China Metaverse Stock Screening by Turnover and Board Exclusion

Summary

This Chinese stock-selection rule screens for companies associated with the metaverse theme, with the previous day’s actual turnover rate between 3% and 28%, while excluding stocks on the STAR Market. The stated rationale is that turnover may reflect liquidity and market attention, and that excluding STAR Market listings may reduce exposure to risk or volatility. The page also gives formula and Python examples intended to represent the screen.

The document provides no historical performance, benchmark comparison, or evidence that the selected stocks outperform. It acknowledges that turnover changes with internal and external conditions and that excluding an entire board can omit strong candidates. It suggests supplementing the screen with price-volume or technical measures, fundamentals, industry outlook, and factor weighting. The supplied code’s implementation details do not fully establish equivalence with the stated rule, so its output would need checking before use.

Key ideas

• The screen targets metaverse-related Chinese equities using the previous day’s turnover rate.
• It keeps candidates with turnover above 3% and below 28% and excludes STAR Market stocks.
• The proposed rationale links turnover to liquidity and market attention, but the document supplies no supporting performance analysis.
• The page identifies turnover variation and omitted STAR Market opportunities as risks.
• It suggests adding technical, price-volume, and fundamental criteria to refine selection.

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