Does it handle sector classifications?

Yes, it incorporates the Global Industry Classification Standard (GICS) to help organize equities into sectors, industries, and sub-industries.

Can this skill help with index construction analysis?

Yes, it provides detailed guidance on market-cap, equal-weighted, and fundamental weighting methodologies for equity indices.

How does the skill treat stock returns?

It facilitates complete return decomposition, distinguishing between price returns and total returns (including reinvested dividends).

What financial models does the Equities skill support?

It supports the Capital Asset Pricing Model (CAPM), Fama-French 3-factor models, and various valuation frameworks including P/E, PEG, and EV/EBITDA.

Equity Analysis & Portfolio Construction

Name: Equity Analysis & Portfolio Construction
Author: JoelLewis

byJoelLewis

•

데이터 과학 및 ML

Analyzes equity securities, valuation models, and portfolio construction techniques for financial research and investment management.

The Equities skill provides Claude with the specialized knowledge required to analyze individual stocks, equity indices, and complex portfolios. It covers essential financial frameworks including factor models like CAPM and Fama-French, valuation metrics such as P/E and EV/EBITDA, and structural analysis like GICS sector classification and index weighting methodologies. This skill is ideal for professionals and developers building financial tools who need accurate return decomposition, style analysis, and fundamental earnings mechanics.

주요 기능

01Multi-factor return attribution using CAPM and Fama-French models

02Sector and industry mapping using GICS classification standards

03Equity style analysis for identifying Value vs. Growth tilts

0418 GitHub stars

05Comprehensive valuation ratio analysis (P/E, PEG, EV/EBITDA)

06Index weighting methodology comparison and construction analysis

사용 사례

01Decomposing portfolio returns into price and dividend components for performance reporting

02Calculating expected stock returns and risk premiums using quantitative factor models

03Performing relative valuation comparisons between companies using growth-adjusted ratios

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add joellewis/finance_skills equities

For use in Claude.ai and ChatGPT

Download Skill