Affiliated Managers Group, Inc. company logo

# RNN 1st Gen Model Affiliated Managers Group, Inc. Investment advice

Prediction models:
Subscribe >> Deal exit on
Feb. 22, 2018
Deal entry on
Feb. 22, 2018
0.42%Expected margin
66.18% successful of 68 deals
$ 186.83 Last close price
at 22-feb-2018

AMG

Model's trade recommendations -6.66% Return for period

-1.06% Annual return

$10.41B Market Cap

β 1.57  

AMG

Model (following trade recommendations)

AMG

Underlying stock

S&P 500

Index
Return for period -6.66%
-10.60%
1.78%
52wk return 3.27%
11.57%
16.82%
52wk Range
149.51—215.76
2000.54—2399.63
Sortino ratio -0.00
Sharpe ratio -0.00
Norm. RMSE 0.79%
Downside risk 13.76%
Volatility 15.94%
  • 0.80 (0.43%) Div (Yield)
  • STRONG BUY Analysts consensus recommendation

Affiliated Managers Group, Inc. is a global asset management company with equity investments in leading boutique investment management firms. AMG's strategy is to generate shareholder value through the growth of existing Affiliates, as well as through investments in new Affiliates and additional investments in existing Affiliates. In addition, AMG provides centralized assistance to its Affiliates in strategic matters, marketing, distribution, product development and operations. AMG's Affiliates offer over many investment products across a broad array of active, alpha-oriented strategies, to institutional and retail clients around the world. AMG offers investors a unique opportunity to participate in the growth of a diverse group of high quality boutique investment management firms. Through its Affiliates, AMG offers investment products across a wide range of investment styles and asset classes to mutual fund, institutional and high net worth investors.

Industry sector: Finance

Sector classification: Investment advice

Deep Learning based analysis and prediction model for Affiliated Managers Group, Inc. (AMG) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since Oct. 2, 2015.

Market data for AMG model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 55M
P/E 12.80
Shares Outstanding 56M
% Held by Insiders 1.40%
% Held by Institutions 95.07%
EPS (last reported FY) $14.60
EPS (last reported Q) $4.68
EPS, estimated (last reported Q) $4.55
Total revenues $2 B
Net income $1 B