Sharpe Ratio Screener

Sharpe Ratio Screener

Last Updated: Tue, 23 Apr 2019 12:30:37

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.

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Stock Last Price Sharpe Ratio (3yrs) Sharpe Ratio (1yrs) Sharpe Ratio (6m) Sharpe Ratio (3m) iSaham Score
CARLSBG [NS] 25.42 2.23 0.87 1.49 1.07 12.5
PPB 18.54 2.13 1.52 1.11 0.58 12.6
HEIM [NS] 24.56 1.49 0.51 2.08 2.14 14.7
YINSON 4.63 1.42 0.83 0.32 2.15 11.2
AHEALTH* 8.9 1.2 1.25 0.56 0.42 13.3
PENTA* 4.2 1.2 0.5 0.43 2.17 14.2
RHBBANK [NS] 5.82 1.02 0.64 1.41 0.86 12.8
GCB [NS]* 4.05 0.94 1.35 0.9 0.58 13.2
TAKAFUL 5.29 0.8 1.56 1.27 0.75 15.3
SUNWAY 1.71 0.8 0.35 1.37 1.5 10.4
FRONTKN* 1.31 0.79 0.76 0.56 0.9 11.0
IGBREIT [NS] 1.86 0.71 0.9 1.04 0.68 9.5
BIMB 4.54 0.71 0.66 1.93 2.18 13.2
DAIMAN [NS]* 2.99 0.7 0.57 2.88 11.77 6.0
MSC [NS]* 0.955 0.67 0.43 0.97 0.78 6.2
RCECAP [NS]* 1.65 0.65 0.59 0.58 0.99 10.9
TIMECOM 9.04 0.61 0.34 0.64 0.76 14.1
JOHOTIN* 1.5 0.58 0.6 0.96 0.79 12.0
SUNREIT [NS] 1.85 0.54 0.85 1.54 1.05 11.6
DANCO 0.63 0.54 0.39 0.37 0.37 9.6
KERJAYA-WA 3.06 0.51 1.19 0.68 0.85 4.5
ELKDESA [NS]* 1.41 0.49 1.03 0.87 0.62 9.5
AXREIT 1.8 0.48 1.31 1.14 0.78 10.0
MBMR* 3.01 0.48 0.56 1.31 0.75 10.4
SGB 1.96 0.46 0.6 0.55 0.45 9.1
MERGE 1.74 0.44 0.54 0.65 0.54 7.0
YOCB 1.18 0.39 0.35 0.59 0.59 10.0
SPB [NS]* 6.27 0.38 0.63 3.42 13.97 9.9
PERMAJU 0.55 0.38 0.48 0.53 0.61 7.1
METFUS50 1.1 0.36 0.48 0.5 1.98 3.2
ORIENT [NS] 6.76 0.35 1.47 2.52 0.5 10.1