Chinese Robot-Theme Stock Screen Using Turnover and Float Cap

Summary

The document describes a Chinese stock-selection screen combining a robot-related company label, a 2021 listing year, a circulating market capitalization below 10 billion, and turnover between 3% and 12%. Its accompanying indicator example calculates average turnover and circulating market value over three trading days and filters for names containing a robot-related term. The article also sketches a Python workflow for retrieving stock listings and identifying candidates, although the example’s data fields and filtering steps do not consistently show how every stated criterion is applied.

The rationale offered is that turnover and market capitalization, alongside the theme and listing year, may narrow the candidate set. It warns that static screening criteria can miss changing market conditions and may classify the theme or capitalization inaccurately. Suggested additions include valuation ratios and criteria adapted to sector or market changes. No backtest, performance evidence, or specific risk-control method is provided, so the screen should be read as a candidate-selection rule rather than a demonstrated trading strategy.

Key ideas

• The screen selects robot-themed Chinese stocks listed in 2021 with turnover from 3% to 12% and circulating market value below 10 billion.
• The indicator example uses three-day average turnover and circulating market value.
• The article also provides a Python outline for collecting stock listings and filtering candidates.
• Static criteria may miss market changes or misidentify companies and their market capitalization.
• Valuation measures and market-adaptive screening rules are suggested as possible additions.

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