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.

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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