Chinese Robot-Themed Stock Screen Using Range, Turnover, and Float Value

Summary

This Chinese equity screen selects robot-themed stocks with a daily high-low range of at least 1%, turnover above 2% and no more than 9%, and floating market capitalization below 10 billion yuan. The article frames these filters as combining price movement, trading activity, sector theme, and company size. It includes example screening logic and Python code, then suggests ranking selected shares by floating market value. No backtest, return series, or other performance evidence is reported.

The article notes that the thresholds and market-cap limit are subjective, and the filters may exclude otherwise attractive companies. It also warns that these conditions do not account for fundamentals or company performance. Suggested refinements include adding valuation and dividend measures, technical indicators, and adjusted factor weights. The examples are references rather than a validated strategy; the supplied code’s calculation of turnover and handling of concept data would need checking against the intended data definitions before use.

Key ideas

• The screen combines a price range of at least 1%, turnover above 2% and up to 9%, a robot theme, and floating market capitalization below 10 billion yuan.
• The article presents volatility, activity, sector theme, and company size as the screen's selection dimensions.
• Example formulas and Python logic are provided, but no performance evidence is shown.
• The article identifies subjective thresholds and missing fundamental analysis as limitations.
• It suggests adding fundamental and technical factors and adjusting their relative weights.

Tags

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