Mainland China Robot Stocks Filtered by Turnover, Gains, and Float Value

Summary

This stock selection method screens mainland China main board shares for robot-concept exposure, turnover between 3% and 12%, a daily gain above 1%, and circulating market capitalization below 10 billion yuan. The document presents the rules as a way to identify smaller stocks in a theme with potential market interest. It also includes example implementations using market data fields for turnover, daily percentage change, theme membership, and float value.

The document offers no backtest, performance figures, or empirical evidence that the filter predicts returns. It notes that the selection omits company financial health and broader industry conditions, leaving it exposed to market fluctuations and weaknesses in the theme and size criteria. It suggests adding technical and financial measures and considering sector and market trends. The examples also vary in their market filters, so implementation details should be checked against the stated selection rules before use.

Key ideas

• The screen requires main board shares with robot-concept membership and circulating market capitalization below 10 billion yuan.
• Turnover must be between 3% and 12%, and the daily gain must exceed 1%.
• The document provides example code but no backtest evidence or return analysis.
• It flags missing financial and industry analysis as limitations of the screen.
• Additional technical, financial, sector, and market measures are suggested for further research.

Tags

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