Increase profitability by achieving the largest return per unit of risk.
The Sharpe Ratio has become one the most widely used investment ratios for measuring risk or return. Composed of only three components, the formula establishes a relationship with any Risk-Free investment for comparing the returns. Higher ratio's result in a higher excess return and greater profitability.
The Sharpe Ratio and Excess Return is automatically calculated over a 6-month period using historical data with the following modes:
A trading statement is produced for each Buy-Sell Signal specifying the number of shares, purchase price limit, sell price limit and stop price limit.
Additional data for the 6-month period is:
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