84.62%
successful of 13 deals
$
50.28
Last close price
at 21-sep-2018
at 21-sep-2018
BF-B
Model's trade recommendations No return for period yet
0.50% Annual return
BF-B
Model (following trade recommendations)BF-B
Underlying stockS&P 500
Index
Return for period
—
-5.84%
1.78%
52wk return
10.30%
-7.28%
16.82%
52wk Range
—
48.30—69.87
2000.54—2399.63
Sortino ratio
0.08
Sharpe ratio
0.07
Norm. RMSE
10.92%
Downside risk
7.69%
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.
