value-dividend-screener（价值股息筛选器）

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: <your_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):

Income Score (40 points max):

Financial Health Score (30 points max):

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).