfolio allocation and risk control.

You identify top and bottom sectors by running a multi-factor framework that scores momentum, valuation, and capital flow. This produces industry rankings and overweight or underweight allocation signals for monthly position adjustments.

Yes, this framework is specifically designed for A-share market sector analysis using Shenwan first-level industries. It evaluates industry momentum and valuation to output allocation signals and risk controls for portfolio adjustments.

Industry momentum analysis tracks supply chain transmission by evaluating profitability and cash-flow changes across linked sectors. It maps upstream and downstream relationships to identify how policy drivers and price shifts create investment opportunities.

A multi-factor sector rotation model evaluates dimensions including industry momentum, valuation analysis, cash-flow profitability, and capital flow. Scoring these factors generates comprehensive rankings and overweight or underweight sector signals for portfolio allocation.

Sector rotation analysis requires indexed industry data covering momentum, valuation, and capital flow metrics. It operates independently without external dependencies, using a frontmatter-driven discovery structure to process the multi-factor framework and generate signals.