A-Share Screen Using Turnover, Ten-Day Gains, and Company Size
Summary
The document describes an A-share stock screen that combines a turnover-rate range of 3% to 12%, a positive gain below 35% over ten days, and a company-size threshold above 200 million. It also discusses using trading activity and price movement to identify candidates while excluding the smallest companies. The accompanying selection logic and code are presented as implementation references, not as a tested trading system.
The discussion cautions that company size alone does not establish business quality or investment value, and that share structure, market moves, and questionable corporate disclosures can distort screening inputs. It suggests setting size thresholds in light of industry, financial and operating conditions, valuation, and broader market risk, then combining them with other measures. No performance results or validation are provided, and the screen may need data checks and further research before use.
Key ideas
- The screen combines turnover between 3% and 12% with a positive ten-day gain below 35%.
- It applies a company-size floor of 200 million to filter out smaller firms.
- The document warns that company size alone is an incomplete measure of business quality and investment value.
- It recommends assessing financial, operating, valuation, and market conditions alongside the screening rules.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.