Sharpe Ratio Screener

Last Updated: Tue, 23 Apr 2019 12:30:37

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
CARLSBG [NS]	25.42	2.23	0.87	1.49	1.07	12.5
PPB	18.54	2.13	1.52	1.11	0.58	12.6
HEIM [NS]	24.56	1.49	0.51	2.08	2.14	14.7
YINSON	4.63	1.42	0.83	0.32	2.15	11.2
AHEALTH*	8.9	1.2	1.25	0.56	0.42	13.3
PENTA*	4.2	1.2	0.5	0.43	2.17	14.2
RHBBANK [NS]	5.82	1.02	0.64	1.41	0.86	12.8
GCB [NS]*	4.05	0.94	1.35	0.9	0.58	13.2
TAKAFUL	5.29	0.8	1.56	1.27	0.75	15.3
SUNWAY	1.71	0.8	0.35	1.37	1.5	10.4
FRONTKN*	1.31	0.79	0.76	0.56	0.9	11.0
IGBREIT [NS]	1.86	0.71	0.9	1.04	0.68	9.5
BIMB	4.54	0.71	0.66	1.93	2.18	13.2
DAIMAN [NS]*	2.99	0.7	0.57	2.88	11.77	6.0
MSC [NS]*	0.955	0.67	0.43	0.97	0.78	6.2
RCECAP [NS]*	1.65	0.65	0.59	0.58	0.99	10.9
TIMECOM	9.04	0.61	0.34	0.64	0.76	14.1
JOHOTIN*	1.5	0.58	0.6	0.96	0.79	12.0
SUNREIT [NS]	1.85	0.54	0.85	1.54	1.05	11.6
DANCO	0.63	0.54	0.39	0.37	0.37	9.6
KERJAYA-WA	3.06	0.51	1.19	0.68	0.85	4.5
ELKDESA [NS]*	1.41	0.49	1.03	0.87	0.62	9.5
AXREIT	1.8	0.48	1.31	1.14	0.78	10.0
MBMR*	3.01	0.48	0.56	1.31	0.75	10.4
SGB	1.96	0.46	0.6	0.55	0.45	9.1
MERGE	1.74	0.44	0.54	0.65	0.54	7.0
YOCB	1.18	0.39	0.35	0.59	0.59	10.0
SPB [NS]*	6.27	0.38	0.63	3.42	13.97	9.9
PERMAJU	0.55	0.38	0.48	0.53	0.61	7.1
METFUS50	1.1	0.36	0.48	0.5	1.98	3.2
ORIENT [NS]	6.76	0.35	1.47	2.52	0.5	10.1