Screening Metaverse Stocks by Relative Volume and Turnover

Summary

This Chinese-language post describes a stock screen for companies classified in the metaverse industry. Its stated selection criteria require a volume ratio above 1.5 and below 6, alongside a turnover rate above 2% and below 9%. The rationale is to seek stocks with active trading while excluding turnover levels viewed as too low or too high. The post includes a sample implementation approach and references industry classification and market data.

The author notes that turnover is only one measure of liquidity and cannot by itself establish a stock’s investment merit. Suggested refinements include adding valuation, profitability, and market-performance measures or combining several factors. No backtest results or evidence of predictive performance are provided, and the implementation examples include additional data filters that are not part of the headline selection rule. Data definitions and classification quality may also affect which securities pass the screen.

Key ideas

• The screen selects metaverse industry stocks using bounded volume-ratio and turnover-rate conditions.
• The stated volume-ratio range is above 1.5 and below 6.
• The stated turnover-rate range is above 2% and below 9%.
• The post cautions that turnover alone does not fully measure liquidity or investment value.
• It suggests adding valuation, profitability, and market-performance factors, but reports no backtest evidence.

Tags

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