Top 10 Highest Sharpe Ratio from S&P 500 – Jan 3, 2020

Happy New Year!!

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 Jan 3, 2020.

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 $240.32
2 MSCI MSCI $260.75
3 CPRT Copart, Inc. $92.66
4 MA Mastercard Inc. $300.43
5 SPGI S&P Global $276.91
6 RAI Reynolds American Inc. $65.40
7 ZTS Zoetis Inc. $134.16
8 MCO Moodys Corp $241.12
9 V Visa $189.60
10 TSS Total System Services $133.27

5 Years

Rank Ticker Company Name Adjusted Close
1 MSCI MSCI $260.75
2 CPRT Copart, Inc. $92.66
3 RAI Reynolds American Inc. $65.40
4 MKTX Marketaxess Holdings $380.05
5 BCR Bard (C.R.) Inc. $331.24
6 AMZN Amazon.com, Inc. $1,874.97
7 NVDA NVIDIA Corporation $236.07
8 CTAS Cintas Corporation $269.57
9 TSS Total System Services $133.27
10 RSG Republic Services Inc $90.21

 

Top 10 Highest Sharpe Ratio from Russell 2000 – Dec 26, 2019

Below are the list of stocks from the Russell 2000 that have the highest sharpe ratios as of the stocks adjusted closing prices on Dec 26, 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 ARWR Arrowhead Research Corp. $64.93
2 PAYS Paysign Inc $9.99
3 ABR Arbor $14.55
4 FRPT Freshpet $59.04
5 NRC National Rural Util 6.1 % $66.64
6 APPS Digital Turbine $7.40
7 NVCR Novocure Ltd Ord Sh $87.56
8 ENPH Enphase Energy $26.76
9 APPF AppFolio $111.09
10 EHTH eHealth $94.44

5 Years

Rank Ticker Company Name Adjusted Close
1 CWST Casella Waste Systems $45.84
2 ERI Eldorado Resorts $59.16
3 INS Intelligent Systems Corp $40.85
4 FIVN Five9 $66.58
5 CHDN Churchill Downs $136.18
6 ABR Arbor $14.55
7 FSBW FS Bancorp Inc $62.98
8 EXPI Exp Realty Internati $11.91
9 MMAC Mma Capital Mngt $31.87
10 EXPO Exponent, Inc. $69.50

 

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

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

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

 

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

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

 

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