Top 10 Highest Sharpe Ratio from NYSE Composite – Dec 20, 2019

Happy Holidays!!

Below are the list of stocks from the NYSE Composite that have the highest sharpe ratios as of the stocks adjusted closing prices on Dec 20, 2019.

The sharpe ratios are calculated for 3 years and 5 years and ranked for top 10.

3 Years

Ticker Company Name Adjusted Close
NEE NextEra Energy 242.71
RNG Ringcentral Inc 169.32
ABR Arbor 14.61
SHOP Shopify Inc 390.07
PAYC Paycom Software, Inc. 263.54
MSCI MSCI 259.25
CHE Chemed 435.72
SUI Sun 149.51
MA Mastercard Inc. 298.57
KL Kirkland Lake Gold 40.71

5 Years

Ticker Company Name Adjusted Close
MSCI MSCI 259.25
WCN Waste Connections 90.74
PCI PIMCO Dynamic Credit Income Fun 25.03
RNG Ringcentral Inc 169.32
ELS Equity Lifestyle 69.53
TAL TAL Education 47.31
REXR Rexford Inl Rty 45.09
FICO Fair Isaac 373.54
CHE Chemed 435.72
RSG Republic Services Inc 89.23

 

Top 10 Highest Sharpe Ratio in Nasdaq – Dec 13, 2019

Below are the list of stocks from the Nasdaq that have the highest sharpe ratios as of the stocks adjusted closing prices on Dec 13, 2019.

The sharpe ratios are calculated for 3 years and 5 years and ranked for top 10.

3 Years

Ticker Company Name Adjusted Close
CWST Casella Waste Systems 46.45
CPRT Copart, Inc. 88.62
ERI Eldorado Resorts 54.89
MASI Masimo 156.62
MKTX Marketaxess Holdings 373.89
CTAS Cintas Corporation 261.81
FIVN Five9 65.98
CHDN Churchill Downs 135.45
NVDA NVIDIA Corporation 223.99
FISV Fiserv, Inc. 116.75

5 Years

Ticker Company Name Adjusted Close
CWST Casella Waste Systems 46.45
CPRT Copart, Inc. 88.62
ERI Eldorado Resorts 54.89
MASI Masimo 156.62
MKTX Marketaxess Holdings 373.89
CTAS Cintas Corporation 261.81
FIVN Five9 65.98
CHDN Churchill Downs 135.45
NVDA NVIDIA Corporation 223.99
FISV Fiserv, Inc. 116.75

Weekly Picks of Stocks (Dec 05, 2019 – Dec 12, 2019)

The following is a list of stock for the week of Dec 05, 2019 – Dec 12, 2019 that matched a candlestick pattern and also had a relative strength index that correlated with the signal.

The bullish matches – Oversold RSI

Ticker Name Date ChartType
HUYA HUYA Inc. December 5, 2019 Homing Pigeon
PER Sandridge Permian Trust December 5, 2019 Inverted Hammer
YRD Yirendai Ltd December 5, 2019 Harami
TREC Trecora Resources December 5, 2019 Inverted Hammer
CONN Conn’s December 6, 2019 Homing Pigeon
SHLD Sears Holdings December 6, 2019 Doji Star
PER Sandridge Permian Trust December 6, 2019 Belt Hold
BW Babcock & Wilcox Enterprises December 6, 2019 Harami
SFET Safe-T December 6, 2019 Piercing Line
YRD Yirendai Ltd December 6, 2019 Three Inside Up
OPRX Optimizerx Corp December 6, 2019 Ladder Bottom
TDI Telephone and Data Systems, Inc. December 6, 2019 Inverted Hammer

The bearish matches – Overbought RSI

Ticker Name Date ChartType
AKS AK Steel December 5, 2019 Hanging Man
ADMS Adamas Pharmaceuticals December 5, 2019 Deliberation
PKO PIMCO Income Opportunity Fund December 5, 2019 Hanging Man
EVA Enviva Partners, LP December 5, 2019 Hanging Man
BFY Blackrock Ny Muni Income December 5, 2019 Hanging Man
TSU TIM Participacoes December 6, 2019 Hanging Man
IIIV i3 Verticals December 9, 2019 Hanging Man

Top 10 Highest Sharpe Ratio in S&P 500 – Nov 27, 2019

Below are the list of stocks from the S&P 500 that have the highest sharpe ratios as of the stocks adjusted closing prices on November 27, 2019.

The sharpe ratios are calculated for 3 years and 5 years and ranked for top 10.

3 Years

Rank Ticker Company Name Adjusted Close
1 NEE NextEra Energy $231.25
2 MSCI MSCI $256.57
3 CPRT Copart, Inc. $87.96
4 RAI Reynolds American Inc. $65.40
5 MA Mastercard Inc. $286.47
6 LW Lamb Weston Holdings $84.03
7 TSS Total System Services $133.27
8 MSFT Microsoft $149.55
9 ZTS Zoetis Inc. $119.91
10 ABT Abbott Labs $84.51

5 Years

Rank Ticker Company Name Adjusted Close
1 MSCI MSCI $256.57
2 CPRT Copart, Inc. $87.96
3 MKTX Marketaxess Holdings $398.97
4 RAI Reynolds American Inc. $65.40
5 CTAS Cintas Corporation $255.89
6 TSS Total System Services $133.27
7 WM Waste Management Inc. $111.65
8 CDW CDW Corporation $134.08
9 RSG Republic Services Inc $87.69
10 NVDA NVIDIA Corporation $209.25

Weekly Picks of Stocks (Nov 22, 2019 – Nov 27, 2019)

Hope everyone in the U.S. had a great Thanksgiving Holidays!

The following is a list of stock for the week of Nov 22, 2019 – Nov 27, 2019 that matched a candlestick pattern and also had a relative strength index that correlated with the signal.

The bullish matches – Oversold RSI

Ticker CompanyName Trading Date ChartType RSI
QD Qudian Inc November 22, 2019 Harami 27.23
MUX McEwen Mining Inc. November 22, 2019 Harami 23.33
LJPC LA Jolla Pharma November 27, 2019 Belt Hold 10.91
LJPC LA Jolla Pharma November 27, 2019 Harami 10.91

The bearish matches – Overbought RSI

Ticker CompanyName Trading Date ChartType RSI
AQST Aquestive Therapeutics Inc November 22, 2019 Shooting Star 72.86
CNST Constellation Pharmaceuticals Inc November 22, 2019 Three Inside Down 83.53
BBCP Concrete Pumping Holdings Inc November 25, 2019 Hanging Man 81.30
BBCP Concrete Pumping Holdings Inc November 26, 2019 Hanging Man 78.96
AGD Aberdeen Global Dynamic Dividend Fund November 26, 2019 Hanging Man 70.59
CLVS Clovis Oncology November 27, 2019 Deliberation 84.50
PNR Pentair Ltd. November 27, 2019 Hanging Man 75.64
MCN Madison-Claymore Covered Cal November 27, 2019 Hanging Man 72.55

 

Top 10 Highest Sharpe Ratio in Russell 3000 – Nov 22, 2019

Below are the list of stocks from the Russell 3000 that have the highest sharpe ratios as of the stocks adjusted closing prices on November 22, 2019.

The sharpe ratios are calculated for 3 years and 5 years and ranked for top 10.

3 Years

Rank Ticker Company Name Adjusted Close
1 PAYS Paysign Inc 9.19
2 NEE NextEra Energy 233.38
3 MSCI MSCI 257.97
4 ABR Arbor 14.92
5 CHE Chemed 424.6
6 HEI Heico 128.9
7 NRC National Rural Util 62.89
8 FRPT Freshpet 53.465
9 ELS Equity Lifestyle 69.82
10 CPRT Copart, Inc. 89.26

5 Years

Rank Ticker Company Name Adjusted Close
1 MSCI MSCI 257.97
2 CWST Casella Waste Systems 44.19
3 CPRT Copart, Inc. 89.26
4 MKTX Marketaxess Holdings 392.33
5 ERI Eldorado Resorts 53
6 INS Intelligent Systems Corp 41.77
7 ELS Equity Lifestyle 69.82
8 HEI Heico 128.9
9 MASI Masimo 153.35
10 CTAS Cintas Corporation 254.09

 

Weekly Picks of Stocks (Nov 15, 2019 – Nov 21, 2019)

The following is a list of stock for the week of Nov 15, 2019 – Nov 21, 2019 that matched a candlestick pattern and also had a relative strength index that correlated with the signal.

The bullish matches – Oversold RSI

Ticker CompanyName Date ChartType RSI
I Intelsat S.A. November 15, 2019 Harami 21.45
SERV ServiceMaster Global Holdings, Inc. November 15, 2019 Ladder Bottom 18.55
RLH Red Lion Hotels November 15, 2019 Belt Hold 19.04
GLOG GasLog Ltd. November 15, 2019 Homing Pigeon 21.6
EDN Edenor ADR November 15, 2019 Homing Pigeon 20.74
HSDT Helius Medical Technologies Inc November 15, 2019 Piercing Line 23.47
SDT Sandridge Mississippian November 18, 2019 Belt Hold 21.22
FLNT Fluent Inc November 19, 2019 Harami 25.16
WES Western Midstream Partners, LP November 20, 2019 Harami 24.56

The bearish matches – Overbought RSI

Ticker CompanyName Date ChartType RSI
INST Instructure Inc November 15, 2019 Hanging Man 84.52
FBIO Fortress Biotech Inc November 19, 2019 Hanging Man 75.2
ETG Eaton Vance Tax-Advantaged Global Dividend Income Fund November 20, 2019 Hanging Man 73.14
MFD Macquarie/First Trust Global Infrastructure/Utilities Dividend & IF November 20, 2019 Hanging Man 74.87
CNS Cohen Steers November 21, 2019 Hanging Man 73.06

Top 10 Highest Sharpe Ratio from NYSE Composite – Nov 15, 2019

Below are the list of stocks from the NYSE Composite that have the highest sharpe ratios as of the stocks adjusted closing prices on November 15, 2019.

The sharpe ratios are calculated for 3 years and 5 years and ranked for top 10.

3 Years

Rank Ticker Company Name Adjusted Close
1 SUI Sun $         161.37
2 ELS Equity Lifestyle $           70.78
3 ABR Arbor $           15.01
4 HEI Heico $         130.88
5 NEE NextEra Energy $         233.90
6 RNG Ringcentral Inc $         169.43
7 PAYC Paycom Software, Inc. $         237.36
8 CHE Chemed $         408.27
9 TRNO Terreno $           56.33
10 TDY Teledyne Technologies $         344.42

5 Years

Rank Ticker Company Name Adjusted Close
1 MSCI MSCI $         252.00
2 ELS Equity Lifestyle $           70.78
3 RNG Ringcentral Inc $         169.43
4 REXR Rexford Inl Rty $           46.95
5 SUI Sun $         161.37
6 HEI Heico $         130.88
7 BFAM Bright Horizons Family Solutions Inc $         151.52
8 PAYC Paycom Software, Inc. $         237.36
9 ABR Arbor $           15.01
10 FICO Fair Isaac $         353.60

Weekly Picks of Stocks (Nov 7, 2019 – Nov 14, 2019)

The following is a list of stock for the week of Nov 07, 2019 – Nov 14, 2019 that matched a candlestick pattern and also had a relative strength index that correlated with the signal.

The bullish matches – Oversold RSI

Ticker CompanyName Trading Date ChartType RSI
TRIP TripAdvisor November 8, 2019 Harami  26.85
CYTK Cytokinetics, Incorporated November 8, 2019 Hammer  21.29
CRIS Curis, Inc. November 8, 2019 Inverted Hammer  29.34
RAIL FreightCar America, Inc. November 11, 2019 Doji Star 15.52
EQM Equity Midstream Partners November 12, 2019 Harami  20.79
EYPT Eyepoint Pharmaceuticals Inc November 12, 2019 Harami  29.24
CHK Chesapeake Energy Corporation November 13, 2019 Homing Pigeon 27.1
ALT Altimmune, Inc. November 13, 2019 Homing Pigeon 29.91
GILT Gilat Satellite Networks November 13, 2019 Inverted Hammer  25.39
BCRX Biocryst Pharmaceuticals November 14, 2019 Unique Three River 22.55
IRBT Irobot November 14, 2019 Homing Pigeon 26.66

The bearish matches – Overbought RSI

Ticker CompanyName Trading Date ChartType RSI
HSIC Henry Schein, Inc. November 8, 2019 Hanging Man 73.65
IVAC Intevac, Inc. November 8, 2019 Hanging Man 78.92
BGNE BeiGene, Ltd. November 11, 2019 Belt Hold 78.08
EVER Everquote Inc Cl A November 12, 2019 Belt Hold 72.09
BCOM B Communications November 14, 2019 Belt Hold 73.16

Top 10 Highest Sharpe Ratio from Nasdaq – Nov 8, 2019

Below are the list of stocks from the Nasdaq that have the highest sharpe ratios as of the stocks adjusted closing prices on November 8, 2019.

The sharpe ratios are calculated for 1 year, 2 years, 3 years and 5 years. Top 10 for each intervals are listed below.

1 Year

Rank Ticker Company Name Adjusted Close
1 LSCC Lattice Semiconductor 3.83
2 FLGT Fulgent Genetics Inc 19.73
3 ENPH Enphase Energy 15.82
4 KLAC KLA-Tencor Corporation 18.44
5 TFSL TFS Financial 174.21
6 GAIN Gladstone Investment 19.7
7 ZNGA Zynga Inc 0.7437
8 SPAR Spartan Motors 13.58
9 TTEC Teletech Holdings 6.28
10 PDFS PDF Solutions 17.62

2 Years

Rank Ticker Company Name Adjusted Close
1 TNDM Neutral Tandem 57.36
2 ENPH Enphase Energy 18.44
3 LULU Lululemon Athletica 204.13
4 FRPT Freshpet 55.34
5 MRTX Mirati Therapeutics 104.78
6 MLNX Mellanox Technologies 115.06
7 DXCM DexCom 198.08
8 NICE Nice-Systems 158.54
9 RETA Reata Pharmaceuticals Inc 211.6
10 LPSN Liveperson 35.065

3 Years

Rank Ticker Company Name Adjusted Close
1 NRC National Rural Util 6.1 % 11.77
2 FRPT Freshpet 66.9
3 EHTH eHealth 59.3
4 NOVT Novanta Inc 55.34
5 KNSL Kinsale Capital Group Inc 78.55
6 NICE Nice-Systems 80.14
7 CWST Casella Waste Systems 87.46
8 PODD Insulet 158.54
9 LHCG LHC Group 42.21
10 MSFT Microsoft 169.46

5 Years

Rank Ticker Company Name Adjusted Close
1 CWST Casella Waste Systems 11.77
2 ERI Eldorado Resorts 42.21
3 MKTX Marketaxess Holdings 50.08
4 MASI Masimo 347.15
5 NICE Nice-Systems 142.95
6 GLPG Galapagos NV 158.54
7 NVDA NVIDIA Corporation 188.77
8 FIVN Five9 207.78
9 FISV Fiserv, Inc. 60.66
10 POOL SCP Pool 110.61