Sharpe Ratio Screener

Last Updated: Mon, 03 Aug 2020 17:58:21

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
GOLDETF	2.71	2.22	1.57	1.25	2.01	9.7
HEALTH CARE	4099.05	2.08	1.83	1.32	1.04	7.6
QL	9.61	1.77	0.78	0.36	0.32	12.4
KOSSAN	18.44	1.62	1.31	0.83	0.58	15.6
HARTA	20.5	1.43	1.14	0.74	0.55	15.1
TOPGLOV	26.88	1.37	1.17	0.8	0.54	16.2
VITROX	12.0	1.17	0.86	0.6	0.95	13.5
SUPERMX*	19.34	1.05	0.88	0.72	0.47	11.8
PANSAR*	0.91	1.04	1.22	1.72	0.83	9.4
SERNKOU*	1.46	0.67	0.73	0.46	0.63	10.0
TECHNOLOGY	53.53	0.65	0.65	0.46	1.47	5.8
FOCUS [NS]*	1.48	0.63	0.74	0.39	0.5	7.5
BURSA	9.6	0.63	0.54	0.74	0.52	12.6
MYETFDJ	1.365	0.58	0.62	0.62	1.01	7.4
UTDPLT	14.1	0.56	0.85	1.1	0.69	13.7
FBMACE	9176.82	0.56	0.85	0.57	1.3	5.8
FBMHIJRAH	15462.79	0.55	0.66	0.98	1.48	6.2
MYETFID	1.37	0.55	0.48	0.31	0.97	9.5
MILUX	1.63	0.46	0.59	0.46	0.35	6.7
EURO	1.6	0.41	0.52	0.48	0.31	8.2
VSTECS*	2.32	0.39	0.46	0.4	0.54	8.7
KOMARK	0.63	0.39	0.36	0.42	0.62	6.7
INARI	2.3	0.35	0.32	0.43	0.82	11.2