Sharpe Ratio Screener

Last Updated: Tue, 03 Aug 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
TIMECOM	14.38	1.53	1.2	0.61	0.71	12.5
TECHNOLOGY	91.91	1.22	1.68	0.78	1.64	8.6
VITROX	19.98	1.22	1.0	0.84	0.99	14.6
HCK	1.78	1.19	1.4	1.64	0.95	10.9
MPI	45.8	1.14	1.09	0.68	0.97	14.4
FBMFLG	21218.32	1.0	1.96	0.32	0.54	5.3
SCIENTX	4.24	0.95	1.08	0.57	0.7	14.6
GREATEC	6.78	0.94	0.85	0.45	0.98	13.4
DUFU	4.46	0.85	0.36	0.7	0.43	10.1
UNISEM	8.9	0.81	1.01	0.54	1.29	13.7
D&O	5.44	0.8	0.85	0.47	0.75	10.5
GENETEC	23.0	0.78	0.67	0.44	0.5	7.9
CHINHIN	1.38	0.72	1.23	0.92	0.69	12.0
METFUS50	1.95	0.69	0.75	1.32	0.49	5.8
KFIMA	2.06	0.67	0.97	1.01	1.96	9.8
KGB	1.24	0.66	0.61	0.57	0.52	11.8
MICROLN	2.63	0.64	0.56	0.37	0.56	11.3
FANG-2XL [NS]	15.04	0.59	0.66	0.53	1.36	5.6
VSTECS	1.47	0.59	0.38	0.58	0.57	10.6
BPPLAS	1.88	0.56	0.57	0.42	0.38	13.1
AME	2.54	0.55	0.92	0.67	0.72	8.6
GHLSYS	1.99	0.52	0.44	0.53	0.8	11.0
ZHULIAN	1.89	0.51	1.1	0.9	1.13	5.6
KIPREIT [NS]	0.88	0.48	1.04	0.35	1.32	10.0
SAM	10.8	0.48	0.39	0.48	0.43	10.9
TAFI	1.77	0.47	0.56	0.62	0.55	8.2
MGRC	1.98	0.43	0.61	0.6	1.4	8.3
BKAWAN	19.56	0.42	3.04	2.73	0.46	9.7
CIHLDG	3.43	0.39	0.63	0.53	0.43	9.7
JHM	2.44	0.38	0.31	0.35	0.95	11.4
HONGSENG	1.73	0.37	0.48	0.49	0.66	7.9
SNC	1.38	0.37	0.35	0.4	0.39	9.1
HEXTAR	1.28	0.36	0.67	0.46	0.6	10.3
INARI	3.53	0.35	0.78	0.53	0.82	13.6
DPIH [NS]	0.6	0.35	0.44	0.35	0.35	10.9
KPJ	1.07	0.33	0.95	0.34	0.72	8.3
AEMULUS	1.05	0.32	0.4	0.47	0.62	8.3

Allocation per Stock: Submit