A-Share Screening with Metaverse Exposure and Turnover Filters
Summary
This note presents an A-share stock screen for companies associated with the metaverse. It selects stocks whose prior-day volume-price measure is more than 8% higher than its reference value, whose turnover rate is between 2% and 9%, and whose market capitalization ranks in the larger half of the universe. The article frames these conditions as a way to find active, reasonably liquid stocks within the theme.
It provides indicative screening formulas and a Python sketch, but no backtest, performance figures, or evidence that the criteria predict returns. The stated risks include omitting company fundamentals, broader market conditions, and policy developments; short-term gains may not persist. The article suggests combining the screen with additional factors, though it does not specify or validate such a model. The code and terminology may require adjustment to the data provider and the intended meaning of the volume-price threshold.
Key ideas
- The screen focuses on metaverse-related A-share stocks.
- It requires prior-day volume-price growth above 8% and turnover between 2% and 9%.
- It further limits candidates to the larger half of stocks by market capitalization rank.
- The article offers illustrative formulas but no performance test or supporting results.
- Fundamentals, market conditions, and policy factors are absent from the basic screen.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.