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.
Add to FavoritesStock | Last Price | Sharpe Ratio (3yrs) | Sharpe Ratio (1yrs) | Sharpe Ratio (6m) | Sharpe Ratio (3m) | iSaham Score |
---|---|---|---|---|---|---|
GREATEC | 5.71 | 0.87 | 0.55 | 0.8 | 0.59 | 12.7 |
FRONTKN | 4.45 | 0.84 | 0.31 | 0.35 | 0.49 | 11.4 |
TECHNOLOGY | 75.44 | 0.83 | 0.85 | 1.42 | 1.2 | 7.5 |
AMTEL [NS] | 2.58 | 0.77 | 0.54 | 0.49 | 0.56 | 11.1 |
PENTA | 5.7 | 0.77 | 0.39 | 0.42 | 0.31 | 12.7 |
CFM | 2.7 | 0.73 | 0.94 | 0.67 | 0.73 | 8.7 |
PMBTECH* | 4.7 | 0.71 | 0.71 | 1.55 | 1.23 | 10.1 |
UWC | 10.76 | 0.71 | 0.47 | 0.64 | 0.74 | 13.2 |
RCECAP [NS]* | 2.52 | 0.7 | 0.84 | 0.9 | 0.82 | 8.3 |
EURO | 5.62 | 0.68 | 0.84 | 0.75 | 0.62 | 9.8 |
SCIENTX | 4.21 | 0.63 | 0.46 | 1.08 | 0.33 | 15.6 |
KOBAY* | 4.35 | 0.63 | 0.44 | 0.44 | 0.31 | 12.6 |
MPI | 28.72 | 0.62 | 0.94 | 1.07 | 0.52 | 12.6 |
D&O | 2.6 | 0.62 | 0.51 | 0.69 | 0.55 | 8.3 |
PMETAL | 8.73 | 0.58 | 0.68 | 1.64 | 1.36 | 11.1 |
CYMAO | 2.25 | 0.55 | 0.44 | 0.44 | 0.41 | 8.2 |
JFTECH* | 6.02 | 0.54 | 0.49 | 0.31 | 0.57 | 11.5 |
RAPID [NS]* | 6.9 | 0.53 | 0.5 | 0.89 | 0.42 | 7.9 |
SCIB* | 1.7 | 0.53 | 0.36 | 0.57 | 0.44 | 11.1 |
FANG-2XL | 12.2 | 0.52 | 0.47 | 0.56 | 0.59 | 7.2 |
KPOWER* | 2.48 | 0.52 | 0.45 | 0.67 | 0.76 | 11.1 |
MSC [NS]* | 1.52 | 0.47 | 0.46 | 0.88 | 0.73 | 9.1 |
FPI* | 2.66 | 0.44 | 0.48 | 0.74 | 0.57 | 12.2 |
ANCOM* | 1.09 | 0.42 | 0.46 | 0.43 | 0.99 | 9.6 |
PMBTECH-WA | 2.2 | 0.39 | 0.32 | 0.83 | 0.85 | 7.6 |
ATRIUM [NS] | 1.19 | 0.36 | 0.54 | 1.26 | 0.83 | 10.1 |
PIE* | 3.25 | 0.36 | 0.47 | 0.69 | 0.69 | 9.1 |
MUDA* | 3.25 | 0.36 | 0.42 | 0.53 | 0.56 | 9.5 |
EITA* | 2.52 | 0.34 | 0.39 | 0.54 | 0.45 | 8.8 |
MICROLN* | 2.17 | 0.33 | 0.4 | 0.46 | 0.61 | 10.5 |
CCM* | 3.08 | 0.33 | 0.38 | 0.84 | 0.92 | 5.6 |
TASCO [NS]* | 3.44 | 0.31 | 0.5 | 0.66 | 0.36 | 10.7 |
INARI | 2.91 | 0.31 | 0.43 | 0.61 | 0.33 | 12.0 |
FBMMSCS | 19035.34 | 0.31 | 0.4 | 0.95 | 1.83 | 7.0 |
SLVEST* | 1.94 | 0.31 | 0.33 | 0.51 | 0.42 | 6.6 |