Screening Robotics Stocks by Turnover, Float Value, and Amplitude

Summary

This Chinese equity screen selects stocks associated with the robotics concept, with turnover from 3% to 12%, circulating market value below 10 billion yuan, and price amplitude above 1%. The stated rationale is to combine sector exposure and smaller float value with trading activity and volatility. The document includes examples of expressing the filters in a platform formula and in Python using market data.

The screen is presented as an initial selection rule, not a complete strategy. The document cautions that focusing on the robotics theme may overlook fundamentals and other relevant conditions, while the number of filters may leave too few candidates. It suggests adding financial and market assessments or relaxing constraints. No backtest, performance figures, or evidence that the proposed additions improve results is supplied, so the claimed potential should be treated as untested.

Key ideas

• The screen selects robotics-related stocks with turnover between 3% and 12%.\nIt adds a circulating market value cap below 10 billion yuan and daily amplitude above 1%.\nThe document gives platform-formula and Python examples for implementing the filters.\nThe narrow theme and multiple constraints can omit fundamentals and reduce the candidate pool.\nNo performance testing is reported for the screen or its suggested refinements.

Tags

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