Small-Capitalization Stock Screen Using Profitability, Growth, Yield, and Range

Summary

The article describes a screen for companies with market value below 10 billion yuan and assets above 200 million yuan, alongside a daily high-low range greater than 1%. Its expanded version also requires no losses over the previous five years, positive year-over-year net-profit growth, and a dividend yield of at least 3%. It provides formula-style conditions and a Python example intended to retrieve financial, price, and dividend data for screening.

The rationale is to combine price movement, company scale, and profitability, with the expanded rules adding earnings history, growth, and shareholder yield. The post gives no backtest or performance evidence. It notes that the initial screen may admit risky short-term names, exclude potential candidates, and produce a scattered set. The implementation examples contain potentially inconsistent definitions: the stated size conditions and code fields may not align, while the growth calculation and dividend data handling need careful verification. The rules should therefore be treated as a screening proposal rather than a validated strategy.

Key ideas

• The initial screen combines a daily trading range threshold with asset and market-value limits.
• The expanded version adds a five-year no-loss condition, positive profit growth, and a minimum dividend yield.
• The article supplies sample formula and Python implementations but no performance results.
• Data definitions and code calculations should be checked against the intended screening conditions.

Tags

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