- Runs a separate mainland-China universe with market-native ticker normalization and benchmark handling.
- Useful for reducing search fatigue when domestic policy and liquidity shifts are moving the shortlist quickly.
- Best used as a research-first filter before deeper company and governance work.
KR
KRISHA
Knowledge-Rich Investment Screening, Heuristics, and Analysis
Orientation
Phase 3
China stocks
Use the China module when you want a smaller list of mainland China equities without scanning a broad A-share watchlist yourself.
Available now
SSE Composite
2026.03
Where it fits
Best uses and visible cautions
Start with fit first. If the module does not match your market or your problem, the rest of the evidence will not save the workflow.
- Still best used as structured research support rather than a substitute for local market expertise.
- Use the shortlist for comparison and watchlisting, not direct action.
How it works
Engine focus, market-native assumptions, and learning links
This section explains what the lane is optimized for and which market-specific frictions or assumptions shape the shortlist.
Optimized for larger mainland China names where domestic policy tone, state-linked leadership, and liquidity discipline shape shortlist behavior.
- Separate China universe and benchmark handling.
- Liquidity filter and factor diagnostics on the shortlist output.
- Coverage diagnostics surfaced in the research output.
- China sector leadership can rotate quickly when policy tone or domestic liquidity shifts.
- The module is most useful for narrowing a broad A-share watchlist into a smaller comparison set.
- Policy-sensitive sectors can move sharply around domestic guidance changes.
- Use China outputs mainly for research and comparison unless you already understand the local market context.
Proof and risks
Diagnostics, walk-forward evidence, and failure modes
This is the evidence layer. It should make the module easier to trust in context, not easier to over-trust.
- Policy-sensitive sectors can move sharply around domestic guidance changes.
- Use China outputs mainly for research and comparison unless you already understand the local market context.
- Still best used as structured research support rather than a substitute for local market expertise.
- Use the shortlist for comparison and watchlisting, not direct action.
- Fast regime reversals, event shocks, and crowded benchmark leadership can all make a clean-looking screen lag badly.
Walk-forward export is not published for this module yet.
Data transparency
What powers this page and where it can still fail
Last refresh2026-04-16
- Market prices are refreshed into a local store from the current KRISHA ingestion pipeline.
- Public pages and diagnostics are rendered from local snapshots and generated reports.
- Price-led screens do not capture valuation, filings, governance, taxes, or venue-specific execution risk.
- Some modules rely on current scope universes rather than a fully point-in-time constituent history.
- Historical reports may still be affected where the input universe is not fully point-in-time. Diagnostics disclose this explicitly instead of hiding it.
- Regime overlays use lagged benchmark information so the public state does not peek at same-day closes it could not have known in advance.
- China equities and ETFs keep mainland exchange suffixes such as 600519.SS or 000858.SZ.
Next step
Run a fresh review
When you are ready, go back to the main KRISHA page and run a fresh review with the market you want to check.