Sharpe Ratio Screener

Last Updated: Fri, 17 Jan 2020 18:20:09

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	8.15	2.41	1.3	1.33	0.95	17.2
CARLSBG [NS]	30.2	2.01	1.64	1.46	1.03	17.4
VITROX	9.07	1.66	1.26	1.09	1.11	15.5
MFCB	5.49	1.6	2.2	2.39	1.71	13.3
SERBADK	2.29	1.38	1.28	1.02	1.0	12.6
GCB	3.16	1.36	1.24	1.05	0.83	13.1
TECHNOLOGY	40.42	1.34	1.58	2.3	1.37	7.6
HEIM [NS]	27.26	1.3	1.99	1.81	1.9	17.5
PMETAL	5.17	1.28	0.38	0.61	0.93	13.1
ALLIANZ [NS]	16.0	1.21	1.37	0.86	1.3	12.5
FRONTKN	2.41	1.14	1.33	1.18	1.0	12.6
DUFU*	4.02	1.01	0.56	1.23	1.2	15.0
SCIENTX	9.36	0.99	0.32	0.97	0.5	10.1
KAB*	1.63	0.85	1.25	1.23	0.97	9.5
JHM*	1.67	0.85	0.87	1.04	0.88	11.6
MFCB-WA	3.22	0.83	0.74	1.16	0.9	6.3
DPHARMA*	1.63	0.81	1.39	0.57	0.89	14.2
METFUS50	1.35	0.8	1.38	1.25	1.55	6.8
ATAIMS	1.79	0.78	0.34	0.78	0.57	9.9
MASTER	2.51	0.77	0.79	0.65	0.43	9.7
REVENUE*	1.34	0.76	0.66	0.76	0.48	9.1
CARING*	2.52	0.74	1.91	0.71	2.32	11.2
PANSAR*	0.63	0.74	0.39	0.89	1.1	7.2
D&O*	0.905	0.7	0.34	0.75	0.43	9.0
KMLOONG	1.36	0.65	0.48	0.48	0.34	6.2
MAGNI*	2.52	0.64	1.29	0.66	0.31	12.1
JFTECH*	1.47	0.62	0.71	0.81	0.53	8.0
YNHPROP*	2.72	0.61	1.06	0.32	1.18	7.1
FOCUS [NS]*	0.62	0.61	0.67	0.71	0.61	7.9
IGBB	3.5	0.58	0.77	0.45	0.4	9.2
PPHB*	1.22	0.57	0.77	0.57	0.37	12.1
DAYANG	2.66	0.55	0.59	0.74	0.62	11.4
MPI	12.72	0.54	0.68	1.62	1.22	12.1
JOHOTIN*	1.73	0.53	0.91	0.52	0.41	9.9
TIMECOM	9.28	0.53	0.83	0.74	0.35	12.4
PERMAJU	0.825	0.52	1.05	1.66	1.81	10.1
KERJAYA-WA	3.06	0.51	1.19	0.68	0.85	4.5
NOTION*	1.05	0.5	0.53	0.57	0.32	6.8
MI*	1.94	0.5	0.4	0.92	0.53	9.6
ANCOM	0.67	0.47	0.55	0.55	0.44	7.5
GTRONIC*	2.44	0.46	0.49	0.84	1.1	11.1
RCECAP [NS]*	1.73	0.45	0.99	0.43	0.58	10.8
FACBIND [NS]	1.37	0.45	0.84	0.58	1.14	5.6
GDB*	0.62	0.45	0.77	0.86	0.61	7.4
FBMACE	5565.12	0.44	2.02	2.87	1.98	7.6
MBL	1.46	0.44	0.92	1.02	1.27	12.6
IOICORP	4.63	0.42	0.36	0.44	0.5	6.6
WIDAD*	0.535	0.41	0.72	1.53	1.01	8.5
SCIB	2.32	0.41	0.7	0.78	0.62	8.0
DAIBOCI*	2.33	0.41	0.66	0.91	0.64	9.5
SRIDGE	0.33	0.41	0.31	0.7	0.99	6.7
IDEAL*	1.74	0.4	0.53	0.48	0.42	10.9
ENERGY	1233.39	0.39	1.87	1.64	0.31	5.0
KKB*	1.85	0.38	1.03	0.5	0.84	10.8
WASEONG*	1.36	0.38	0.82	0.85	0.45	10.1
UTDPLT	26.3	0.36	0.69	0.42	0.38	13.0
SEALINK*	0.64	0.34	0.43	0.59	0.43	7.7
FPGROUP*	0.84	0.33	0.94	0.84	0.65	9.6
WILLOW [NS]*	0.57	0.32	0.34	0.59	0.57	8.5
MBG	1.34	0.31	0.68	1.67	2.67	6.4
HARISON [NS]*	3.88	0.31	0.66	0.82	0.49	7.8