A-Share Screen for Turnover, Small Capitalization, Profitability, and Gains

Summary

This proposed A-share stock screen combines daily trading activity, market capitalization, profitability, and price change. It selects main-board companies with turnover between 3% and 12%, circulating market value below 10 billion yuan, positive earnings per share on average across recent periods, and a daily gain greater than 1%. The resulting candidates are ordered by circulating market value. The document also sketches a selection formula and a Python data-fetching example.

The author cautions that this screen omits broader economic and policy conditions and suggests adding measures such as returns, leverage, and return on equity, alongside industry and valuation analysis. No backtest results or evidence of predictive performance are supplied. The sample code uses a fixed historical date, and its implementation details should be checked against the stated thresholds and data-provider field conventions before use. The screen is therefore a candidate-generation recipe, not a complete strategy or demonstrated source of returns.

Key ideas

• The screen filters for specified turnover, capitalization, earnings, board, and daily price-change conditions.
• Candidates are ranked by circulating market value after the filters are applied.
• The author recommends adding financial ratios and industry or valuation context.
• The document provides sample formula and data-fetching logic but no performance test.

Tags

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