Sharpe Ratio Screener

Last Updated: Fri, 29 May 2020 18:37:34

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 10.12 2.11 0.98 0.52 0.77 16.2
HEALTH CARE 2296.25 1.85 1.95 1.41 2.11 7.4
GOLDETF 2.43 1.75 1.47 0.85 0.97 5.8
HARTA 12.54 1.6 1.34 0.98 0.84 15.1
KOSSAN 8.7 1.44 1.66 1.05 0.82 16.2
TOPGLOV 13.3 1.34 1.34 1.1 0.98 13.3
AHEALTH* 2.83 1.22 0.52 0.39 0.71 13.3
SUPERMX* 7.7 0.97 0.93 0.76 0.88 12.4
PANSAR* 0.845 0.95 0.91 1.35 4.57 11.3
COMFORT* 3.62 0.75 0.69 0.5 0.53 11.2
KOTRA 2.95 0.75 0.69 0.45 0.52 10.9
TIMECOM 10.7 0.63 0.92 0.84 1.11 11.7
AXREIT 2.07 0.63 0.59 0.71 1.07 12.6
RUBEREX 3.56 0.54 0.5 0.34 0.36 10.1
PNEPCB 1.38 0.48 0.49 0.39 0.57 8.9
BURSA 7.65 0.47 0.44 0.43 0.84 11.2
EURO 0.995 0.34 0.46 0.47 0.43 7.2
RCECAP [NS]* 1.92 0.31 0.48 0.45 1.76 10.8