Metaverse Stocks Filtered by Turnover, Float Value, and Valuation

Summary

This note describes a China A-share screen for stocks classified in the metaverse sector. Its core filters are previous-day turnover above 8% and a circulating market capitalization between 5 billion and 10 billion yuan. The final stated version adds a trailing-twelve-month price-to-earnings ratio below 50. It also gives examples of expressing the conditions in a market screening formula and assembling candidate stocks from sector, quote, and financial data.

The document offers no backtest, return series, or evidence that these thresholds produce an advantage. It warns that the screen emphasizes liquidity and company size while omitting longer-term value and broader fundamentals; market declines could therefore lead to losses. The suggested refinement is to include measures such as profitability, revenue, and dividends, and potentially technical indicators. The included Python example does not clearly implement every stated condition, so it should be treated as an illustration rather than a verified reproduction of the complete screen.

Key ideas

• The screen targets metaverse-sector A-shares with previous-day turnover above 8%.\nThe stated circulating market capitalization range is 5 billion to 10 billion yuan.\nThe final screening logic also requires a trailing-twelve-month price-to-earnings ratio below 50.\nThe note cautions that liquidity and capitalization filters do not assess long-term value or fundamentals.\nIt suggests adding business and financial measures, but provides no performance test.

Tags

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