A Stock Screen Combining Price Amplitude, a Fixed Price, and Company Size

Summary

The document proposes selecting stocks with amplitude above 1, a share price of 18.5 yuan, and company size above 200 million. It frames the screen as a way to find active stocks with meaningful scale, then acknowledges that size alone cannot assess financial health, management, or industry prospects. Its suggested improvements are to combine the size filter with company fundamentals and market or technical criteria.

Example formulas and Python code are included, but the article supplies no historical test, performance results, or evidence that an exact share price is predictive. The description alternates between size and market capitalization, while the code uses several share-count and price fields whose relationship to the stated threshold is unclear. The fixed-price condition is also a narrow snapshot filter and can change rapidly. The screen is therefore best understood as an illustrative rule requiring clearer definitions and validation, not as a demonstrated long-term investment method.

Key ideas

• The proposed screen requires amplitude above 1, a share price of 18.5 yuan, and size above 200 million.
• The article acknowledges that the criteria omit financial condition, management quality, and industry outlook.
• It recommends combining size with company fundamentals and additional market or technical filters.
• No backtest or evidence supports the screen's return potential.
• The meaning of the size threshold and its code implementation are not clearly aligned.

Tags

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