12.49%Expected margin
84.62%
successful of 13 deals
$
70.14
Last close price
at 21-feb-2020
at 21-feb-2020
BF-B
Model's trade recommendations No return for period yet
0.27% Annual return
BF-B
Model (following trade recommendations)BF-B
Underlying stockS&P 500
Index
Return for period
—
-2.30%
1.78%
52wk return
—
43.61%
16.82%
52wk Range
—
48.55—71.90
2000.54—2399.63
Sortino ratio
0.03
Sharpe ratio
0.03
Norm. RMSE
10.67%
Downside risk
5.68%
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.
