/china-idea-generation

name: china-idea-generation
description: Systematic stock screening and investment idea sourcing for A-share markets. Combines quantitative screens, thematic research, and pattern recognition to surface new long and short ideas. Adapted from the original idea-generation skill for Chinese market conventions and data sources. Triggers on "A股选股", "股票筛选", "寻找机会", "stock screen China", "A-share ideas", "find ideas for Chinese stocks", or "screen for A-share opportunities".

china-idea-generation

Purpose

Systematically surface new **A股投资机会** through quantitative screens, thematic analysis, and pattern recognition.

Data Sources

Primary: iFind MCP (Tier-1 付费) / AkShare MCP (Tier-2 免费备选)

get_market_overview()                    → Top gainers, losers, most active
get_quote(ticker)                        → Price, PE, PB, market cap
get_historical_data(ticker)              → Price trends, momentum
get_financials(ticker, "income")         → Financial metrics
get_financials(ticker, "balance")        → Balance sheet health
get_industry_stocks(industry="...")      → Peer comparison

Secondary Screening Data

| Data | Source | Use | |------|--------|-----| | 龙虎榜 (Dragon-Tiger list) | 东方财富 | Unusual activity, institutional interest | | 北向资金 (Northbound flows) | 沪深港通 | Foreign investor sentiment | | 融资融券 (Margin trading) | 交易所 | Leverage and sentiment | | 股东人数变化 | 巨潮 | Institutional accumulation/distribution | | 机构持仓 | 季报/F10 | Fund ownership trends | | 大宗交易 (Block trades) | 交易所 | Smart money signals |

Workflow

Step 1: Define Screen Criteria

**Investment philosophy alignment:**

• Value vs Growth vs GARP vs Momentum
• Market cap preference (large / mid / small)
• Sector focus or sector-agnostic
• Liquidity requirements (turnover threshold)
• Risk tolerance (volatility, leverage, earnings stability)

**Screen parameters (A-share specific):**

| Parameter | Typical Range | Notes | |-----------|--------------|-------| | PE (TTM) | 5-50x | Avoid negative PE | | PB | 0.5-5x | <1x may indicate distress | | PS | 0.5-5x | For high-growth unprofitable | | Market cap | >50亿 | Liquidity threshold | | Daily turnover | >5000万 | Tradability | | ROE | >10% | Quality filter | | Debt/Equity | <100% | Financial health | | Revenue growth | >10% | Growth filter | | EPS growth | >15% | Earnings momentum |

Step 2: Quantitative Screens

**Screen 1: Deep Value (深度价值)**

Filters:
- PE (TTM) < 15x AND PB < 1.5x
- ROE > 10% (past 3 years average)
- Debt/Equity < 80%
- Revenue growth > 0% (not declining)
- Market cap > 30亿

Output: Value candidates with potential mispricing

**Screen 2: Growth at Reasonable Price (GARP)**

Filters:
- PEG < 1.0 (PE / growth rate)
- Revenue growth > 20%
- Gross margin > 30%
- ROE > 15%
- Market cap > 100亿

Output: Quality growth at reasonable multiples

**Screen 3: Momentum (趋势跟踪)**

Filters:
- Price above 20-day MA AND 60-day MA
- Price within 10% of 52-week high
- Volume above 20-day average
- RSI between 40-70 (not overbought)
- Upward earnings revision

Output: Momentum names in uptrends

**Screen 4: Turnaround (困境反转)**

Filters:
- Recent loss or margin compression
- New management / strategy announced
- Order book recovering
- Debt restructuring completed
- Insiders buying

Output: Potential turnaround candidates

**Screen 5: Dividend Yield (高股息)**

Filters:
- Dividend yield > 3%
- Payout ratio < 60%
- FCF positive and stable
- Debt/Equity < 100%
- Stable earnings history

Output: High-quality income names

**Screen 6: Special Situations (事件驱动)**

Filters:
- Lock-up expiry within 3 months (限售解禁)
- M&A announcement pending
- Regulatory catalyst (集采结果, etc.)
- Index inclusion/exclusion
- STAR/ChiNext eligibility

Output: Event-driven opportunities

Step 3: Thematic Research

**Identify emerging themes:**

| Theme Type | Examples (A-share) | Data Sources | |-----------|-------------------|-------------| | Policy-driven | 国产替代, 新基建, 双碳 | 政策文件, 部委公告 | | Technology | AI应用, 自动驾驶, 机器人 | 技术进展, 订单公告 | | Demographics | 老龄化, 少子化 | 人口数据, 消费数据 | | Consumption | 消费升级, 国货崛起 | 零售数据, 品牌调研 | | Industrial | 高端制造, 专精特新 | 行业数据, 政策 |

**Thematic screening approach:** 1. Define theme and investable universe 2. Map A-share companies to theme 3. Rank by exposure and quality 4. Identify pure-plays vs beneficiaries

Step 4: Technical Analysis

**A-share technical considerations:**

| Indicator | Use | |-----------|-----| | 均线 (Moving averages) | Trend direction (5/10/20/60/120 day) | | MACD | Momentum and trend changes | | RSI | Overbought/oversold | | KDJ | Short-term momentum | | 成交量 (Volume) | Confirmation of moves | | 龙虎榜 | Institutional activity | | 北向资金 | Foreign flows |

**Chart patterns to watch:**

• 突破 (breakout) — above resistance
• 回踩 (pullback to support) — entry opportunity
• 双底/头肩 (double bottom/head & shoulders) — reversal signals
• 量价背离 (volume-price divergence) — trend exhaustion

Step 5: Fundamental Deep Dive

**For each candidate:**

1. **Business model review**: How does company make money? 2. **Financial health**: Balance sheet, cash flow, earnings quality 3. **Competitive position**: Market share, moat, pricing power 4. **Management quality**: Track record, capital allocation 5. **Valuation**: vs peers, vs history, vs international peers 6. **Catalyst**: What could re-rate the stock?

**Red flag checklist:**

• 商誉占比过高 (>30% of equity)
• 应收账款增速 > 收入增速
• 经营现金流持续为负
• 大股东质押比例过高 (>50%)
• 审计意见非标准无保留
• 频繁变更会计师事务所
• 关联交易占比高

Step 6: Build the Ideas List

**Standard format:**

| Rank | Ticker | Company | Sector | Idea Type | Thesis | Catalyst | Risk | Conviction | |------|--------|---------|-------|-----------|--------|----------|------|------------| | {{RANK}} | {{TICKER}} | {{COMPANY_NAME}} | {{SECTOR}} | {{DIRECTION}} | {{THESIS}} | {{CATALYST}} | {{RISK}} | {{CONVICTION}} | | Example | 600519 | 贵州茅台 | 白酒 | Long | 批价稳+动销旺+分红高 | Q1业绩超预期 | 批价下行 | High | | 2 | ... | ... | ... | ... | ... | ...