Keurig Green Mountain, Inc. company logo

# RNN 1st Gen Model Keurig Green Mountain, Inc.

Prediction models:
Subscribe >> Deal exit on
March 3, 2016
Deal entry on
March 3, 2016
1.27%Expected margin
83.33% successful of 6 deals
$ 91.67 Last close price
at 02-mar-2016

GMCR

Model's trade recommendations No return for period yet

-97.73% Annual return

GMCR

Model (following trade recommendations)

GMCR

Underlying stock

S&P 500

Index
Return for period
2.22%
1.78%
52wk return -78.40%
835.41%
16.82%
52wk Range
9.80—127.60
2000.54—2399.63
Sortino ratio -1.31
Sharpe ratio -1.31
Norm. RMSE 0.41%
Downside risk 127.43%
Volatility 100.00%

Deep Learning based analysis and prediction model for Keurig Green Mountain, Inc. (GMCR) 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. 22, 2015.

Market data for GMCR model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.