Sharpe Ratio Screener

Last Updated: Tue, 11 May 2021 17:01:01

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
ATRIUM [NS] 1.48 1.04 1.97 1.6 2.26 11.2
HCK 1.63 0.96 1.06 1.43 1.25 9.8
PECCA 4.6 0.78 1.14 1.41 1.07 11.2
FBMFLG 21634.65 0.76 2.77 1.24 0.97 6.2
PMETAL 5.4 0.74 1.78 0.86 0.57 11.4
UTDPLT 14.1 0.71 1.84 1.03 4.59 13.7
ANCOM 1.58 0.7 0.79 0.87 0.54 9.4
MSC [NS] 2.4 0.66 0.81 0.42 0.32 9.3
METFUS50 1.78 0.62 0.46 0.34 0.74 5.3
KFIMA 1.94 0.54 1.32 1.27 1.27 10.9
SWKPLNT 2.6 0.54 1.2 0.51 1.1 12.2
IND-PROD 197.34 0.48 2.16 1.26 2.31 7.0
ZHULIAN 1.92 0.44 1.03 0.97 1.19 8.3
CSCSTEL 1.82 0.35 0.9 0.6 1.0 9.3
ASTINO 1.58 0.35 0.64 0.64 0.75 10.8
LBALUM 1.1 0.34 0.52 0.32 0.32 7.1
NGGB 0.62 0.33 0.61 0.56 0.47 6.4
SAMCHEM [NS] 1.79 0.32 0.49 0.54 0.64 9.4