Screening Chinese Robot Stocks by Turnover, Float Size, and Enterprise Type

Summary

The document describes a Chinese A-share screening approach that combines daily turnover, robot-sector membership, free-float market value, and an enterprise classification described as “quality growth.” It also mentions ranking qualifying stocks by popularity. The article gives example formulas and a Python workflow that joins market, concept, and company data to apply these filters.

The method is a stock selection screen, not a complete trading system: it does not specify entry timing, exits, portfolio construction, or tested performance. The article warns that enterprise classifications may be unreliable or opaque and recommends reviewing fundamentals, growth prospects, profitability, and financial risk. Its examples are not fully consistent: the prose specifies a turnover range of 3%–12%, while the displayed formula only shows a lower bound; the market value threshold is expressed differently across sections. No backtest evidence is provided, so the screen’s predictive value is not established.

Key ideas

• The screen combines turnover, robot-sector classification, free-float market value, and an enterprise-type filter.
• The described turnover range is 3%–12%, with a free-float market value below 10 billion yuan.
• The examples rank qualifying stocks by popularity but do not define a full trade management process.
• Enterprise classifications can be opaque, so the article recommends assessing company fundamentals and financial risks.
• The stated conditions and code examples contain inconsistencies, and no performance evidence is presented.

Tags

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