Sharpe Ratio Screener

Sharpe Ratio Screener

Last Updated: Wed, 20 Sep 2017 18:26:06

Sharpe ratio measures the average daily return of a stock to its volatility. The stocks listed in the screener have higher reward compare to their risk.

Contributor: iSaham.

Stock Sharpe Ratio (3yrs) Sharpe Ratio (1yr) Sharp Ratio (6m) Sharpe Ratio (3m)
ABFMY1 [NS] 3.87 1.73 15.33 19.41
NESTLE 2.5 1.41 2.39 2.65
DLADY 2.5 0.82 1.81 1.81
UCHITEC 1.78 2.9 2.39 1.87
LAYHONG 1.58 1.19 1.76 1.39
LIIHEN 1.57 0.73 0.87 0.79
SUPERLN 1.53 1.99 1.55 1.14
VS 1.52 1.49 1.22 1.44
CIMBA40 [NS] 1.32 2.16 2.28 3.39
SUNWAY 1.26 1.97 1.34 1.06
KERJAYA 1.17 1.67 1.05 0.92
PMETAL 1.06 1.95 1.19 1.33
ECONBHD 1.01 1.8 1.72 1.3