Sharpe Ratio Screener

Last Updated: Fri, 15 Jan 2021 17:11:01

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.

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Stock Last Price Sharpe Ratio (3yrs) Sharpe Ratio (1yrs) Sharpe Ratio (6m) Sharpe Ratio (3m) iSaham Score
GREATEC 5.71 0.87 0.55 0.8 0.59 12.7
FRONTKN 4.45 0.84 0.31 0.35 0.49 11.4
TECHNOLOGY 75.44 0.83 0.85 1.42 1.2 7.5
AMTEL [NS] 2.58 0.77 0.54 0.49 0.56 11.1
PENTA 5.7 0.77 0.39 0.42 0.31 12.7
CFM 2.7 0.73 0.94 0.67 0.73 8.7
PMBTECH* 4.7 0.71 0.71 1.55 1.23 10.1
UWC 10.76 0.71 0.47 0.64 0.74 13.2
RCECAP [NS]* 2.52 0.7 0.84 0.9 0.82 8.3
EURO 5.62 0.68 0.84 0.75 0.62 9.8
SCIENTX 4.21 0.63 0.46 1.08 0.33 15.6
KOBAY* 4.35 0.63 0.44 0.44 0.31 12.6
MPI 28.72 0.62 0.94 1.07 0.52 12.6
D&O 2.6 0.62 0.51 0.69 0.55 8.3
PMETAL 8.73 0.58 0.68 1.64 1.36 11.1
CYMAO 2.25 0.55 0.44 0.44 0.41 8.2
JFTECH* 6.02 0.54 0.49 0.31 0.57 11.5
RAPID [NS]* 6.9 0.53 0.5 0.89 0.42 7.9
SCIB* 1.7 0.53 0.36 0.57 0.44 11.1
FANG-2XL 12.2 0.52 0.47 0.56 0.59 7.2
KPOWER* 2.48 0.52 0.45 0.67 0.76 11.1
MSC [NS]* 1.52 0.47 0.46 0.88 0.73 9.1
FPI* 2.66 0.44 0.48 0.74 0.57 12.2
ANCOM* 1.09 0.42 0.46 0.43 0.99 9.6
PMBTECH-WA 2.2 0.39 0.32 0.83 0.85 7.6
ATRIUM [NS] 1.19 0.36 0.54 1.26 0.83 10.1
PIE* 3.25 0.36 0.47 0.69 0.69 9.1
MUDA* 3.25 0.36 0.42 0.53 0.56 9.5
EITA* 2.52 0.34 0.39 0.54 0.45 8.8
MICROLN* 2.17 0.33 0.4 0.46 0.61 10.5
CCM* 3.08 0.33 0.38 0.84 0.92 5.6
TASCO [NS]* 3.44 0.31 0.5 0.66 0.36 10.7
INARI 2.91 0.31 0.43 0.61 0.33 12.0
FBMMSCS 19035.34 0.31 0.4 0.95 1.83 7.0
SLVEST* 1.94 0.31 0.33 0.51 0.42 6.6