Screening Stocks by Amplitude, Historical Dividend Yield, and Prior Limit-Up

Summary

This stock screen combines three filters: daily price amplitude above 1%, a dividend yield above 25% attributed to 2019, and a condition intended to exclude stocks that hit the upper price limit the previous day. The article presents the combination as a way to select shares with both price movement and a high historical dividend measure, while avoiding recent limit-up stocks. It includes example implementations for indicator formulas and Python using market and historical data.

The post gives no backtest, portfolio construction method, or evidence that the filters improve returns. Its discussion acknowledges exposure to market, industry, and individual-stock risk, and notes that historical data may miss future growth and profitability. The examples also leave implementation details unclear, including the timing and definition of the dividend measure and the limit-up check. It suggests adding valuation factors and strengthening diversification and risk controls, but does not demonstrate those changes.

Key ideas

• The screen combines amplitude above 1%, a 2019 dividend yield above 25%, and a prior-day limit-up exclusion.
• The post supplies example indicator and Python implementations of the filters.
• It offers no backtest or evidence of the screen's investment performance.
• Historical filters may omit future growth and profitability, while concentration and market risks remain.

Tags

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