64.29%
successful of 14 deals
$
66.01
Last close price
at 01-apr-2016
at 01-apr-2016
CAM
Model's trade recommendations 5.23% Return for period
7.39% Annual return
CAM
Model (following trade recommendations)CAM
Underlying stockS&P 500
Index
Return for period
5.23%
-2.67%
1.78%
52wk return
4.22%
42.02%
16.82%
52wk Range
—
42.47—70.68
2000.54—2399.63
Sortino ratio
0.96
Sharpe ratio
0.67
Norm. RMSE
0.34%
Downside risk
7.75%
Volatility
11.07%
Deep Learning based analysis and prediction model for Cameron International Corporation (CAM) 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 CAM model training are being downloaded from the Quandl premium datasets on a daily basis.
Model is being retrained on a daily basis.
