Capital One Financial Corporation company logo

# 1st Gen Model Capital One Financial Corporation National commercial banks

Subscribe >> Deal exit on
Aug. 23, 2017
Deal entry on
Aug. 23, 2017
2.00%Expected margin
68.75% successful of 32 deals
$81.44 Last close price
at 22-aug-2017

COF

Model's trade recommendations 0.56% Return for period

-2.69% Annual return

$39.38B Market Cap

β 1.20  

COF

Model (following trade recommendations)

COF

Underlying stock

S&P 500

Index
Return for period 0.56%
-4.98%
1.78%
52wk return -4.43%
18.39%
16.82%
52wk Range
68.62—96.11
2000.54—2399.63
Sortino ratio -0.21
Sharpe ratio -0.18
Norm. RMSE 0.42%
Downside risk 10.88%
Volatility 12.46%
  • 1.60 (1.97%) Div (Yield)
  • BUY Analysts consensus recommendation

Capital One Financial is a holding company whose subsidiaries provide a variety of products and services to consumers using its proprietary information-based strategy. The corporation's principal subsidiary, Capital One Bank offers credit card products. Capital One Services, Inc., another subsidiary of the corporation, provides various operating, administrative and other services to the corporation and its subsidiaries.

Industry sector: Finance

Sector classification: National commercial banks

Deep Learning based analysis and prediction model for Capital One Financial Corporation (COF) 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 COF model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 475M
P/E 11.32
Shares Outstanding 484M
% Held by Insiders 1.73%
% Held by Institutions 87.56%
EPS (last reported FY) $6.93
EPS (last reported Q) $1.96
EPS, estimated (last reported Q) $1.90
Total revenues $28 B
Net income $4 B