Sharpe Ratio Screener

Last Updated: Thu, 27 Feb 2020 18:02:31

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
QL	8.3	2.48	1.08	1.16	0.52	14.1
CARLSBG [NS]	33.58	1.94	1.14	0.63	0.45	13.8
GOLDETF	2.25	1.81	1.55	0.91	1.26	9.6
YINSON	7.12	1.76	1.58	0.54	0.98	12.6
MFCB	5.28	1.59	1.38	1.52	0.61	10.4
SERBADK	2.32	1.38	1.21	0.81	0.61	12.9
AHEALTH*	2.36	1.32	0.48	0.46	0.31	11.6
HARTA	6.05	1.24	0.37	0.79	0.79	13.8
ALLIANZ [NS]	15.7	1.09	0.76	0.82	0.37	12.8
DUFU*	4.31	0.95	0.83	0.69	0.52	9.7
KAB*	0.795	0.9	1.28	1.06	0.95	6.7
KOSSAN	4.88	0.89	1.22	0.84	0.84	13.6
TOPGLOV	5.69	0.88	0.49	0.78	0.63	11.2
DPHARMA*	1.58	0.85	1.08	0.5	0.43	10.5
CARING*	2.58	0.84	1.98	2.94	3.22	12.8
PANSAR*	0.67	0.79	0.38	0.9	0.47	9.5
METFUS50	1.3	0.69	0.83	0.67	0.33	3.8
FOCUS [NS]*	0.78	0.67	0.74	0.81	0.68	6.3
JFTECH*	1.82	0.66	0.77	0.96	0.53	11.2
MI*	2.8	0.65	0.51	0.67	0.42	10.4
KOTRA	2.12	0.61	0.57	0.33	0.48	7.4
SIGGAS	0.44	0.6	0.51	0.7	0.46	9.6
AXREIT	1.93	0.58	0.65	0.38	0.79	9.2
FBMACE	5585.12	0.56	1.29	1.97	1.07	5.8
KKB*	2.11	0.54	0.84	0.44	0.44	8.8
PERMAJU	0.835	0.53	1.05	1.29	0.78	7.7
KPOWER	2.6	0.53	0.57	0.54	0.41	9.1
KERJAYA-WA	3.06	0.51	1.19	0.68	0.85	4.5
ANCOM	0.7	0.51	0.56	0.54	0.31	7.0
DAIBOCI*	2.49	0.47	0.78	0.93	0.54	10.8
RCECAP [NS]*	1.74	0.47	0.53	0.68	0.45	10.9
SCIB	2.76	0.46	0.71	0.82	0.46	6.4
FACBIND [NS]	1.37	0.46	0.7	0.65	0.47	6.2
SRIDGE	0.365	0.42	0.42	1.4	1.67	8.4
OMESTI*	0.665	0.34	0.72	0.76	0.44	8.0
FOCUSP	0.695	0.34	0.55	0.46	0.46	9.5