Wednesday, April 20, 2016

Sharpe Ratio

Hello. I'm using a stock screener currently in order to maximize a sharpe ratio that analyzes the S&P500 indefinitely. What criteria would benefit me in attaining a pretty high sharpe ratio? So far i'm screening market cap > 600m, div yield between 1% - 15%, P/E between 1-5, and a beta < 0.5. Any help would be greatly appreciated. Thanks.



Submitted April 20, 2016 at 02:21PM by Pizdosis http://ift.tt/1Su0Oba

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