2.97%Expected margin
84.62%
successful of 13 deals
$
62.98
Last close price
at 11-oct-2019
at 11-oct-2019
BF-B
Model's trade recommendations No return for period yet
0.31% Annual return
BF-B
Model (following trade recommendations)BF-B
Underlying stockS&P 500
Index
Return for period
—
-1.87%
1.78%
52wk return
—
35.18%
16.82%
52wk Range
—
45.35—65.20
2000.54—2399.63
Sortino ratio
0.04
Sharpe ratio
0.03
Norm. RMSE
3.73%
Downside risk
6.04%
Volatility
0.00%
Deep Learning based analysis and prediction model for Brown Forman Corporation (BF-B) stock is a 2nd Generation Non-linear Autoregressive (NAR) model based on the LSTM/GRU Recurrent Neural Network architecture.
Model is in the production pipeline since Jan. 25, 2017.
Market data for BF-B model training are being downloaded from the Quandl premium datasets on a daily basis.
Model is being retrained on a regular basis.
