0.05%Expected margin
74.51%
successful of 51 deals
$
23.52
Last close price
at 24-jan-2020
at 24-jan-2020
DIV
Model's trade recommendations 0.47% Return for period
1.86% Annual return
DIV
Model (following trade recommendations)DIV
Underlying stockS&P 500
Index
Return for period
0.47%
0.00%
1.78%
52wk return
4.37%
0.76%
16.82%
52wk Range
—
21.83—24.35
2000.54—2399.63
Sortino ratio
0.32
Sharpe ratio
0.28
Norm. RMSE
0.16%
Downside risk
5.42%
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.
