Small-Cap Robot-Themed Stock Screen Using Range and Concentration

Summary

This A-share screen selects stocks associated with the robotics concept, with daily high-low amplitude above 1%, circulating market capitalization below 10 billion yuan, and concentration below 70%. The article describes the concentration ceiling as a way to favor relatively dispersed holdings, while the amplitude threshold admits stocks with notable price movement. It provides example formulas and a Python outline for combining price, concept membership, market-capitalization, and concentration data.

No test results or evidence of returns are presented. The article notes that strict size and concentration filters can exclude otherwise attractive companies, while high amplitude brings greater price volatility. It suggests adding industry leadership or fundamental criteria, relaxing thresholds where appropriate, and controlling risk through portfolio diversification. The screen is therefore a set of selection criteria rather than a complete entry, exit, or portfolio management strategy.

Key ideas

• The screen combines robotics concept membership with amplitude above 1%, circulating market capitalization below 10 billion yuan, and concentration below 70%.
• The article presents the concentration ceiling as a filter for relatively dispersed holdings.
• The method provides selection criteria but no entry timing, exit, or sizing rules.
• Strict filters may exclude promising stocks, and high amplitude can expose investors to larger price swings.
• The article suggests adding fundamental checks and portfolio diversification.

Tags

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