A-Share Screen for Revenue Growth, Price, Volatility, and Size

Summary

The document describes an A-share stock screen combining price movement, a specified closing price, and revenue growth between 2018 and 2021. Its initial criteria use amplitude above 1, a closing price of 18.5 yuan, and a revenue ratio above 1.1. The proposed expanded version adds net profit growth above 30%, market capitalization below 10 billion yuan, and a minimum trading-volume condition. It also provides example formulas and Python code intended to implement the screen.

The rationale is that price variation may identify active stocks, while the revenue comparison signals growth. The document cautions that revenue alone does not establish company quality and that high volatility can imply greater risk. It recommends considering other financial measures, liquidity, market value, and industry context. The examples are not supported by reported backtest results, and the code's conditions do not consistently mirror the stated strategy; for example, some daily-price and revenue checks differ from the written criteria. Treat it as a screening sketch that needs data and logic validation.

Key ideas

• The initial screen combines a price-amplitude threshold, a fixed closing price, and revenue growth from 2018 to 2021.
• The expanded version adds net profit growth, a market-cap ceiling, and a trading-volume filter.
• Revenue growth by itself does not capture profitability, valuation, or differences between industries.
• The document gives example formulas and code but reports no performance evidence, and some code conditions diverge from the described rules.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.