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.
Add to Favorites| 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 |