Chinese Stock Screen Combining Turnover, Recent Limit-Ups, and Dividends

Summary

This Chinese equity screen selects stocks with turnover between three and twelve percent, at least one limit-up event in the preceding twenty-five days, and a 2019 dividend ratio above twenty-five percent. The article includes indicator logic and sample Python code for assembling candidates, checking dividend data, and sorting selected stocks by price change. It presents these as screening rules rather than a fully specified trading system.

Key ideas

• The screen combines a turnover range with evidence of a recent limit-up event.
• It adds a historical dividend ratio threshold based on 2019 distributions.
• The sample code also filters stocks and sorts candidates by price change.
• The article cautions that the screen omits factors such as valuation and earnings quality.
• No backtest results or evidence of profitability are provided.

Tags

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