Joy Global Inc. company logo

# 1st Gen Model Joy Global Inc.

  • $28.30Last close price
    at 05-apr-2017
  • Subscribe >> Deal exit on
    April 6, 2017
    Deal entry on
    April 6, 2017
  • 0.08%Expected margin
  • 73.02% successful of 63 deals

JOY

Model's trade recommendations 0.36% Return for period

-33.92% Annual return

JOY

Model (following trade recommendations)

JOY

Underlying stock

S&P 500

Index
Return for period 0.36%
0.43%
1.78%
52wk return -5.97%
89.68%
16.82%
52wk Range
14.12—28.30
2000.54—2399.63
Sortino ratio -1.19
Sharpe ratio -1.14
Norm. RMSE 0.08%
Downside risk 30.40%
Volatility 31.56%

Deep Learning based analysis and prediction model for Joy Global Inc. (JOY) 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 JOY model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.