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

 

Candlestick patterns weekly picks of stocks (Nov 1, 2019 – Nov 6, 2019)

The following is a list of stock for the week of Nov 1, 2019 – Nov 6, 2019 that matched a candlestick pattern and also had a relative strength index that correlated with the signal.

The bullish matches – Oversold RSI

Ticker Company Name Trading Date ChartType RSI
W Wayfair Inc November 1, 2019 Piercing Line 27.42
TUP Tupperware Brands Corporation November 1, 2019 Harami  23.86
SERV ServiceMaster Global Holdings, Inc. November 1, 2019 Homing Pigeon 14.24
UNT Unit Corporation November 1, 2019 Harami  28.9
RFP Resolute Forest Products November 1, 2019 Homing Pigeon 28.95
ITCB Itau CorpBanca ADR November 1, 2019 Inverted Hammer  24.81
HCAP Harvest Capital Credit Corporation November 5, 2019 Homing Pigeon 20.65

The bearish matches – Overbought RSI

Ticker Company Name Trading Date ChartType RSI
CLSD Clearside Biomedical, Inc. November 1, 2019 Hanging Man 80.89
WMC Western Asset Mortgage November 1, 2019 Hanging Man 70.94
ACHN Achillion Pharmaceuticals November 4, 2019 Belt Hold 72.42
BLDR Builders Firstsource November 4, 2019 Hanging Man 75.7
AKRX Akorn, Inc. November 4, 2019 Belt Hold 70.04
CDTX Cidara Therapeutics November 4, 2019 Shooting Star 73.57
GE General Electric Company November 5, 2019 Hanging Man 78.14
CCXI Chemocentryx November 5, 2019 Hanging Man 74.27
CHW Calamos Global Dynamic Income November 5, 2019 Hanging Man 82.58
HPQ HP Inc. November 6, 2019 Belt Hold 74.27
GAIA Gaia, Inc. November 6, 2019 Belt Hold 72.91
ICBK County Bancorp, Inc. November 6, 2019 Hanging Man 83.23
CRAI CRA Intl November 7, 2019 Hanging Man 84.56

Top 10 Highest Sharpe Ratio from S&P 500 – Nov 1, 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 1, 2019.

The sharpe ratios are calculated for 1 year, 2 years, 3 years and 5 years and ranked for top 10.

1 Year

Rank Ticker Company Name Adjusted Close
1 ETR Entergy Corp. $119.66
2 WU Western Union Co $26.48
3 SO Southern Co. $62.26
4 MAA Mid-America Apartment $139.15
5 KLAC KLA-Tencor Corporation $172.42
6 NEE NextEra Energy $235.71
7 TDG Transdigm $538.28
8 CINF Cincinnati Financial $112.10
9 EQR Equity Residential $88.14
10 WEC Wisconsin Energy Corporation $93.53

2 Years

Rank Ticker Company Name Adjusted Close
1 ZTS Zoetis $125.34
2 COST Costco Wholesale Corporation $296.09
3 EW Edwards Lifesciences $236.74
4 CMG Chipotle Mexican Grill $768.63
5 VRSK Verisk Analytics $145.36
6 NEE NextEra Energy $235.71
7 AZO AutoZone Inc $1156.28
8 TDG Transdigm $538.28
9 TSS Total System Services $133.27
10 DG Dollar General $159.9

3 Years

Rank Ticker Company Name Adjusted Close
1 ZTS Zoetis $125.34
2 NEE NextEra Energy $235.71
3 CTAS Cintas Corporation $268.89
4 MA Mastercard Inc. $279.05
5 TSS Total System Services $133.27
6 AJG Arthur J Gallagher $91.52
7 NRG NRG Energy $40.69
8 PGR Progressive Corp. $69.78
9 MSFT Microsoft $143.72
10 SHW Sherwin-Williams $579.64

5 Years

Rank Ticker Company Adjusted Close
1 CTAS Cintas Corporation $268.89
2 NVDA NVIDIA Corporation $202.59
3 WM Waste Management Inc. $111.23
4 TSS Total System Services $133.27
5 FISV Fiserv, Inc. $106.85
6 MA Mastercard Inc. $279.05
7 NEE NextEra Energy $235.71
8 RSG Republic Services Inc $86.68
9 AMZN Amazon.com, Inc. $1791.44
10 GPN Global Payments $172.35

Candlestick patterns weekly picks of stocks (Oct 25, 2019 – Oct 31, 2019)

The following is a list of stock for the week of Oct 25, 2019 – Oct 31, 2019 that matched a candlestick pattern and also had a relative strength index that correlated with the signal.

The bullish matches – Oversold RSI

Ticker Company Name Match Date Candlestick Pattern RSI
ANGI Angies List October 31, 2019 Hammer  27.98
APWC Asia Pacific Wire & Cable October 25, 2019 Doji Star 14.92
ATRA Atara Biotherapeutics October 28, 2019 Homing Pigeon 29.83
CVET Covetrus, Inc. October 25, 2019 Homing Pigeon 16.02
MIND Mitcham Industries October 25, 2019 Homing Pigeon 24.47
MIND Mitcham Industries October 28, 2019 Inverted Hammer  24.47
MYOV Myovant Sciences October 29, 2019 Harami  21.87
NVTR Nuvectra Corporation October 29, 2019 Harami  27.26
TEDU Tarena International October 30, 2019 Piercing Line 22
WTRH Waitr Holdings Inc October 30, 2019 Homing Pigeon 17.3
XYF X Financial A October 25, 2019 Inverted Hammer  26.12

 

The bearish matches – Overbought RSI

Ticker Company Name Trading Date Candlestick Pattern RSI
AMKR Amkor Tech October 31, 2019 Three Inside Down 73.14
CCS Century Communities October 29, 2019 Three Outside Down 74.22
DXYN Dixie Group October 25, 2019 Hanging Man 74.76
FR First Industrial RT October 25, 2019 Hanging Man 76.46
ORA Ormat October 25, 2019 Three Outside Down 76.36
PLAB Photronics October 31, 2019 Three Outside Down 71.7
PHM Pulte Homes Inc. October 28, 2019 Three Inside Down 80.86
WGO Winnebago Industries October 29, 2019 Belt Hold 72.66
WGO Winnebago Industries October 29, 2019 Breakaway 72.66