Longbridge Factor Screen

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

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

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/