Sharpe Ratio Screener

Last Updated: Wed, 20 Jun 2018 17:02:34

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.

Stock	Sharpe Ratio (3yrs)	Sharpe Ratio (1yrs)	Sharpe Ratio (6m)	Sharpe Ratio (3m)
F&N	3.39	3.08	1.96	1.86
LPI [NS]	2.78	1.27	0.52	1.06
CONSUMER	2.74	2.61	1.5	1.38