Sharpe Ratio Screener

Sharpe Ratio Screener

Last Updated: Wed, 21 Feb 2018 14:52:59

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 (1yrs) Sharpe Ratio (6m) Sharpe Ratio (3m)
NESTLE 4.52 4.66 3.51 2.34
CONSUMER 4.5 6.93 4.87 3.55
IND-PROD 3.71 4.07 2.94 1.98
F&N 3.29 2.83 5.69 3.6
LPI [NS] 3.09 1.95 1.98 1.27
DLADY 3.08 2.21 0.9 1.43
FBM70 2.83 3.56 1.78 1.56
PBBANK [NS] 2.67 2.6 2.14 2.69
HLIND 2.19 0.96 1.12 1.56
HEIM [NS] 2.08 2.02 1.2 2.72
FBMEMAS 1.99 4.27 2.28 2.65
QL 1.96 2.31 2.68 2.15
FBMT100 1.94 4.36 2.48 2.83
FINANCE 1.91 4.31 2.02 3.35
FBMSHA 1.91 3.71 2.48 2.21
CARLSBG [NS] 1.85 3.18 2.35 2.4
PMETAL 1.59 2.33 1.59 0.83
TOPGLOV 1.55 1.29 1.07 0.82
HLBANK [NS] 1.49 1.53 0.66 1.24
BURSA [NS] 1.36 1.18 1.16 2.16
FBMKLCI 1.35 3.75 2.28 3.11
PCHEM 1.32 1.11 1.56 1.98
KLK 1.22 1.24 1.67 3.37
PMETAL-WC 1.2 2.04 1.55 1.03
F4GBM 1.17 5.1 3.08 3.17
FBMHIJRAH 1.15 3.21 2.63 2.68
MYEG 1.14 1.11 0.81 0.89
TRAD/SERV 1.1 1.96 1.13 1.54
PLANTATION 1.06 0.6 1.77 2.28
PPB 1.04 1.23 1.42 1.58
FA40 1.03 8.52 5.61 3.71
KOSSAN 1.02 1.01 1.32 1.23
MAYBANK [NS] 1.01 2.79 0.88 3.17
WEIDA* 1.01 0.59 0.52 0.96