Sharpe Ratio Screener

Last Updated: Mon, 18 Nov 2019 17:17:29

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 7.37 2.29 0.32 1.29 1.4 16.2
CARLSBG [NS] 28.28 1.82 1.61 0.79 0.8 14.7
MFCB* 4.75 1.54 1.6 1.97 1.75 13.3
ELKDESA [NS]* 1.73 1.36 1.84 1.47 0.82 13.3
AHEALTH* 2.41 1.36 0.63 0.31 0.85 13.9
GCB [NS]* 2.51 1.33 1.05 0.89 0.91 13.7
PENTA* 4.7 1.27 0.81 1.32 0.86 11.6
SCIENTX 9.15 1.08 0.48 0.56 0.78 12.2
HEIM [NS] 26.22 1.01 2.03 1.14 1.89 14.9
FRONTKN* 1.87 1.0 0.66 0.71 0.82 9.5
KGB* 1.38 1.0 0.33 0.49 0.92 10.3
DUFU* 2.81 0.87 0.33 1.08 0.42 9.9
FAVCO* 3.02 0.75 1.41 0.61 1.07 13.8
SUNWAY 1.76 0.72 1.03 0.38 0.68 7.9
RCECAP [NS]* 1.75 0.69 0.91 0.77 1.22 11.6
MFCB-WA 2.48 0.69 0.47 0.76 0.89 5.3
MASTER 1.94 0.66 0.72 0.48 0.61 11.0
CARING [NS]* 2.5 0.65 1.41 1.4 0.69 13.0
MAGNI* 2.51 0.65 1.07 0.82 0.56 11.7
REVENUE* 1.72 0.63 0.51 0.49 0.83 7.9
KOTRA* 2.06 0.6 0.7 1.12 2.33 11.3
JOHOTIN* 1.53 0.57 0.88 0.6 0.61 12.2
METFUS50 1.22 0.57 0.53 0.58 0.8 6.3
RHBBANK [NS] 5.79 0.53 0.77 0.33 0.66 11.3
KERJAYA-WA 3.06 0.51 1.19 0.68 0.85 4.5
TIMECOM 9.18 0.51 0.77 0.31 0.37 10.3
KRONO* 0.77 0.51 0.41 0.66 0.68 8.9
SERNKOU 0.85 0.5 0.39 0.56 0.86 7.6
KAB 0.61 0.48 0.71 0.95 0.64 6.6
INSAS [NS]* 0.86 0.48 0.46 0.9 0.86 7.0
NOTION* 0.965 0.48 0.43 0.71 0.64 7.1
XIANLNG 0.68 0.47 0.31 0.43 0.43 7.2
PERMAJU 0.68 0.46 0.65 0.94 0.43 5.2
JFTECH 1.25 0.44 0.39 0.61 0.7 9.4
KPOWER 1.54 0.44 0.38 0.53 0.59 8.9
DAYANG* 1.88 0.41 0.4 0.63 0.5 9.3
ENERGY 1239.27 0.4 0.74 1.68 2.31 6.3
FACBIND [NS] 1.3 0.4 0.41 0.32 0.45 7.6
WIDAD* 0.475 0.4 0.37 0.93 3.08 9.9
CARIMIN 1.44 0.37 0.58 0.6 0.62 10.4
WASEONG* 1.3 0.37 0.37 0.91 1.06 11.4
SCIB 1.71 0.33 0.43 0.42 0.68 7.9
GDB 0.47 0.32 0.45 0.8 1.21 10.3
MISC 8.25 0.31 1.26 1.26 2.03 8.6