Sharpe Ratio Screener

Last Updated: Fri, 17 Jan 2020 18:20:09

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 8.15 2.41 1.3 1.33 0.95 17.2
CARLSBG [NS] 30.2 2.01 1.64 1.46 1.03 17.4
VITROX 9.07 1.66 1.26 1.09 1.11 15.5
MFCB 5.49 1.6 2.2 2.39 1.71 13.3
SERBADK 2.29 1.38 1.28 1.02 1.0 12.6
GCB 3.16 1.36 1.24 1.05 0.83 13.1
TECHNOLOGY 40.42 1.34 1.58 2.3 1.37 7.6
HEIM [NS] 27.26 1.3 1.99 1.81 1.9 17.5
PMETAL 5.17 1.28 0.38 0.61 0.93 13.1
ALLIANZ [NS] 16.0 1.21 1.37 0.86 1.3 12.5
FRONTKN 2.41 1.14 1.33 1.18 1.0 12.6
DUFU* 4.02 1.01 0.56 1.23 1.2 15.0
SCIENTX 9.36 0.99 0.32 0.97 0.5 10.1
KAB* 1.63 0.85 1.25 1.23 0.97 9.5
JHM* 1.67 0.85 0.87 1.04 0.88 11.6
MFCB-WA 3.22 0.83 0.74 1.16 0.9 6.3
DPHARMA* 1.63 0.81 1.39 0.57 0.89 14.2
METFUS50 1.35 0.8 1.38 1.25 1.55 6.8
ATAIMS 1.79 0.78 0.34 0.78 0.57 9.9
MASTER 2.51 0.77 0.79 0.65 0.43 9.7
REVENUE* 1.34 0.76 0.66 0.76 0.48 9.1
CARING* 2.52 0.74 1.91 0.71 2.32 11.2
PANSAR* 0.63 0.74 0.39 0.89 1.1 7.2
D&O* 0.905 0.7 0.34 0.75 0.43 9.0
KMLOONG 1.36 0.65 0.48 0.48 0.34 6.2
MAGNI* 2.52 0.64 1.29 0.66 0.31 12.1
JFTECH* 1.47 0.62 0.71 0.81 0.53 8.0
YNHPROP* 2.72 0.61 1.06 0.32 1.18 7.1
FOCUS [NS]* 0.62 0.61 0.67 0.71 0.61 7.9
IGBB 3.5 0.58 0.77 0.45 0.4 9.2
PPHB* 1.22 0.57 0.77 0.57 0.37 12.1
DAYANG 2.66 0.55 0.59 0.74 0.62 11.4
MPI 12.72 0.54 0.68 1.62 1.22 12.1
JOHOTIN* 1.73 0.53 0.91 0.52 0.41 9.9
TIMECOM 9.28 0.53 0.83 0.74 0.35 12.4
PERMAJU 0.825 0.52 1.05 1.66 1.81 10.1
KERJAYA-WA 3.06 0.51 1.19 0.68 0.85 4.5
NOTION* 1.05 0.5 0.53 0.57 0.32 6.8
MI* 1.94 0.5 0.4 0.92 0.53 9.6
ANCOM 0.67 0.47 0.55 0.55 0.44 7.5
GTRONIC* 2.44 0.46 0.49 0.84 1.1 11.1
RCECAP [NS]* 1.73 0.45 0.99 0.43 0.58 10.8
FACBIND [NS] 1.37 0.45 0.84 0.58 1.14 5.6
GDB* 0.62 0.45 0.77 0.86 0.61 7.4
FBMACE 5565.12 0.44 2.02 2.87 1.98 7.6
MBL 1.46 0.44 0.92 1.02 1.27 12.6
IOICORP 4.63 0.42 0.36 0.44 0.5 6.6
WIDAD* 0.535 0.41 0.72 1.53 1.01 8.5
SCIB 2.32 0.41 0.7 0.78 0.62 8.0
DAIBOCI* 2.33 0.41 0.66 0.91 0.64 9.5
SRIDGE 0.33 0.41 0.31 0.7 0.99 6.7
IDEAL* 1.74 0.4 0.53 0.48 0.42 10.9
ENERGY 1233.39 0.39 1.87 1.64 0.31 5.0
KKB* 1.85 0.38 1.03 0.5 0.84 10.8
WASEONG* 1.36 0.38 0.82 0.85 0.45 10.1
UTDPLT 26.3 0.36 0.69 0.42 0.38 13.0
SEALINK* 0.64 0.34 0.43 0.59 0.43 7.7
FPGROUP* 0.84 0.33 0.94 0.84 0.65 9.6
WILLOW [NS]* 0.57 0.32 0.34 0.59 0.57 8.5
MBG 1.34 0.31 0.68 1.67 2.67 6.4
HARISON [NS]* 3.88 0.31 0.66 0.82 0.49 7.8