Shenzhen Stock Screening by Valuation and Ten-Day Price Gains

Summary

This proposed screen first limits its universe to Shenzhen main-board stocks, then applies price-to-earnings and price-to-book ranges, followed by a ten-day gain greater than zero and below 35%. The post also mentions ordering candidates by capital strength, but does not define how that measure is calculated. Its example describes valuation bounds of 0–29.01 for price-to-earnings and 0–3.11 for price-to-book. A Python sketch is included, but the excerpt is unfinished and does not show the complete filtering logic.

The method aims to combine basic valuation filters with recent price performance. The post supplies no backtest, historical evidence, or return estimates. It cautions that valuation and recent gains alone omit company finances, industry prospects, and overall market conditions, so the selected stocks may not be attractive investments. It recommends considering those additional factors, but gives no concrete metrics or rules for incorporating them. As presented, this is a screening concept rather than a fully specified or validated trading strategy.

Key ideas

• The universe is Shenzhen main-board stocks.
• The screen applies price-to-earnings and price-to-book bounds before filtering ten-day gains.
• The ten-day gain must be positive and below 35%.
• Capital strength is mentioned as a ranking factor but is not defined.
• The code excerpt is incomplete, and the post provides no backtest or performance evidence.

Tags

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