Sharpe Ratio Screener

Last Updated: Thu, 27 Feb 2020 18:02:31

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 8.3 2.48 1.08 1.16 0.52 14.1
CARLSBG [NS] 33.58 1.94 1.14 0.63 0.45 13.8
GOLDETF 2.25 1.81 1.55 0.91 1.26 9.6
YINSON 7.12 1.76 1.58 0.54 0.98 12.6
MFCB 5.28 1.59 1.38 1.52 0.61 10.4
SERBADK 2.32 1.38 1.21 0.81 0.61 12.9
AHEALTH* 2.36 1.32 0.48 0.46 0.31 11.6
HARTA 6.05 1.24 0.37 0.79 0.79 13.8
ALLIANZ [NS] 15.7 1.09 0.76 0.82 0.37 12.8
DUFU* 4.31 0.95 0.83 0.69 0.52 9.7
KAB* 0.795 0.9 1.28 1.06 0.95 6.7
KOSSAN 4.88 0.89 1.22 0.84 0.84 13.6
TOPGLOV 5.69 0.88 0.49 0.78 0.63 11.2
DPHARMA* 1.58 0.85 1.08 0.5 0.43 10.5
CARING* 2.58 0.84 1.98 2.94 3.22 12.8
PANSAR* 0.67 0.79 0.38 0.9 0.47 9.5
METFUS50 1.3 0.69 0.83 0.67 0.33 3.8
FOCUS [NS]* 0.78 0.67 0.74 0.81 0.68 6.3
JFTECH* 1.82 0.66 0.77 0.96 0.53 11.2
MI* 2.8 0.65 0.51 0.67 0.42 10.4
KOTRA 2.12 0.61 0.57 0.33 0.48 7.4
SIGGAS 0.44 0.6 0.51 0.7 0.46 9.6
AXREIT 1.93 0.58 0.65 0.38 0.79 9.2
FBMACE 5585.12 0.56 1.29 1.97 1.07 5.8
KKB* 2.11 0.54 0.84 0.44 0.44 8.8
PERMAJU 0.835 0.53 1.05 1.29 0.78 7.7
KPOWER 2.6 0.53 0.57 0.54 0.41 9.1
KERJAYA-WA 3.06 0.51 1.19 0.68 0.85 4.5
ANCOM 0.7 0.51 0.56 0.54 0.31 7.0
DAIBOCI* 2.49 0.47 0.78 0.93 0.54 10.8
RCECAP [NS]* 1.74 0.47 0.53 0.68 0.45 10.9
SCIB 2.76 0.46 0.71 0.82 0.46 6.4
FACBIND [NS] 1.37 0.46 0.7 0.65 0.47 6.2
SRIDGE 0.365 0.42 0.42 1.4 1.67 8.4
OMESTI* 0.665 0.34 0.72 0.76 0.44 8.0
FOCUSP 0.695 0.34 0.55 0.46 0.46 9.5