Sharpe Ratio Screener

Last Updated: Fri, 29 May 2020 18:37:34

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	10.12	2.11	0.98	0.52	0.77	16.2
HEALTH CARE	2296.25	1.85	1.95	1.41	2.11	7.4
GOLDETF	2.43	1.75	1.47	0.85	0.97	5.8
HARTA	12.54	1.6	1.34	0.98	0.84	15.1
KOSSAN	8.7	1.44	1.66	1.05	0.82	16.2
TOPGLOV	13.3	1.34	1.34	1.1	0.98	13.3
AHEALTH*	2.83	1.22	0.52	0.39	0.71	13.3
SUPERMX*	7.7	0.97	0.93	0.76	0.88	12.4
PANSAR*	0.845	0.95	0.91	1.35	4.57	11.3
COMFORT*	3.62	0.75	0.69	0.5	0.53	11.2
KOTRA	2.95	0.75	0.69	0.45	0.52	10.9
TIMECOM	10.7	0.63	0.92	0.84	1.11	11.7
AXREIT	2.07	0.63	0.59	0.71	1.07	12.6
RUBEREX	3.56	0.54	0.5	0.34	0.36	10.1
PNEPCB	1.38	0.48	0.49	0.39	0.57	8.9
BURSA	7.65	0.47	0.44	0.43	0.84	11.2
EURO	0.995	0.34	0.46	0.47	0.43	7.2
RCECAP [NS]*	1.92	0.31	0.48	0.45	1.76	10.8