Robot-Themed Small-Cap Stock Screen with Volatility and Fundamental Filters

Summary

The document presents a Chinese equity screen for robot-themed stocks with circulating market capitalization below 10 billion yuan, a daily high-to-low range above one percent, and codes beginning with 60. It then expands the proposed screen with valuation and quality checks: price-to-earnings below 50, price-to-book below 10, positive return on equity, revenue, and net profit. It also suggests broadening industry coverage and ranking candidates by heat.

The explanation warns that a screen focused on technical characteristics and a narrow code prefix can overlook financial condition and create concentration risk. The expanded criteria are suggestions rather than validated improvements: no backtest, performance figures, or rationale for the chosen thresholds are provided. The code examples also include implementation details that may not cleanly match the stated screening logic, so the conditions require verification before use.

Key ideas

• The initial screen combines robot-theme membership, market capitalization, price range, and a code-prefix restriction.
• The expanded proposal adds valuation and profitability filters.
• The source identifies missing fundamental analysis and concentration as risks.
• No performance evidence validates the thresholds or proposed refinements.
• The code examples should be checked against the intended screening conditions.

Tags

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