Sharpe Ratio Screener

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