Sharpe Ratio Screener

Sharpe Ratio Screener

Last Updated: Wed, 22 Nov 2017 17:21:15

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] 3.77 1.96 22.92 10.08
NESTLE 3.14 2.39 3.33 2.35
HAPSENG [NS] 2.19 1.45 0.88 4.31
UCHITEC 2.03 2.56 2.01 1.21
F&N 2.01 0.51 0.67 4.48
LBS 1.49 1.35 0.56 0.87
KESM 1.41 1.72 0.88 1.56
HARTA 1.4 1.51 0.83 1.22
TOPGLOV 1.15 1.0 0.73 1.01