Metaverse Stock Screen Using Turnover, Price Change, and Valuation

Summary

This note describes an A-share screening rule for stocks in the metaverse theme. Its stated final criteria combine prior-day turnover above 8%, a price change from −5% to 2.6%, and trailing price-to-earnings below 50. It also gives a sample implementation outline using market and financial data, though the code includes additional market-capitalization filters that are not part of the stated final rule.

The rationale is to find actively traded theme stocks with a bounded recent move and a valuation ceiling. The article offers no backtest, performance figures, or comparison with a benchmark, so it does not establish whether the filters predict returns. It acknowledges that price movement can reflect external events and that the screen omits other technical and fundamental information. The proposed additions, such as momentum indicators or financial metrics, are suggestions rather than tested improvements; data definitions and timing would also need checking before use.

Key ideas

• The screen focuses on metaverse-themed A-shares with prior-day turnover above 8%.
• It constrains the prior price move to a range from −5% to 2.6%.
• The final written rule adds a trailing price-to-earnings ceiling of 50.
• The example code contains extra market-cap filters beyond the stated final rule.
• The article provides no performance evidence and notes that the screen omits other relevant factors.

Tags

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