longbridge-factor-screen

name	longbridge-factor-screen
description	Fundamental factor stock screening — filter value or growth stocks using PE, PB, ROE, revenue growth, net-profit growth, and dividend yield across A-share, HK, and US markets. Outputs a candidate table ranked by composite factor score. Triggers: "基本面筛选", "因子选股", "价值选股", "成长选股", "低PE选股", "高ROE", "股息筛选", "PE筛选", "PB筛选", "多条件选股", "基本面因子", "量化选股", "基本面篩選", "因子選股", "價值選股", "成長選股", "低PE選股", "股息篩選", "factor screening", "value screen", "growth screen", "low PE filter", "high ROE screen", "dividend screen", "fundamental factor", "multi-factor stock screen".
license	MIT
metadata	{"author":"longbridge","version":"1.0.0","risk_level":"read_only","requires_login":false,"default_install":true,"requires_mcp":false,"tier":"analysis"}

longbridge-factor-screen

Fundamental multi-factor screener. Applies user-defined thresholds across PE, PB, ROE, revenue growth, profit growth, and dividend yield to filter a candidate list and rank survivors by composite score.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

• "帮我筛选 PE < 15 且 ROE > 15% 的 A 股", "screen for low-PE high-ROE A-shares"
• "成长股筛选：营收增速 > 20%", "growth screen: revenue CAGR > 20%"
• "高股息蓝筹股 港股", "high-dividend HK blue chips"
• "价值选股：PB < 1 且 ROE > 10%", "value screen: PB < 1 and ROE > 10%"
• "多条件选股", "multi-factor stock screen"

For index/ETF constituent lists route to longbridge-constituent. For single-stock deep-dive route to longbridge-fundamental or longbridge-valuation.

Supported factors

Factor	简体	繁體	Source CLI
PE (TTM)	市盈率	市盈率	calc-index or valuation
PB	市净率	市淨率	calc-index or valuation
PS	市销率	市銷率	calc-index or valuation
ROE	净资产收益率	淨資產收益率	operating or financial-report
Revenue YoY	营收增速	營收增速	operating or financial-report
Net profit YoY	净利润增速	淨利潤增速	operating or financial-report
Dividend yield	股息率	股息率	dividend or calc-index

Workflow

1. Collect screening criteria — ask the user if not given. Example defaults:
   • Value screen: PE < 20, PB < 2, ROE > 12%, dividend yield > 2%
   • Growth screen: revenue YoY > 20%, net profit YoY > 20%, PE < 40
2. Obtain a candidate universe. Options (ask user):
   • User provides a list of symbols.
   • Use an index as universe (route to longbridge-constituent first):

     longbridge constituent 000300.SH --format json   # run --help for available flags
     

3. Discover exact CLI flags before calling:

   longbridge calc-index --help
   longbridge operating --help
   longbridge valuation --help
   longbridge dividend --help
   

4. Batch-query each candidate (call concurrently where possible):

   longbridge calc-index <SYMBOL> --format json
   longbridge operating <SYMBOL> --format json
   longbridge dividend <SYMBOL> --format json
   

5. Filter in-context: discard symbols that fail any hard threshold.
6. Score survivors: normalise each factor to 0–1 range within the passing set; compute weighted composite score. Default weights: ROE 25%, revenue YoY 20%, PE 20%, PB 15%, dividend yield 10%, net profit YoY 10%.
7. Output the candidate table sorted by composite score descending (see Output section). Cite Longbridge Securities.

CLI

# Step 0: discover flags
longbridge calc-index --help
longbridge operating --help
longbridge valuation --help
longbridge dividend --help

# Step 1: get universe (if using an index)
# NOTE: JSON response uses key "stocks" (not "list") — extract symbols from data["stocks"]
longbridge constituent 000300.SH --format json   # run --help for available flags

# Step 2: per-symbol data (repeat for each candidate)
longbridge calc-index 600519.SH --format json      # PE, PB, PS, dividend yield
# NOTE: `operating` returns data for HK stocks only; for US/A-share use financial-report instead
longbridge operating 700.HK --format json          # ROE, revenue/profit growth (HK only)
longbridge financial-report AAPL.US --format json  # US/A-share fallback; run --help for flags
longbridge dividend 600519.SH --format json        # dividend history

Output

Factor Screen Results — Source: Longbridge Securities
Criteria: PE < 20, ROE > 15%, Revenue YoY > 10%
Universe: CSI 300 (300 stocks checked)  |  Passed: N

Rank | Symbol       | Name    | PE   | PB  | ROE   | Rev YoY | NP YoY | Div Yield | Score
-----|-------------|---------|------|-----|-------|---------|--------|-----------|------
  1  | 600519.SH   | Maotai  | 28.1 | 9.5 | 31.2% | +18.4%  | +15.7% | 2.1%      | 0.87
  2  | 601318.SH   | Ping An | 8.2  | 1.2 | 14.8% | +12.1%  | +10.3% | 4.5%      | 0.79
 ...

Notes:
- Score = weighted composite (ROE 25%, Rev YoY 20%, PE 20%, PB 15%, Div 10%, NP YoY 10%)
- PE and PB: lower is better (inverted for scoring); ROE / growth / yield: higher is better
- N/A fields excluded from score denominator

⚠️ 数据仅供参考，不构成投资建议。/ 數據僅供參考，不構成投資建議。/ For reference only. Not investment advice.

Limitations

• Screening is applied to a user-supplied list or index constituents — this is not a real-time full-market screener.
• Data is point-in-time from the last available report; forward-looking factors require analyst consensus (longbridge-fundamental).
• If the candidate list exceeds ~30 symbols, process in batches and note that partial results are shown.

Error handling

Situation	简体	繁體	English
command not found: longbridge	回退到 MCP；否则告知安装 longbridge-terminal	回退到 MCP；否則告知安裝 longbridge-terminal	Fall back to MCP; otherwise tell user to install longbridge-terminal.
stderr not logged in	请运行 longbridge auth login	請執行 longbridge auth login	Run longbridge auth login.
calc-index returns empty	该标的无估值数据，跳过或标注 N/A	該標的無估值數據，跳過或標注 N/A	No valuation data; skip or mark N/A.
Candidate list > 30 symbols	提示分批处理，优先处理前 30	提示分批處理，優先處理前 30	Process in batches of 30; note partial coverage.
Other stderr	原文显示错误	原文顯示錯誤	Surface verbatim.

MCP fallback

When the CLI is unavailable, fall back to the MCP server. Discover available tools from the MCP server's tool list at runtime — do not rely on hardcoded tool names.

Related skills

• Deep single-stock fundamentals → longbridge-fundamental
• Single-stock valuation percentile → longbridge-valuation
• Multi-symbol valuation comparison → longbridge-peer-comparison
• Index constituents (universe) → longbridge-constituent
• Dividend history detail → longbridge-corporate

File layout

longbridge-factor-screen/
└── SKILL.md          # prompt-only, no scripts/