Screening Metaverse Stocks by Float, Volatility, Market Cap, and P/E

Summary

The document proposes an A-share screen for companies in the metaverse industry. Its initial rules select stocks with a circulating share count no greater than 5.5 billion and daily amplitude above 1%; the final version also adds a market-cap ceiling of 5 billion yuan and a P/E ranking in the top half of the industry. It outlines amplitude as the high-low range divided by the previous close and sketches how to apply these conditions to market data.

The post frames the screen as a way to combine a thematic market focus with liquidity-scale and price-movement filters, then cautions that short-term indicators may overlook long-term value, fundamentals, and macroeconomic conditions. It recommends researching additional fundamental and macro inputs. No backtest, performance evidence, or precise data definitions are supplied. The sample code leaves several indicators unfinished and its comments claim broader macroeconomic filtering that is not implemented, so the rules should be treated as a rough screening proposal rather than a validated strategy.

Key ideas

• The screen focuses on metaverse-industry stocks with a circulating share count at or below 5.5 billion.
• The final criteria also impose a 5 billion yuan market-cap ceiling, daily amplitude above 1%, and a P/E ranking in the top half of the industry.
• Daily amplitude is defined using the high, low, and previous closing price.
• The author cautions that short-term technical filters can miss fundamental and macroeconomic influences.
• The post provides no performance tests, and parts of its example implementation are incomplete.

Tags

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