A-Share Screen Using Turnover, Ten-Day Return, and Beverage Industry

Summary

This A-share screening rule filters for stocks with turnover between specified bounds, a positive ten-day gain below an upper limit, and a beverage-related business classification. The article frames the turnover and return conditions as activity and recent-trend filters, while the industry criterion narrows the candidates to a particular business group. It includes a formula-style expression and a Python example that retrieves stock and daily data, applies filters, and sorts selected stocks by recent return.

No backtest, benchmark comparison, or evidence of profitability is presented. The text notes that international competition and policy can affect the industry, and that company finances and governance also matter. It recommends broader fundamental and industry analysis and monitoring policy and market conditions. The article’s code and written criteria are not fully consistent, and the data fields and date window require scrutiny before relying on the implementation. The screen is therefore a starting filter rather than a validated investment strategy.

Key ideas

• The screen combines turnover bounds, a positive but capped ten-day return, and a beverage business classification.
• The document supplies formula-style conditions and a Python stock-screening example.
• It presents no backtest or evidence that the screen produces profitable trades.
• Industry exposure, company finances, governance, and policy are identified as relevant risks.
• The implementation details should be checked because the code and stated criteria do not fully agree.

Tags

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