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.
Add to Favorites| 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 |