概述

Value & Dividend Screener

Screen stocks for undervaluation and sustainable dividend income using

fundamental financial data from the Finskills API. Implements a multi-factor

quality + value + yield framework inspired by academic research (Graham, Fama-French

value factor, dividend growth investing). Produces a ranked list with scoring

rationale for each position.

Setup

API Key required — Register at https://finskills.net to get your free key.

Header: X-API-Key:

> Get your API key: Register at https://finskills.net — free tier available, Pro plan unlocks real-time quotes, history, and financials.

When to Activate This Skill

Activate when the user:

Asks to screen for undervalued dividend-paying stocks
Wants to build an income or dividend growth portfolio
Asks for stocks with low P/E and high dividend yields
Wants to find value stocks using fundamental metrics
Asks to compare dividend sustainability across multiple companies
Uses terms like "dividend aristocrats", "value investing", "income investing"

Screening Universe

When no specific tickers are provided, use the S&P 500 constituent list as the screening pool:

GET https://finskills.net/v1/free/index/SP500/constituents

If the user provides a specific watchlist or sector, screen only those tickers.

Note: Screening all 500 stocks requires many API calls. When running a full screen,

apply pre-filters based on easily-computable criteria first (sector, indices), then

deep-dive into the top candidates.

Data Retrieval — Finskills API Calls

Per-Stock Data Retrieval (run for each candidate)

1. Financial Statements

GET https://finskills.net/v1/stocks/financials/{SYMBOL}

Extract (annual and trailing twelve months):

Income Statement: revenue, grossProfit, operatingIncome, netIncome, eps
Balance Sheet: totalAssets, totalDebt, totalEquity, currentAssets, currentLiabilities, cashAndEquivalents
Cash Flow: operatingCashFlow, capitalExpenditures, freeCashFlow, dividendsPaid
Derived: calculate debtToEquity = totalDebt / totalEquity, currentRatio = currentAssets / currentLiabilities

2. Dividend History

GET https://finskills.net/v1/stocks/dividends/{SYMBOL}

Extract:

dividendPerShare: most recent annual dividend
dividendYield: current yield percentage
History array: last 5–10 years of annual dividend payments (for growth rate)
exDividendDate: upcoming ex-dividend date

3. Current Quote + Valuation

GET https://finskills.net/v1/stocks/quote/{SYMBOL}

Extract: price, marketCap, peRatio, forwardPE, priceToBook, priceToSales, enterpriseValue, evToEbitda

4. Analyst Estimates (Forward Metrics)

GET https://finskills.net/v1/free/stocks/estimates/{SYMBOL}

Extract:

Forward EPS consensus
Revenue growth estimate
Number of analysts

5. Analyst Recommendations

GET https://finskills.net/v1/stocks/recommendations/{SYMBOL}

Extract: overall recommendation rating (Strong Buy / Buy / Hold / Underperform / Sell), price target

Analysis Workflow

Step 1 — Establish the Screening Criteria

Value Criteria (at least 3 of 5 must pass):

P/E Ratio (TTM) < 20 (or < sector average if sector is cyclical)
Price/Book < 2.5
EV/EBITDA < 12
Price/FCF < 18
Enterprise Value / Revenue < 2.0

Dividend Quality Criteria (at least 3 of 4 must pass):

Dividend Yield ≥ 2.5%
Payout Ratio (dividends / earnings) < 65% (< 80% for REITs/utilities)
FCF Payout Ratio (dividends / free cash flow) < 75%
5-Year dividend growth rate > 3% per year

Financial Health Criteria (must pass all):

Debt/Equity < 1.5 (exception: utilities, REITs can be up to 2.5)
Current Ratio > 1.0
Positive Free Cash Flow (FCF > 0 for 3 of last 3 years)

Step 2 — Compute Dividend Growth Rate

From the dividend history, compute CAGR over 5 years:

Dividend CAGR 5Y = (divPS_latest / divPS_5y_ago)^(1/5) - 1

If data is only available for 3 years, use 3-year CAGR and note the shorter history.

Step 3 — Score Each Stock (0–100)

Value Score (30 points max):

Metric	Scoring
--------	---------
P/E vs. sector median	+10 if < 50th percentile, +5 if < 75th
P/B < 1.5	+10 pts; P/B 1.5–2.5: +5 pts
EV/EBITDA < 8	+10 pts; 8–12: +5 pts

Income Score (40 points max):

Metric	Scoring
--------	---------
Dividend Yield ≥ 4%	+15; 3–4%: +10; 2.5–3%: +5
FCF Payout < 50%	+15; 50–65%: +10; 65–75%: +5
Div. CAGR 5Y > 8%	+10; 3–8%: +5; < 3%: +0

Financial Health Score (30 points max):

Metric	Scoring
--------	---------
D/E < 0.5	+10; 0.5–1.0: +7; 1.0–1.5: +4
Current Ratio > 2	+10; 1.5–2: +7; 1–1.5: +4
FCF Margin > 15%	+10; 10–15%: +7; 5–10%: +4

Step 4 — Risk Flags

Auto-flag (remove from qualified list or flag prominently):

❌ Dividend yield > 8% with payout ratio > 90%: Dividend at severe risk
❌ FCF negative for 2+ consecutive years: Cannot fund dividend organically
❌ D/E > 3.0 (non-financial): Balance sheet stress → dividend at risk
⚠️ Dividend frozen (no growth) for > 3 years while yield is maintained by stock price decline

Step 5 — Produce Ranking

Rank qualifying stocks by total score (0–100). Present top 10 with:

Score breakdown
Dividend yield + 5Y CAGR
Key valuation metrics
Main risk flag if any

Output Format

╔══════════════════════════════════════════════════════════╗
║    VALUE & DIVIDEND SCREEN  —  {DATE}                   ║
║    Universe: {S&P 500 / User list}  |  Pass: {n}/{total}║
╚══════════════════════════════════════════════════════════╝

🏆 TOP QUALIFIED STOCKS (Ranked by Score)

Rank  Ticker  Score  Yield   DivCAGR  P/E    P/B  EV/EBITDA  Payout  D/E
────  ──────  ─────  ──────  ───────  ─────  ───  ─────────  ──────  ───
 #1   {TKR}   87/100  4.2%    6.8%   12.4x  1.8x   7.2x      45%    0.8
 #2   {TKR}   82/100  3.8%    9.1%   15.1x  2.1x   9.3x      52%    0.6
 #3   {TKR}   79/100  3.2%   11.5%   13.8x  1.5x   8.8x      38%    1.1
 ...

──────────────────────────────────────────────────────────────
HIGHLIGHTED PICK: {TICKER}

  Business:       {Company name, sector, brief description}
  Current Price:  ${price}  |  Market Cap: ${mktcap}

  VALUATION         DIVIDEND              FINANCIAL HEALTH
  P/E:   12.4x ✅   Yield:     4.2% ✅   D/E:         0.8 ✅
  P/B:    1.8x ✅   Payout:   45%   ✅   Current:    2.1x ✅
  EV/EB:  7.2x ✅   FCFPay:   52%   ✅   FCF Margin: 18% ✅
  P/FCF: 14.1x ✅   CAGR 5Y:  6.8% ✅   Debt/Cap:   36% ✅

  Dividend History: $1.20 → $1.40 → $1.55 → $1.68 → $1.80 → $1.92
  5-Year CAGR: 9.9%  |  Streak: {n} consecutive years of growth

  Analyst View: {Buy/Hold/Sell}  |  Price Target: ${target}  |  {n} analysts

  Score Breakdown:
    Value:  {28}/30  |  Income: {35}/40  |  Health: {24}/30  =  87/100

  Investment Thesis: {2-sentence summary of why this passes screening}
  Key Risk:  {1 sentence on main risk (e.g., "Cyclical revenue in automotive sector")}

──────────────────────────────────────────────────────────────
❌ FAILED SCREENER (Notable names that didn't qualify)
  {TICKER}: Fail — Payout ratio {95%} > 65%, dividend at risk
  {TICKER}: Fail — Negative FCF last 2 years

📊 SCREENING SUMMARY
  Passed all criteria:  {n} stocks
  Value + health only:  {n} stocks (no attractive yield)
  High yield only:      {n} stocks (value/health concerns)
  Failed all:           {n} stocks

Limitations

Screening 500 stocks requires many API calls; batch with Pro plan to avoid rate limiting.
Financial data is trailing/annual; may not reflect recent quarterly deterioration.
REITs, utilities, and MLPs have structurally higher payout ratios and debt — adjust thresholds.
International ADRs may have variable withholding taxes on dividends (not modeled here).

版本历史

共 1 个版本

v1.0.1 当前

2026-05-07 16:12 安全安全

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