Small-Cap Stock Screen Using Turnover, Listing Year, and Daily Return

Summary

This Chinese-language post presents a stock-selection screen combining turnover, listing date, circulating market capitalization, and recent price movement. It targets stocks listed in the current year with market capitalization between 500 million and 1 billion yuan, turnover from 3% to 12%, and a daily gain below 2.6% but above −5%. The post includes formula and Python examples for identifying candidates.

The author frames the screen as a short- to medium-term approach focused on liquidity and price movement, but provides no backtest results or evidence of returns. The post itself notes that the criteria omit earnings and valuation, can exclude strong performers, and may produce few, concentrated holdings. Its code also contains implementation details that do not cleanly match every stated condition, so users should verify the screening logic before relying on it.

Key ideas

• The screen combines turnover, listing year, circulating market capitalization, and daily price change.
• It selects newly listed stocks within the stated market-cap and turnover ranges.
• The post provides formula and Python examples but no performance evaluation.
• The author identifies missing fundamental checks and concentration risk as limitations.

Tags

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