Keurig Green Mountain, Inc. company logo

# 1st Gen Model Keurig Green Mountain, Inc.

  • $91.67Last close price
    at 02-mar-2016
  • Subscribe >> Deal exit on
    March 3, 2016
    Deal entry on
    March 3, 2016
  • 1.27%Expected margin
  • 58.82% successful of 17 deals

GMCR

Model's trade recommendations -0.79% Return for period

-91.05% Annual return

GMCR

Model (following trade recommendations)

GMCR

Underlying stock

S&P 500

Index
Return for period -0.79%
2.22%
1.78%
52wk return -66.12%
835.41%
16.82%
52wk Range
9.80—127.60
2000.54—2399.63
Sortino ratio -1.37
Sharpe ratio -1.36
Norm. RMSE 0.41%
Downside risk 101.81%
Volatility 102.54%

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.