Screening Stocks for Institutional Buying, Volatility, and Earnings Growth
Summary
This proposed stock screen combines amplitude above 1, institutional participation, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at most 100%. The final criteria specify institutional participation above 25% over 15 days. The accompanying explanation treats price movement as a volatility signal, institutional participation as an indicator of investor interest, and earnings growth as a measure of recent business performance.
The post cautions that one year of profit growth may not persist and suggests checking longer-term technical and fundamental measures, macro conditions, diversification, and the durability of earnings. It supplies formula and Python examples, but no backtest or evidence of returns. The examples appear inconsistent with the written screen: the Python sample filters on profitability measures not stated in the criteria, while the formula uses different field expressions. Results would require data and implementation checks before the screen could be evaluated.
Key ideas
- The proposed screen combines price amplitude, institutional participation, and earnings growth.
- Its final criteria set a 15-day institutional participation threshold above 25% and a stated profit-growth range.
- The post warns that recent earnings growth may not predict future performance.
- The example code does not clearly match the written screening conditions, and no performance evidence is provided.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.