Screening A-Shares by Turnover, Size, Profitability, and Control Ratio

Summary

This document describes a Chinese A-share stock screen using turnover between 3% and 12%, market capitalization below 10 billion yuan, positive net income, and a control ratio above 21%. It frames the control ratio as a measure for narrowing the pool after applying liquidity, size, and profitability filters. It also suggests comparing candidates with peers and reviewing company financials and future prospects.

The post gives a screening formula and a sample Python workflow that checks income and shareholder data, but it does not report performance results or establish that the control ratio predicts returns. The sample uses specific historical reporting periods and data fields, so its calculations may not match the stated control-ratio definition or current conditions. The author cautions that the screen can overlook fundamentals and long-term prospects, and that the ratio alone does not determine market performance; no backtest methodology or risk analysis is provided.

Key ideas

• The screen combines turnover, market capitalization, positive income, and a control-ratio threshold.
• The stated thresholds are 3% to 12% turnover, less than 10 billion yuan in market value, and a control ratio above 21%.
• The document recommends checking peer financials and company prospects alongside the screen.
• The ratio is not presented as a standalone predictor, and the post supplies no performance evidence.

Tags

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