Chinese Equity Screen Combining Fund Flows, Daily Loss, and Dividend Ratio

Summary

This proposed stock screen orders candidates by a capital-strength measure, then filters for a daily decline between 4% and 5% and a 2019 dividend ratio above 25%. The rationale is to combine evidence of capital inflows with a recent price setback and a historical dividend measure, potentially surfacing stocks for further review. The post also suggests adding market capitalization, price-to-earnings ratios, extra data sources, and technical indicators such as moving averages or MACD.

The document provides a qualitative rationale and risk cautions, but no precise definition of capital strength, implementation details, backtest, or performance evidence. It notes that flow measures may mislead, a sharp daily decline can have varied causes, and a past dividend ratio does not ensure future returns. The stated criteria are therefore a screening idea, not a tested investment strategy.

Key ideas

• The screen ranks stocks by a capital-strength measure intended to reflect inflows.
• It selects stocks with a daily decline between 4% and 5% and a 2019 dividend ratio above 25%.
• The post recommends further filters and technical analysis but gives no tested implementation.
• Capital-flow readings and historical dividend data do not guarantee future performance.

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