Screening Shenzhen Main Board Stocks by Amplitude, Leaderboard Activity, and Valuation

Summary

This stock screen combines a prior-day price-amplitude threshold and appearance on the previous day’s trading leaderboard with positive price-to-earnings and price-to-book ratios below specified limits. It applies these conditions to Shenzhen Main Board shares. The document includes reference logic for forming the intersection of the qualifying sets, along with example data queries and a descending close-price sort in one version.

The rationale offered is that higher amplitude and leaderboard activity may flag short-term trading interest, while valuation filters aim to narrow the universe. These are proposed interpretations, not demonstrated findings: the document reports no backtest, returns, or risk statistics. It also acknowledges that the screen is simple, valuation ranges do not establish long-term value, and market conditions can make short-term results unstable. Suggested refinements include adding technical signals, dividend yield, and market capitalization, but no optimized variant is evaluated.

Key ideas

• The screen selects Shenzhen Main Board stocks using price amplitude, previous-day leaderboard activity, and valuation limits.
• The document proposes the criteria as a blend of short-term activity and valuation screening.
• Example logic combines the three filters, but the page provides no performance test.
• The stated risks include unstable short-term results and the limits of relying on simple valuation ranges.

Tags

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