A-Share Stock Screen Combining Volatility, Price, and Growth
Summary
The document proposes an A-share stock selection screen that combines daily price range, a specified closing price, revenue growth over several years, and additional filters for profit growth, market capitalization, and trading volume. It presents the criteria as a way to consider price movement, company fundamentals, size, and liquidity, and includes references to indicator logic and a Python-style data workflow for assembling a candidate list.
The author cautions that price volatility can signal risk and that revenue growth alone does not establish company quality. The suggested refinements include adding profitability and valuation measures and comparing firms within similar industries. No backtest, portfolio construction method, or performance evidence is provided. The stated conditions and sample implementation may not match cleanly, so the screen should be treated as an illustrative set of filters rather than a validated strategy.
Key ideas
- The proposed screen combines price range and closing price filters with historical revenue growth.
- Additional suggested filters include profit growth, market capitalization, and trading volume.
- The document warns that volatility can indicate elevated risk and revenue growth is incomplete as a quality measure.
- It recommends adding valuation and profitability measures and making comparisons within relevant industries.
- No performance test or evidence of returns is supplied.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.