The goal of most investors is to either:
Perhaps the best metric for analyzing both risk and
Keep reading this article to learn more about using the Sharpe Ratio to analyze publicly-traded investments.
How To Use The Sharpe Ratios List To Find Compelling Investment Ideas
The resource becomes even more powerful when combined with a rudimentary knowledge of how to use the filter function of Microsoft Excel to find investment ideas.
With that in mind, this section will show you step-by-step how to implement a particular investing screen using the Sharpe Ratio stocks list. More specifically, we'll show you how to screen for stocks with 5-year Sharpe Ratios above 1 and forward price-to-earnings ratios below 20.
Step 1: Download the Sharpe Ratio Stocks List by clicking here.
Step 2: Click the filter icon at the top of the Sharpe Ratio column, as shown below.
Step 3:
Step 4: Close out of the filter window (by clicking the exit button, not by clicking the “Clear Filter” button in the bottom right corner). Then, click the filter icon at the top of the price-to-earnings ratio column, as shown below.