Screening Chinese A-Shares by Price Range, Region, and Positive P/E

Summary

This post outlines a stock screen that selects shares with a price range above a threshold, excludes Beijing-listed A-shares, and requires a positive price-to-earnings ratio. It presents the screen as a way to combine price movement with a basic valuation filter. The post then suggests a revised version with a higher price-range threshold, long-term fundamental checks, and an upward-spreading moving-average configuration, along with example formula and Python-style logic.

The material is a screening recipe rather than a tested strategy: it reports no backtest, returns, or comparison against a benchmark. Its own risk discussion notes that a single valuation measure can miss longer-term business risks and that the screen does not account for broad market direction. The revised criteria are only suggestions; the post does not define the fundamental rating or moving-average rules in enough detail to reproduce them consistently.

Key ideas

• The initial screen combines a price-range threshold, exclusion of Beijing A-shares, and a positive P/E requirement.
• The post proposes adding longer-term fundamental checks and an upward moving-average pattern.
• Example formulas and Python-style logic illustrate how the conditions might be combined.
• The screen offers no performance evidence and does not model broad market conditions.
• The suggested fundamental and trend filters are not fully specified.

Tags

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