0.07%Expected margin
77.50%
successful of 40 deals
$
22.66
Last close price
at 30-aug-2019
at 30-aug-2019
DIV
Model's trade recommendations 2.30% Return for period
3.52% Annual return
DIV
Model (following trade recommendations)DIV
Underlying stockS&P 500
Index
Return for period
2.30%
1.80%
1.78%
52wk return
4.72%
-10.22%
16.82%
52wk Range
—
21.69—25.50
2000.54—2399.63
Sortino ratio
0.64
Sharpe ratio
0.55
Norm. RMSE
0.32%
Downside risk
5.19%
Volatility
0.00%
Deep Learning based analysis and prediction model for Global X Super Dividend (DIV) 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 Aug. 18, 2017.
Market data for DIV model training are being downloaded from the Quandl premium datasets on a daily basis.
Model is being retrained on a regular basis.
