---
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):
     ```bash
     longbridge constituent 000300.SH --format json   # run --help for available flags
     ```
3. **Discover exact CLI flags** before calling:
   ```bash
   longbridge calc-index --help
   longbridge operating --help
   longbridge valuation --help
   longbridge dividend --help
   ```
4. **Batch-query each candidate** (call concurrently where possible):
   ```bash
   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

```bash
# 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/
```