Metaverse Stock Screening with Turnover and Valuation Filters

Summary

This note describes a screen for Shenzhen main-board equities in the metaverse theme. It selects stocks whose prior-day actual turnover is between 3% and 28%, whose price-to-earnings ratio is between 0 and 29.01, and whose price-to-book ratio is between 0 and 3.11. The accompanying example uses stock listings, daily turnover, and valuation data, then ranks qualifying names by turnover.

The author frames turnover as a sign of market interest and the valuation bounds as a way to avoid more expensive stocks. However, the note offers no backtest or evidence that these thresholds predict returns. It flags changing valuations, company fundamentals, and market conditions as risks, and suggests deeper valuation work, risk controls such as stop losses, and periodic review. The screen is a simple set of candidate filters, not a demonstrated investment strategy.

Key ideas

• The screen restricts its universe to metaverse-related Shenzhen main-board stocks.
• It applies prior-day actual turnover bounds alongside price-to-earnings and price-to-book limits.
• Qualifying stocks are sorted by actual turnover in the example workflow.
• The document provides no performance evidence and recommends fundamental review and risk controls.

Tags

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