Sharpe Ratio Screener

Last Updated: Fri, 23 Oct 2020 18:00:39

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
VITROX 14.12 1.11 0.82 1.04 0.74 14.7
TIMECOM 13.0 0.87 1.5 1.2 1.16 15.0
PENTA 5.36 0.79 0.36 0.79 0.62 12.0
GREATEC* 8.06 0.76 0.56 0.84 0.58 12.2
SERNKOU* 1.94 0.73 0.61 0.66 0.36 8.9
TECHNOLOGY 60.78 0.69 0.65 1.61 1.15 5.3
UTDPLT 14.42 0.65 1.47 0.95 0.62 9.2
SCIENTX 12.1 0.63 0.47 1.69 1.6 14.9
UWC* 6.51 0.57 0.5 0.56 0.37 6.7
KOBAY 2.68 0.56 0.4 0.53 0.53 11.6
JFTECH* 4.8 0.53 0.59 0.44 0.32 12.1
CFM 1.62 0.45 0.64 0.46 0.36 7.7
SCIB 3.68 0.45 0.37 0.5 0.51 8.3
MPI 20.76 0.41 0.88 0.8 0.9 11.3
D&O* 1.18 0.41 0.38 0.54 0.43 8.6
TGUAN* 3.15 0.39 0.57 0.75 0.57 11.2
TECHBND [NS]* 1.27 0.38 0.49 0.63 0.39 8.8
RGTBHD-WB 0.485 0.38 0.34 0.38 0.38 5.9
SWKPLNT* 1.93 0.36 0.45 0.59 0.68 7.1
GHLSYS* 2.25 0.33 0.45 0.67 0.77 9.3