Sharpe Ratio Screener

Last Updated: Fri, 15 Jan 2021 17:11:01

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
GREATEC	5.71	0.87	0.55	0.8	0.59	12.7
FRONTKN	4.45	0.84	0.31	0.35	0.49	11.4
TECHNOLOGY	75.44	0.83	0.85	1.42	1.2	7.5
AMTEL [NS]	2.58	0.77	0.54	0.49	0.56	11.1
PENTA	5.7	0.77	0.39	0.42	0.31	12.7
CFM	2.7	0.73	0.94	0.67	0.73	8.7
PMBTECH*	4.7	0.71	0.71	1.55	1.23	10.1
UWC	10.76	0.71	0.47	0.64	0.74	13.2
RCECAP [NS]*	2.52	0.7	0.84	0.9	0.82	8.3
EURO	5.62	0.68	0.84	0.75	0.62	9.8
SCIENTX	4.21	0.63	0.46	1.08	0.33	15.6
KOBAY*	4.35	0.63	0.44	0.44	0.31	12.6
MPI	28.72	0.62	0.94	1.07	0.52	12.6
D&O	2.6	0.62	0.51	0.69	0.55	8.3
PMETAL	8.73	0.58	0.68	1.64	1.36	11.1
CYMAO	2.25	0.55	0.44	0.44	0.41	8.2
JFTECH*	6.02	0.54	0.49	0.31	0.57	11.5
RAPID [NS]*	6.9	0.53	0.5	0.89	0.42	7.9
SCIB*	1.7	0.53	0.36	0.57	0.44	11.1
FANG-2XL	12.2	0.52	0.47	0.56	0.59	7.2
KPOWER*	2.48	0.52	0.45	0.67	0.76	11.1
MSC [NS]*	1.52	0.47	0.46	0.88	0.73	9.1
FPI*	2.66	0.44	0.48	0.74	0.57	12.2
ANCOM*	1.09	0.42	0.46	0.43	0.99	9.6
PMBTECH-WA	2.2	0.39	0.32	0.83	0.85	7.6
ATRIUM [NS]	1.19	0.36	0.54	1.26	0.83	10.1
PIE*	3.25	0.36	0.47	0.69	0.69	9.1
MUDA*	3.25	0.36	0.42	0.53	0.56	9.5
EITA*	2.52	0.34	0.39	0.54	0.45	8.8
MICROLN*	2.17	0.33	0.4	0.46	0.61	10.5
CCM*	3.08	0.33	0.38	0.84	0.92	5.6
TASCO [NS]*	3.44	0.31	0.5	0.66	0.36	10.7
INARI	2.91	0.31	0.43	0.61	0.33	12.0
FBMMSCS	19035.34	0.31	0.4	0.95	1.83	7.0
SLVEST*	1.94	0.31	0.33	0.51	0.42	6.6

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