Screening Chinese Robotics Stocks by Volatility and Free-Float Size

Summary

This post outlines a Chinese equity screen for robotics-related stocks. It combines daily amplitude above 1, free-float shares no greater than 5.5 billion, and circulating market value below 10 billion. The accompanying examples show how to express the filters in platform indicator syntax and Python, then rank qualifying names by turnover and select a fraction of the universe.

The rationale is to focus on volatile, relatively small companies associated with a robotics theme. The post flags that small-cap stocks and high volatility can increase risk, that thematic interest may be short-lived or speculative, and that the market-value cap may leave few candidates. It recommends adding fundamental analysis, portfolio diversification, and ongoing monitoring. No backtest, performance data, or operational detail on rebalancing, transaction costs, or data timing is provided, so the screen is a candidate-generation recipe rather than a demonstrated trading strategy. The stated criteria also depend on consistent definitions of amplitude, circulating shares, and market value across data sources.

Key ideas

• The screen requires amplitude above 1, free-float shares at or below 5.5 billion, a robotics concept classification, and circulating market value below 10 billion.
• Example implementations combine the criteria and rank eligible stocks by turnover.
• The intended universe consists of volatile, smaller Chinese stocks linked to the robotics theme.
• The post warns that thematic speculation, small-cap risk, and a limited candidate pool can weaken the approach.
• It provides no performance evidence and suggests adding fundamental analysis, diversification, and market monitoring.

Tags

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