One Query has come. so some further explanation :
These ranks are based on Sharpe returns. Sharpe returns are price returns divided by volatility.
I use average Sharpe returns of (3months+6months+9months+12 months) . I use a paid readymade screening website momoscreener This is for information, not for promoting it. here are many such ranking websites available which gives you readymade ranking of your selected universe as well as your customised screening criteria.
Subscribe To Our Free Newsletter |