Sharpe Ratio Screener

Last Updated: Mon, 03 Aug 2020 17:58:21

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
GOLDETF 2.71 2.22 1.57 1.25 2.01 9.7
HEALTH CARE 4099.05 2.08 1.83 1.32 1.04 7.6
QL 9.61 1.77 0.78 0.36 0.32 12.4
KOSSAN 18.44 1.62 1.31 0.83 0.58 15.6
HARTA 20.5 1.43 1.14 0.74 0.55 15.1
TOPGLOV 26.88 1.37 1.17 0.8 0.54 16.2
VITROX 12.0 1.17 0.86 0.6 0.95 13.5
SUPERMX* 19.34 1.05 0.88 0.72 0.47 11.8
PANSAR* 0.91 1.04 1.22 1.72 0.83 9.4
SERNKOU* 1.46 0.67 0.73 0.46 0.63 10.0
TECHNOLOGY 53.53 0.65 0.65 0.46 1.47 5.8
FOCUS [NS]* 1.48 0.63 0.74 0.39 0.5 7.5
BURSA 9.6 0.63 0.54 0.74 0.52 12.6
MYETFDJ 1.365 0.58 0.62 0.62 1.01 7.4
UTDPLT 14.1 0.56 0.85 1.1 0.69 13.7
FBMACE 9176.82 0.56 0.85 0.57 1.3 5.8
FBMHIJRAH 15462.79 0.55 0.66 0.98 1.48 6.2
MYETFID 1.37 0.55 0.48 0.31 0.97 9.5
MILUX 1.63 0.46 0.59 0.46 0.35 6.7
EURO 1.6 0.41 0.52 0.48 0.31 8.2
VSTECS* 2.32 0.39 0.46 0.4 0.54 8.7
KOMARK 0.63 0.39 0.36 0.42 0.62 6.7
INARI 2.3 0.35 0.32 0.43 0.82 11.2