Screening Chinese Stocks by Turnover, Profit Growth, and Institutional Activity

Summary

This proposed Chinese equity screen combines three filters: turnover between 3% and 12%, year-over-year growth in net profit attributable to parent shareholders above 20% and up to 100%, and positive institutional activity. The article presents the combination as a way to consider trading activity, company earnings growth, and institutional flows together. It includes example formulas and a Python-style workflow for applying filters to stock data.

The evidence is a description of the screening logic and sample implementation; the document reports no backtest or realized returns. Its code examples do not align perfectly with the prose: the institutional-flow threshold differs, and the sample data fields and timing may not faithfully represent the stated turnover and profit-growth conditions. The article also cautions that this simple screen can miss company and industry context, while institutional-flow measures may be noisy or affected by market movements. Further fundamental, technical, and data-quality checks are suggested.

Key ideas

• The screen requires turnover between 3% and 12%.
• It selects companies with year-over-year parent-attributable net profit growth above 20% and no more than 100%.
• A positive institutional-activity measure is used as an additional selection condition.
• The examples are not fully consistent with the stated criteria and should be checked before use.
• The article offers no performance test and recommends adding broader company and market analysis.

Tags

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