Screening Stocks by Price Amplitude, Dividend Yield, and Moving Averages

Summary

This stock screen combines three conditions: daily price amplitude above 1%, a 2019 dividend yield above 25%, and the 20-day moving average above the 120-day moving average. The document presents the combination as a way to find volatile stocks with a strong recent trend and high dividends. It includes example implementations in indicator formula syntax and Python, but reports no backtest, selected-stock list, or performance evidence.

The moving-average condition is a trend filter; it does not by itself establish that a fresh crossover occurred. The screen also relies on a historical dividend measure and does not explain how that figure is calculated or matched to the screening date. The author notes that high-amplitude stocks can move sharply and suggests adding other technical and fundamental measures and risk controls. The examples are explicitly illustrative and may need adjustment for actual data and platform behavior.

Key ideas

• The screen requires amplitude above 1%, 2019 dividend yield above 25%, and the 20-day average above the 120-day average.
• The moving-average comparison serves as a filter for a stronger short-term trend.
• The document provides sample formula and Python implementations but no performance evaluation.
• High amplitude can increase price risk, and the suggested screen does not include a complete risk process.

Tags

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