fundamental-filter

To screen stocks by fundamental metrics, this tool filters tickers using configurable PE, PB, and ROE thresholds to generate long or flat signals. It evaluates per-date data against your criteria to identify tradable value or growth opportunities.

Yes, fundamental stock screening supports A-shares, US, and HK markets. It retrieves A-share data via tushare extra_fields and US/HK data via yfinance Ticker.info to evaluate your configured thresholds across multiple regions.

You filter stocks for value or growth by applying different configuration settings. The screener applies flexible filters like PE, PB, ROE, market cap, and size constraints to produce signals matching your specific value or growth criteria.

When fundamental data is missing during stock screening, the tool applies robust handling to ensure deterministic behavior. It avoids generating false long signals, defaulting to flat positions if a ticker fails to meet all required thresholds.

Yes, you need pandas and numpy to run fundamental stock filters. These dependencies are required to process the underlying financial data, calculate metrics, and generate the per-date long or flat signals for your portfolios.

The best way to build a tradable universe using fundamental data is to screen a list of tickers with strict PE, PB, and ROE constraints. This generates daily long signals for passing assets, which you can then use for backtesting.