Capital One Financial Corporation company logo

# RNN 2nd Gen Model Capital One Financial Corporation National commercial banks

Prediction models:
Subscribe >> Deal exit on
March 22, 2019
Deal entry on
March 22, 2019
0.17%Expected margin
64.86% successful of 37 deals
$ 80.00 Last close price
at 22-mar-2019

COF

Model's trade recommendations -0.72% Return for period

-0.35% Annual return

$43.37B Market Cap

β 1.32  

COF

Model (following trade recommendations)

COF

Underlying stock

S&P 500

Index
Return for period -0.72%
-1.74%
1.78%
52wk return 14.57%
-13.41%
16.82%
52wk Range
70.78—100.90
2000.54—2399.63
Sortino ratio 0.00
Sharpe ratio 0.00
Norm. RMSE 0.95%
Downside risk 9.80%
Volatility 0.00%
  • 1.60 (1.79%) Div (Yield)
  • BUY Analysts consensus recommendation

Capital One Financial Corporation is a financial holding company whose subsidiaries, which include Capital One, N.A., and Capital One Bank (USA), N.A. Headquartered in McLean, Virginia, Capital One offers a broad spectrum of financial products and services to consumers, small businesses and commercial clients through a variety of channels. Capital One is committed to providing resources to help student-athletes succeed on the field, in the classroom, and in their communities. For several years, Capital One has worked to make supplier diversity an integral part of their corporate values and driving force to help create mutually beneficial relationships with minority-and women-owned businesses. A Fortune 500 company, Capital One trades on the New York Stock Exchange under the symbol `COF` and is included in the S&P 100 index. Capital One is one of the 10 largest banks in the US based on deposits.

Industry sector: Finance

Sector classification: National commercial banks

Deep Learning based analysis and prediction model for Capital One Financial Corporation (COF) 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 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 regular basis.

Float 478M
P/E 10.31
Shares Outstanding 486M
% Held by Insiders 1.73%
% Held by Institutions 89.77%
EPS (last reported FY) $7.79
EPS (last reported Q) $2.65
EPS, estimated (last reported Q) $2.34
Total revenues $30 B
Net income $2 B