Screen Chinese Stocks by 2021 Listing, Trading Range, and Company Scale

Summary

This Chinese stock screen combines a 2021 listing-year condition, daily high-to-low amplitude above one percent, and company scale above 200 million yuan. The article proposes a stricter variant that also requires the stock’s share of total industry capitalization to exceed one third. It provides example screening logic and Python pseudocode, and explains amplitude as a measure of price movement and scale as a rough indicator of business size.

The article reports no backtest, selected names, or returns, so it offers a filter specification rather than evidence of profitability. Its explanations also mix listing year with the stated selection year, and the sample code uses assets in places where the criteria describe scale or market capitalization. The author notes that amplitude alone can overlook fundamentals and that a fixed year may reduce relevance over time. Suggested refinements include valuation, financial quality, innovation, and industry context; these additions are not tested in the document.

Key ideas

• The base screen selects stocks listed in 2021 with amplitude above one percent and scale above 200 million yuan.
• A proposed refinement requires industry capitalization share above one third.
• The article supplies illustrative screening logic but no performance evidence.
• Amplitude and scale alone may miss valuation, business quality, and changing market conditions.
• The sample code’s use of asset data may not match the stated market capitalization criterion.

Tags

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