A-Share Screen Using Turnover, Profitability, and a Low K Reading

Summary

This A-share screening idea combines daily turnover between 3% and 12%, market capitalization below 10 billion yuan, positive earnings, and a K reading below 20. The page frames the K condition as a way to favor steadier price behavior. It also suggests adding relative price strength, RSI, MACD, valuation ratios, dividend yield, and earnings growth to assess candidates more broadly.

The document gives a formula-style selection rule and a Python example that loops through listed stocks, checks income data, and queries K values. It does not provide backtest results or explain precisely how the K indicator is defined. The sample code also does not clearly implement every stated filter, including turnover and market capitalization, so it should not be treated as a validated implementation. The page warns that a low K reading can miss strong stocks and does not ensure stability when market conditions change; it also acknowledges that technical screening alone omits business quality and long-term prospects.

Key ideas

• The proposed screen combines turnover, market capitalization, positive earnings, and a low K reading.
• The article presents low K as a preference for steadier price movement, while noting that it may exclude recent outperformers.
• It recommends combining technical measures with financial and valuation indicators for broader assessment.
• No performance evidence is provided, and the sample code does not clearly implement every stated filter.

Tags

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