Sharpe Ratio Screener

Last Updated: Fri, 03 Feb 2023 17:01:02

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.

Add to Favorites

Disclaimer: Use of the information herein is at one's own risk. The information provided here is not, and must not be construed to be, or form part of, any recommendation, offer or invitation to buy or sell any securities. Some of the information here is exclusively for iSaham clients only.

Stock Last Price Sharpe Ratio (3yrs) Sharpe Ratio (1yrs) Sharpe Ratio (6m) Sharpe Ratio (3m) iSaham Score
RAPID [NS] 16.38 1.56 2.54 3.21 0.73
TIMECOM 5.26 1.28 0.57 0.5 0.75
CHINHIN 3.85 1.18 0.89 0.91 0.71
GOLDETF 2.6 1.05 0.74 0.96 0.79
YNHPROP 4.45 0.97 1.4 1.61 1.37
HARISON [NS] 6.99 0.96 0.69 0.48 0.54
AYER 6.55 0.77 1.76 0.68 2.62
HEXTECH 29.0 0.76 0.76 0.6 0.39
EFRAME [NS] 0.965 0.76 0.73 0.59 0.35
TRANSPORTATION & LOGISTICS 975.79 0.68 0.65 1.04 1.73
KOTRA 6.2 0.65 0.94 0.68 0.43
CHGP-WA 0.935 0.64 0.54 0.59 0.51
CFM [NS] 2.75 0.59 0.48 0.36 0.53
AJIYA 1.72 0.58 0.46 0.6 0.34
PTRANS-WB 0.5 0.57 0.54 0.57 0.63
APB 1.55 0.52 0.52 0.36 0.78
FOCUSP 1.29 0.49 0.94 1.02 1.06
UNIMECH 1.74 0.49 0.55 0.51 0.91
PANSAR 0.75 0.49 0.5 0.65 1.05
QL 6.03 0.48 0.72 1.39 1.22
PANTECH 0.84 0.46 0.58 0.78 1.1
IDEAL 2.0 0.45 1.91 0.92 1.45
SDS 0.77 0.45 0.64 0.37 0.34
BONIA 2.73 0.45 0.52 0.43 0.98
KEINHIN 2.2 0.45 0.46 0.51 0.38
CCK 0.76 0.43 0.61 0.49 0.52
PGF 1.41 0.41 0.71 0.49 1.1
YOCB [NS] 1.48 0.41 0.41 0.42 1.3
SMI 1.15 0.39 0.35 0.41 0.44
COASTAL [NS] 2.53 0.38 0.43 0.8 0.53
TONGHER 3.24 0.38 0.43 0.76 0.86
PTRANS 1.18 0.37 1.08 0.7 0.33
P&O [NS] 1.1 0.36 0.47 0.31 0.35
FCW [NS] 1.25 0.36 0.35 0.46 0.36
KIPREIT [NS] 0.905 0.33 1.31 0.43 1.11
BURSA 6.85 0.31 0.41 0.48 0.69