A-Share Screening with Amplitude, Market Capitalization, and Price Filters

Summary

This A-share screening idea combines three filters: amplitude above 1, circulating market capitalization above 10 billion yuan, and a share price below 12 yuan. It is framed as a way to seek stocks with some price movement while requiring a minimum company size and limiting the entry price. The document also gives a formula reference and sample Python code intended to identify qualifying stocks from market data.

The article does not provide backtest results or evidence that these thresholds predict future returns. Its explanation characterizes the screen as capturing volatility, scale, and price, but the filters alone do not assess valuation, profitability, liquidity, or broader market conditions. The article itself notes that a simple screen may miss candidates and may not adapt when market leadership changes; it suggests combining additional fundamental and technical information and choosing price thresholds carefully. The code is illustrative and should not be treated as a validated implementation of the stated criteria.

Key ideas

• The screen requires amplitude above 1, circulating market capitalization above 10 billion yuan, and price below 12 yuan.
• The proposed rationale combines a volatility measure, company size, and share price.
• The document supplies formula and Python examples for implementing the filters.
• No performance evidence is offered, and the simple rules may omit relevant fundamentals or market changes.

Tags

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