Screening Beverage and Alcohol Import-Export Stocks by Amplitude and Turnover

Summary

This note proposes a Chinese equity screen for companies associated with beverage and alcohol imports and exports. It adds two market filters: price amplitude above 1 and previous-day trading value above 60 million. The intended selection combines recent price movement and trading activity with an industry classification. A Python example is included, but no results, backtest, or evidence of predictive value are reported.

The note identifies exposure to industry fluctuations as a risk and says the screen leaves out other industries and broader company fundamentals. It suggests evaluating financial quality and stability alongside additional industry and fundamental factors. The example code appears to use price range and volume-related data as screening inputs; it does not establish that those calculations match the stated amplitude and trading-value definitions or that the industry field is consistently available.

Key ideas

• The screen selects beverage and alcohol import-export stocks with amplitude above 1 and previous-day trading value above 60 million.
• It combines market activity with an industry classification.
• The note warns that industry swings and omitted company fundamentals may affect candidates.
• It provides example code but no backtest results or evidence of predictive performance.

Tags

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