Shenzhen Stock Screen Using Amplitude, Float, P/E, and P/B

Summary

This Chinese-language post proposes a stock-selection screen for Shenzhen main-board shares. It combines prior-session price amplitude above 1%, circulating shares no greater than 5.5 billion, positive price-to-earnings below 29.01, and positive price-to-book below 3.11. Its rationale is to combine active price movement and smaller float with valuation limits. The examples show how to express the filters in indicator-style and Python-like pseudocode, then rank qualifying shares by turnover and retain a fraction of the candidates.

The post itself offers no performance results or evidence that these thresholds identify undervalued or promising stocks. It acknowledges that the screen omits other financial measures and company fundamentals, and that market conditions or company-specific events can affect selections. It suggests adding fundamental filters, adjusting valuation bounds for industries and market conditions, and reviewing selections over time. The stated thresholds and ranking procedure are therefore a screening recipe, not a complete portfolio strategy or a demonstrated risk-controlled approach.

Key ideas

• The screen combines price amplitude, circulating share count, P/E, and P/B filters for Shenzhen main-board stocks.
• It selects for prior-session amplitude above 1% and circulating shares at or below 5.5 billion.
• The stated valuation bounds are positive P/E below 29.01 and positive P/B below 3.11.
• The example ranks qualifying names by turnover and keeps a subset of the candidates.
• The post warns that the screen omits other fundamentals and supplies no performance validation.

Tags

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