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    "sections": [
      {
        "title": "Equity Valuation Framework",
        "body": "Use this skill as the \"rules of the game\" for valuation decisions and report standardization."
      },
      {
        "title": "Scope and role",
        "body": "Purpose: transform already-fetched data into a professional valuation view.\nThis skill does not fetch data.\nUpstream data should come from:\n\nvnstock-free-expert for company/price/ratio inputs\nnso-macro-monitor, us-macro-news-monitor, vn-market-news-monitor for macro/news context"
      },
      {
        "title": "When to trigger",
        "body": "User asks: \"value this stock\", \"is it cheap/expensive\", \"best stock between A/B/C\", \"give me bull/base/bear\", \"build an investment memo\".\nUser requests a decision-ready report, not only raw metrics."
      },
      {
        "title": "Required input contract",
        "body": "Accept an input bundle with these sections (missing fields allowed, but must be flagged):\n\n{\n  \"ticker\": \"HPG\",\n  \"as_of_date\": \"YYYY-MM-DD\",\n  \"currency\": \"VND\",\n  \"financials\": {\n    \"income_statement\": {},\n    \"balance_sheet\": {},\n    \"cash_flow\": {},\n    \"ratios\": {}\n  },\n  \"price_history\": {\n    \"daily\": [],\n    \"returns\": {\n      \"1m\": null,\n      \"3m\": null,\n      \"6m\": null,\n      \"12m\": null\n    }\n  },\n  \"peer_set\": [\"AAA\", \"BBB\"],\n  \"macro_snapshot\": {},\n  \"news_digest\": {},\n  \"metadata\": {\n    \"source\": \"kbs|vci\",\n    \"data_quality_notes\": []\n  }\n}"
      },
      {
        "title": "Execution workflow (ordered)",
        "body": "Validate input bundle completeness and freshness.\nRun the data quality gate and assign initial confidence.\nSelect valuation modules based on available data (Multiples, DCF, sector adaptation).\nBuild bull/base/bear scenarios with explicit assumptions.\nTriangulate fair value, define safety zone, and list key risks.\nApply confidence rubric and disclose gaps that can change conclusions.\nReturn the report using the required section order."
      },
      {
        "title": "Data quality gate (must run first)",
        "body": "Check freshness: state report periods and price cutoff date.\nCheck completeness: identify missing key lines (revenue, EBIT, net income, CFO, debt, equity, shares).\nCheck consistency: basic identity checks (assets = liabilities + equity if available).\nMark confidence tier:\n\nHigh: complete + recent + internally consistent.\nMedium: minor gaps, valuation still usable.\nLow: major gaps; only directional view allowed."
      },
      {
        "title": "Shared confidence rubric (required)",
        "body": "Use this standardized interpretation:\n\nHigh: valuation triangulation is valid (>= 2 robust methods), assumptions are explicit, and key inputs are complete.\nMedium: only one robust method is usable or moderate gaps require wider valuation ranges.\nLow: major input gaps/quality issues force directional valuation only (no precise fair-value claim).\n\nAlways report:\n\nConfidence level.\nWhich modules were actually run (Multiples, DCF, sector adaptations).\nCritical missing inputs that would most likely change fair value."
      },
      {
        "title": "Valuation modules",
        "body": "Run modules based on available data. Prefer triangulation (2+ methods)."
      },
      {
        "title": "1) Relative valuation (Multiples)",
        "body": "Use when at least one of earnings/book/EBITDA is reliable.\n\nCore multiples:\n\nP/E (earnings-based)\nP/B (capital-intensive, banks/financials)\nEV/EBITDA (operating comparison)\nOptional: EV/Sales, P/CF\n\n\nCompare across:\n\npeer median / percentile\ncompany 3-5y own history\n\n\nNormalize for one-off items when possible.\nOutput:\n\nimplied value range per multiple\nweighted relative-value estimate"
      },
      {
        "title": "2) DCF valuation",
        "body": "Use only when cash-flow visibility is acceptable.\n\nModel setup:\n\nForecast horizon: 5-10 years (default 5 if uncertain)\nRevenue growth path by scenario\nMargin path (EBIT/FCF margin)\nReinvestment assumptions\nWACC with explicit inputs (risk-free, ERP, beta, debt cost)\nTerminal value: Gordon or exit multiple (state choice)\n\n\nMandatory sensitivity grid:\n\nWACC ±100 bps\nterminal growth ±50 bps\n\n\nOutput:\n\nbase/bull/bear fair value\nsensitivity table"
      },
      {
        "title": "3) Sector-specific adaptation",
        "body": "Banks / Insurance / Financials\n\nPrioritize: P/B, ROE, asset quality proxies, capital adequacy proxies, funding cost/NIM proxies.\nDe-emphasize EV/EBITDA.\nEvaluate sustainability of ROE and provisioning pressure.\n\nCyclicals (steel, chemicals, commodities, shipping)\n\nUse cycle-aware assumptions:\n\nnormalized margin, not peak margin\nconservative terminal assumptions\n\n\nAdd cycle-risk note as first-class risk item."
      },
      {
        "title": "Quality and business resilience checklist",
        "body": "Assess each item as Strong / Neutral / Weak with one-line evidence:\n\nMoat and pricing power\nGovernance and capital allocation\nEarnings quality (cash conversion, accrual risk)\nBalance-sheet risk (leverage, maturity risk)\nCyclicality and external dependency\nExecution track record"
      },
      {
        "title": "Scenario framework (required)",
        "body": "Always provide three scenarios:\n\nBull: better macro + execution upside\nBase: most likely path under current conditions\nBear: macro/industry shock + execution shortfall\n\nFor each scenario include:\n\nKey assumptions\nExpected fundamental trajectory\nImplied fair value range\nProbability weight (optional but preferred)"
      },
      {
        "title": "Margin of safety rule",
        "body": "Define Fair Value range from module triangulation.\nDefine Safety Zone below fair value (default 15-30% depending on confidence and cyclicality).\nAvoid absolute buy/sell commands.\nUse language: \"appears undervalued / fairly valued / stretched\" and \"requires margin-of-safety discipline\"."
      },
      {
        "title": "Decision policy (how to conclude)",
        "body": "Create an integrated view from:\n\nvaluation outputs (multiples + DCF if valid)\nbusiness quality checklist\nmacro/news constraints\n\nIf the user is managing a watchlist/portfolio, end with conditional action framing suitable for portfolio-risk-manager:\n\nTrigger to add risk (what would increase conviction)\nTrigger to reduce risk\nInvalidation (what would make the thesis wrong)\nHorizon (ngắn/trung/dài)\n\nConclusion label:\n\nAttractive (valuation discount + acceptable quality/risk)\nWatchlist (mixed signals, wait for trigger)\nCaution (valuation unsupported or risk too high)"
      },
      {
        "title": "Required report output template",
        "body": "Return exactly these sections in this order:\n\nExecutive Summary\n\nOne paragraph: current valuation stance and why.\n\nWhat Data Was Used\n\nSource, as-of date, statement periods, peer set.\n\nCore Thesis (Bull / Base / Bear)\n\nKey drivers by scenario.\n\nValuation Work\n\nMultiples table (current vs peer vs implied)\nDCF summary (if run)\nSensitivity table\n\nBusiness Quality Assessment\n\nChecklist table with evidence lines.\n\nRisk Register\n\nRanked risks with impact, probability, and monitoring trigger.\n\nFair Value and Safety Zone\n\nFair value range and margin-of-safety zone with rationale.\n\nConfidence and Gaps\n\nConfidence level and exact missing data that could change the view.\n\nDisclaimer\n\nEducational analysis only, not personalized investment advice."
      },
      {
        "title": "Formatting standards",
        "body": "Use simple language and explain terms briefly.\nState all critical assumptions explicitly.\nDistinguish facts vs assumptions vs inference.\nDo not hide data gaps; surface them early.\nKeep numbers auditable and unit-consistent (VND bn/trn, %, x)."
      },
      {
        "title": "Minimal scoring rubric (optional but recommended)",
        "body": "If user asks for ranking within this framework:\n\nValuation 40%\nQuality 35%\nMomentum/Revision 15%\nRisk penalty 10%\n\nCalibrate per sector and confidence."
      },
      {
        "title": "Fail-safe behavior",
        "body": "If data quality is low:\n\ndowngrade confidence\nskip fragile modules (e.g., DCF)\ndeliver directional valuation only\nlist exact data needed for full valuation"
      },
      {
        "title": "Trigger examples",
        "body": "\"Value HPG with bull/base/bear and margin of safety.\"\n\"Compare VCB vs BID valuation and explain the thesis.\"\n\"Prepare a structured valuation memo with sensitivity table and risk register.\""
      }
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    "body": "Equity Valuation Framework\n\nUse this skill as the \"rules of the game\" for valuation decisions and report standardization.\n\nScope and role\nPurpose: transform already-fetched data into a professional valuation view.\nThis skill does not fetch data.\nUpstream data should come from:\nvnstock-free-expert for company/price/ratio inputs\nnso-macro-monitor, us-macro-news-monitor, vn-market-news-monitor for macro/news context\nWhen to trigger\nUser asks: \"value this stock\", \"is it cheap/expensive\", \"best stock between A/B/C\", \"give me bull/base/bear\", \"build an investment memo\".\nUser requests a decision-ready report, not only raw metrics.\nRequired input contract\n\nAccept an input bundle with these sections (missing fields allowed, but must be flagged):\n\n{\n  \"ticker\": \"HPG\",\n  \"as_of_date\": \"YYYY-MM-DD\",\n  \"currency\": \"VND\",\n  \"financials\": {\n    \"income_statement\": {},\n    \"balance_sheet\": {},\n    \"cash_flow\": {},\n    \"ratios\": {}\n  },\n  \"price_history\": {\n    \"daily\": [],\n    \"returns\": {\n      \"1m\": null,\n      \"3m\": null,\n      \"6m\": null,\n      \"12m\": null\n    }\n  },\n  \"peer_set\": [\"AAA\", \"BBB\"],\n  \"macro_snapshot\": {},\n  \"news_digest\": {},\n  \"metadata\": {\n    \"source\": \"kbs|vci\",\n    \"data_quality_notes\": []\n  }\n}\n\nExecution workflow (ordered)\nValidate input bundle completeness and freshness.\nRun the data quality gate and assign initial confidence.\nSelect valuation modules based on available data (Multiples, DCF, sector adaptation).\nBuild bull/base/bear scenarios with explicit assumptions.\nTriangulate fair value, define safety zone, and list key risks.\nApply confidence rubric and disclose gaps that can change conclusions.\nReturn the report using the required section order.\nData quality gate (must run first)\nCheck freshness: state report periods and price cutoff date.\nCheck completeness: identify missing key lines (revenue, EBIT, net income, CFO, debt, equity, shares).\nCheck consistency: basic identity checks (assets = liabilities + equity if available).\nMark confidence tier:\nHigh: complete + recent + internally consistent.\nMedium: minor gaps, valuation still usable.\nLow: major gaps; only directional view allowed.\nShared confidence rubric (required)\n\nUse this standardized interpretation:\n\nHigh: valuation triangulation is valid (>= 2 robust methods), assumptions are explicit, and key inputs are complete.\nMedium: only one robust method is usable or moderate gaps require wider valuation ranges.\nLow: major input gaps/quality issues force directional valuation only (no precise fair-value claim).\n\nAlways report:\n\nConfidence level.\nWhich modules were actually run (Multiples, DCF, sector adaptations).\nCritical missing inputs that would most likely change fair value.\nValuation modules\n\nRun modules based on available data. Prefer triangulation (2+ methods).\n\n1) Relative valuation (Multiples)\n\nUse when at least one of earnings/book/EBITDA is reliable.\n\nCore multiples:\nP/E (earnings-based)\nP/B (capital-intensive, banks/financials)\nEV/EBITDA (operating comparison)\nOptional: EV/Sales, P/CF\nCompare across:\npeer median / percentile\ncompany 3-5y own history\nNormalize for one-off items when possible.\nOutput:\nimplied value range per multiple\nweighted relative-value estimate\n2) DCF valuation\n\nUse only when cash-flow visibility is acceptable.\n\nModel setup:\nForecast horizon: 5-10 years (default 5 if uncertain)\nRevenue growth path by scenario\nMargin path (EBIT/FCF margin)\nReinvestment assumptions\nWACC with explicit inputs (risk-free, ERP, beta, debt cost)\nTerminal value: Gordon or exit multiple (state choice)\nMandatory sensitivity grid:\nWACC ±100 bps\nterminal growth ±50 bps\nOutput:\nbase/bull/bear fair value\nsensitivity table\n3) Sector-specific adaptation\nBanks / Insurance / Financials\nPrioritize: P/B, ROE, asset quality proxies, capital adequacy proxies, funding cost/NIM proxies.\nDe-emphasize EV/EBITDA.\nEvaluate sustainability of ROE and provisioning pressure.\nCyclicals (steel, chemicals, commodities, shipping)\nUse cycle-aware assumptions:\nnormalized margin, not peak margin\nconservative terminal assumptions\nAdd cycle-risk note as first-class risk item.\nQuality and business resilience checklist\n\nAssess each item as Strong / Neutral / Weak with one-line evidence:\n\nMoat and pricing power\nGovernance and capital allocation\nEarnings quality (cash conversion, accrual risk)\nBalance-sheet risk (leverage, maturity risk)\nCyclicality and external dependency\nExecution track record\nScenario framework (required)\n\nAlways provide three scenarios:\n\nBull: better macro + execution upside\nBase: most likely path under current conditions\nBear: macro/industry shock + execution shortfall\n\nFor each scenario include:\n\nKey assumptions\nExpected fundamental trajectory\nImplied fair value range\nProbability weight (optional but preferred)\nMargin of safety rule\nDefine Fair Value range from module triangulation.\nDefine Safety Zone below fair value (default 15-30% depending on confidence and cyclicality).\nAvoid absolute buy/sell commands.\nUse language: \"appears undervalued / fairly valued / stretched\" and \"requires margin-of-safety discipline\".\nDecision policy (how to conclude)\n\nCreate an integrated view from:\n\nvaluation outputs (multiples + DCF if valid)\nbusiness quality checklist\nmacro/news constraints\n\nIf the user is managing a watchlist/portfolio, end with conditional action framing suitable for portfolio-risk-manager:\n\nTrigger to add risk (what would increase conviction)\nTrigger to reduce risk\nInvalidation (what would make the thesis wrong)\nHorizon (ngắn/trung/dài)\n\nConclusion label:\n\nAttractive (valuation discount + acceptable quality/risk)\nWatchlist (mixed signals, wait for trigger)\nCaution (valuation unsupported or risk too high)\nRequired report output template\n\nReturn exactly these sections in this order:\n\nExecutive Summary\nOne paragraph: current valuation stance and why.\nWhat Data Was Used\nSource, as-of date, statement periods, peer set.\nCore Thesis (Bull / Base / Bear)\nKey drivers by scenario.\nValuation Work\nMultiples table (current vs peer vs implied)\nDCF summary (if run)\nSensitivity table\nBusiness Quality Assessment\nChecklist table with evidence lines.\nRisk Register\nRanked risks with impact, probability, and monitoring trigger.\nFair Value and Safety Zone\nFair value range and margin-of-safety zone with rationale.\nConfidence and Gaps\nConfidence level and exact missing data that could change the view.\nDisclaimer\nEducational analysis only, not personalized investment advice.\nFormatting standards\nUse simple language and explain terms briefly.\nState all critical assumptions explicitly.\nDistinguish facts vs assumptions vs inference.\nDo not hide data gaps; surface them early.\nKeep numbers auditable and unit-consistent (VND bn/trn, %, x).\nMinimal scoring rubric (optional but recommended)\n\nIf user asks for ranking within this framework:\n\nValuation 40%\nQuality 35%\nMomentum/Revision 15%\nRisk penalty 10%\n\nCalibrate per sector and confidence.\n\nFail-safe behavior\n\nIf data quality is low:\n\ndowngrade confidence\nskip fragile modules (e.g., DCF)\ndeliver directional valuation only\nlist exact data needed for full valuation\nTrigger examples\n\"Value HPG with bull/base/bear and margin of safety.\"\n\"Compare VCB vs BID valuation and explain the thesis.\"\n\"Prepare a structured valuation memo with sensitivity table and risk register.\""
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