84.62%
successful of 13 deals
$
56.26
Last close price
at 14-jun-2019
at 14-jun-2019
BF-B
Model's trade recommendations No return for period yet
0.35% Annual return
BF-B
Model (following trade recommendations)BF-B
Underlying stockS&P 500
Index
Return for period
—
7.92%
1.78%
52wk return
—
5.38%
16.82%
52wk Range
—
45.35—57.58
2000.54—2399.63
Sortino ratio
0.05
Sharpe ratio
0.04
Norm. RMSE
10.76%
Downside risk
6.44%
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.
