Screening Chinese Stocks by Turnover, Size, Profitability, and Metaverse Exposure

Summary

The post proposes screening A-share companies using daily turnover, market capitalization, profitability, and metaverse-related business exposure. Its stated criteria are turnover between 3% and 12%, market value below 10 billion yuan, and no losses, with metaverse exposure used to identify eligible firms. It also supplies example platform and Python screening logic, including exclusions for certain special-treatment stocks and a specific industry classification.

The post flags that the metaverse theme carries technology and policy uncertainty, and suggests adding financial measures such as report growth to assess companies more fully. It provides no historical performance, benchmark comparison, or evidence that the screen predicts returns. The sample code and criteria also rely on data fields and dates that may need checking before use; the post is a screening recipe, not a validated investment strategy.

Key ideas

• The screen combines turnover, market capitalization, profitability, and metaverse exposure.
• It targets A-share companies with turnover from 3% to 12% and market value below 10 billion yuan.
• The post describes profitability through positive reported or weighted return on equity.
• Metaverse technology and policy uncertainty are identified as risks.
• The author suggests adding financial growth measures, but reports no backtest results.

Tags

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