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how ot choose tradingview screener metrics for Hong Kong stock exchange

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The following table is based on rank correlations between 6 month z-score of forward stock return (larger than 0.5 in absolute value) and given fundamental factors , available in tradingview.

Each sector has different set of metrics correlated to stock returns.

Metrics ending with _rk represent cross sectional rank , and metrics ending with _ta represent normalization to TotalAssets.

# Sector Count Metric 1 Corr 1 Metric 2 Corr 2 Metric 3 Corr 3 Metric 4 Corr 4 Metric 5 Corr 5 Metric 6 Corr 6 Metric 7 Corr 7 Metric 8 Corr 8
1 Non-Energy Minerals 53 Earnings yield %_rk 27% ENTERPRISE_VALUE_EBITDA_FH -27% Earnings yield % 26% RETURN_ON_ASSETS_FH_rk 25% RETURN_ON_ASSETS_FH 25% NET_MARGIN_FH_rk 25% NET_MARGIN_FH 25%
2 Energy Minerals 32 ENTERPRISE_VALUE_EBITDA_FH -33% CASH_F_OPERATING_ACTIVITIES_FH_ta 24% EBITDA_MARGIN_TTM 22% EBITDA_MARGIN_TTM_rk 22% DEBT_TO_EBITDA_FH -22% FREE_CASH_FLOW_MARGIN_FH_rk 22% NET_MARGIN_FH 21%
3 Resorts 30 Dividend yield % (Calculated by TradingView)_rt 25% Dividend yield % (Calculated by TradingView) 25% Dividend yield % (Calculated by TradingView)_rk 23% NET_MARGIN_FH 22% NET_MARGIN_FH_rk 22% CASH_F_OPERATING_ACTIVITIES_FH_ta 21% DIVIDEND_PAYOUT_RATIO_FH 18%
4 Process Industries 54 EV_REVENUE_FH -30% Earnings yield % 22% RETURN_ON_ASSETS_FH_rk 22% RETURN_ON_ASSETS_FH 22% Earnings yield %_rk 22% FREE_CASH_FLOW_TTM_ta 20% NET_MARGIN_FH_rk 20%
5 Rental 56 Dividend yield % (Calculated by TradingView)_rk 23% Dividend yield % (Calculated by TradingView)_rt 22% Dividend yield % (Calculated by TradingView) 21% NET_MARGIN_FH 21% NET_MARGIN_FH_rk 20% SELL_GEN_ADMIN_EXP_TOTAL_FH_ta 19% DIVIDEND_PAYOUT_RATIO_TTM 17%
6 Utilities 54 DIVIDEND_PAYOUT_RATIO_TTM_rk 24% DIVIDEND_PAYOUT_RATIO_TTM 22% EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH 19% DIVIDEND_PAYOUT_RATIO_FH_rk 19% EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH_rk 18% DIVIDEND_PAYOUT_RATIO_FH 18% CASH_F_OPERATING_ACTIVITIES_FH_ta 17%
7 Electronic Technology 96 EV_REVENUE_FH -21% ENTERPRISE_VALUE_EBITDA_FH -20% NET_MARGIN_FH_rk 19% NET_MARGIN_FH 19% RETURN_ON_ASSETS_FH_rk 18% RETURN_ON_ASSETS_FH 18% Earnings yield % 18%
8 Apparel 69 EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH 20% EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH_rk 20% REVENUE_ONE_YEAR_GROWTH_FH_rk 18% NET_MARGIN_FH 17% NET_MARGIN_FH_rk 17% REVENUE_ONE_YEAR_GROWTH_FH 17% DEBT_TO_EBITDA_FH -16%
9 Consumer Services 74 TOBIN_Q_RATIO_FH_rk -21% TOBIN_Q_RATIO_FH -20% ENTERPRISE_VALUE_EBITDA_FH -14% EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH_rk 14% TOBIN_Q_RATIO_FH_rt -14% EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH 14% EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH_rt 12%
10 Producer Manufacturing 106 ENTERPRISE_VALUE_EBITDA_FH -18% EV_REVENUE_FH -16% Earnings yield % 15% DIVIDEND_PAYOUT_RATIO_TTM 14% Earnings yield %_rk 14% DIVIDEND_PAYOUT_RATIO_TTM_rk 13% RETURN_ON_ASSETS_FH 13%
11 Investment Banks 41 DEBT_TO_EBITDA_FH_rt -19% DIVIDEND_PAYOUT_RATIO_FH 15% LONG_TERM_DEBT_TO_ASSETS_FH -15% LONG_TERM_DEBT_TO_ASSETS_FH_rk -14% GOODWILL_TO_ASSET_FH -13% ENTERPRISE_VALUE_EBITDA_FH_rt -13% ENTERPRISE_VALUE_EBITDA_FH -12%
12 Transportation 37 P/B ratio_rk -16% P/B ratio -15% Earnings yield % 15% DIVIDEND_PAYOUT_RATIO_FH 15% EBITDA_MARGIN_TTM 14% EBITDA_MARGIN_TTM_rk 14% NET_MARGIN_FH 14%
13 Consumer Durables 64 EV_REVENUE_FH -19% ENTERPRISE_VALUE_EBITDA_FH -17% FREE_CASH_FLOW_TTM_ta 15% Earnings yield %_rk 14% Earnings yield % 13% RETURN_ON_ASSETS_FH 13% RETURN_ON_ASSETS_FH_rk 13%
14 Health Technology 75 QUALITY_RATIO_FH 16% QUALITY_RATIO_FH_rk 16% Earnings yield % 16% ENTERPRISE_VALUE_EBITDA_FH_rt -15% Earnings yield %_rk 15% NET_MARGIN_FH_rk 15% NET_MARGIN_FH 14%
15 Finance 264 NET_MARGIN_FH_rt 15% NET_MARGIN_FH_rk 15% NET_MARGIN_FH 14% EBITDA_MARGIN_TTM_rt 14% EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH_rk 14% GROSS_MARGIN_TTM_rt 14% EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH 13%
16 Commercial Services 71 ENTERPRISE_VALUE_EBITDA_FH -20% EV_REVENUE_FH -14% DEBT_TO_EBITDA_FH_rt -14% EBITDA_MARGIN_TTM_rk 13% EBITDA_MARGIN_TTM 13% NET_MARGIN_FH 12% NET_MARGIN_FH_rk 12%
17 Industrial Services 140 NET_MARGIN_FH_rk 15% NET_MARGIN_FH 14% ENTERPRISE_VALUE_EBITDA_FH -14% RETURN_ON_ASSETS_FH_rk 14% RETURN_ON_ASSETS_FH 13% TOBIN_Q_RATIO_FH_rk -13% Earnings yield %_rk 13%
18 Distribution Services 96 ENTERPRISE_VALUE_EBITDA_FH -16% EV_REVENUE_FH -15% TOBIN_Q_RATIO_FH -14% EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH_rk 14% ENTERPRISE_VALUE_EBITDA_FH_rt -13% TOBIN_Q_RATIO_FH_rk -13% Dividend yield % (Calculated by TradingView)_rk 13%
19 Technology Services 83 TOBIN_Q_RATIO_FH -16% TOBIN_Q_RATIO_FH_rk -16% EV_REVENUE_FH_rt -15% EV_REVENUE_FH -14% RETURN_ON_ASSETS_FH 13% DIVIDEND_PAYOUT_RATIO_TTM 13% RETURN_ON_ASSETS_FH_rk 13%
20 Consumer Non-Durables 30 EARNINGS_PER_SHARE_DILUTED_ONE_YEAR_GROWTH_FH_rt 16% PURCHASE_SALE_INVESTMENTS_FH_ta_rt -15% CASH_F_INVESTING_ACTIVITIES_TTM_ta -13% ASSET_TURNOVER_FH_rt 12% RETURN_ON_ASSETS_FH_rt 12% REVENUE_ONE_YEAR_GROWTH_TTM 12% PURCHASE_SALE_INVESTMENTS_FH_ta -11%
21 Retail Trade 63 NET_MARGIN_FH 15% NET_MARGIN_FH_rk 15% Earnings yield %_rk 13% ENTERPRISE_VALUE_EBITDA_FH -13% Earnings yield % 13% DIVIDEND_PAYOUT_RATIO_TTM_rk 12% DIVIDEND_PAYOUT_RATIO_TTM 12%
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