Mainland China Stock Screening by Turnover and Float Market Value

Summary

This post describes a stock screen for main-board shares that combines a daily turnover-rate band of 3% to 12%, a circulating market value between 5 billion and 10 billion yuan, and an additional company-type criterion chosen by the user. It gives equivalent condition outlines for a formula-based screener and a Python data-frame query, returning the stocks that meet the filters.

The post suggests making the company-type rule objective with measures such as price-to-book or price-to-earnings ratios, and considering liquidity alongside the stated filters. It provides no backtest, performance figures, or evidence that the screen produces superior returns. The company-type criterion is left undefined, and the post itself notes that it may be subjective or mismatched with business performance. The examples are templates that require a data source and a concrete selection rule before they can be evaluated or used.

Key ideas

• The screen filters main-board stocks by turnover, circulating market value, and a user-defined company criterion.
• The stated turnover interval is 3% to 12%.
• The stated circulating market-value interval is 5 billion to 10 billion yuan.
• The post illustrates how to express the filters in a screener formula and a Python query.
• It recommends objective company criteria and attention to liquidity, but reports no strategy results.

Tags

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