Screening Robot-Concept Stocks by Volatility, Size, and Profitability

Summary

This note describes an A-share stock screen combining daily amplitude above 1%, a robot-industry theme, circulating market capitalization below 10 billion yuan, and positive recent net profit. It also refers to ordering candidates by popularity. The accompanying examples translate the conditions into indicator logic and Python-style pseudocode, including a four-quarter aggregation of parent-company net profit.

The rationale is to combine a volatility filter and thematic exposure with size and profitability criteria. The article suggests refining the amplitude measure over longer windows and considering industry conditions. It cautions that the screen does not establish future performance and may omit company results or prospects. It provides no backtest, return series, or evidence that the selected companies will be profitable investments; the sample is therefore a screening recipe rather than a validated trading strategy.

Key ideas

• The screen combines a daily amplitude threshold with a robot-concept classification and a circulating-capitalization ceiling.
• It requires recent net profit to be positive as a basic profitability filter.
• The article suggests examining longer amplitude windows and industry conditions to refine selection.
• No backtest or performance evidence is provided, and the filters cannot ensure investment gains.

Tags

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