vault-company-analysis

Map stock chart turning points to company events and peer context.

Updated May 26, 2026
One-click install
npx skills add https://github.com/Peiwvy/myskills --skill vault-company-analysis
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: vault-company-analysis
Source: https://github.com/Peiwvy/myskills/tree/main/vault-company-analysis
Command: npx skills add https://github.com/Peiwvy/myskills --skill vault-company-analysis

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

It helps you understand why a specific company’s stock price changed by mapping chart turning points to real company events and market logic instead of relying on chart interpretation alone.

Core Features & Use Cases

  • Event-driven node/segment analysis: decomposes daily K-line movement into alternating “nodes” (information shocks) and “segments” (how the market digests and ferments the prior node).
  • Cross-sectional + longitudinal alignment: traces events around each node in time (vertical) and compares the same time windows with peers (horizontal) to label drivers as company-specific (α) or industry-wide resonance (β).
  • Automatic page writing for micro pages: updates a target F33-Micro company page with a “timeline” section and a “what to watch” section, avoiding duplicate entries.
  • Multi-market coverage: supports A-shares, Hong Kong stocks, and US stocks when available.

Quick Start

Tell the skill to analyze a specific company’s recent K-line and generate the node/segment timeline plus 3–5 items of what to watch on its F33-Micro page.

Frequently Asked Questions about vault-company-analysis

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

FAQPage Schema
How do I map stock chart turning points to company events for K-line analysis?

Stock chart turning points are mapped by identifying nodes (information shocks) and segments (price fermentation) on daily K-lines, then linking them to verifiable company announcements and peer-driven context to explain price movements.

What is alpha and beta driver labeling in stock peer comparison?

Alpha and beta driver labeling separates company-specific drivers (alpha) from industry-wide resonance (beta) by comparing a stock's event timeline with at least one peer during identical time windows around chart turning points.

Can I analyze A-share, Hong Kong, and US stocks with event-driven timeline writing?

Event-driven timeline writing supports A-shares, Hong Kong stocks, and US stocks by fetching daily OHLC with moving averages, scanning weekly reaction ranges, and mapping announcements to nodes for cross-market coverage.

What's the best way to generate a what-to-watch section for a company micro page?

Generate a what-to-watch section by decomposing recent K-lines into nodes and segments, comparing peers for alpha/beta labeling, and writing 3-5 unique items into the target micro page timeline without duplicating existing entries.

How does event-driven stock analysis work when TradingView OHLC data is missing?

When TradingView OHLC data is missing, event-driven stock analysis falls back to event-based fundamentals by searching announcements and news around identified nodes to reconstruct the timeline without relying solely on chart data.

Does stock analysis require peer comparison to label alpha and beta drivers?

Stock analysis requires comparing at least one peer during identical time windows around each node to label drivers as company-specific (alpha) or industry-wide resonance (beta) through cross-sectional alignment.