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# 1st Gen Model JP Morgan Chase National commercial banks

Subscribe >> Deal exit on
July 21, 2017
Deal entry on
July 21, 2017
0.62%Expected margin
74.00% successful of 50 deals
$90.89 Last close price
at 21-jul-2017

JPM

Model's trade recommendations 0.98% Return for period

6.87% Annual return

$324.02B Market Cap

β 1.19  

JPM

Model (following trade recommendations)

JPM

Underlying stock

S&P 500

Index
Return for period 0.98%
4.64%
1.78%
52wk return 11.10%
41.93%
16.82%
52wk Range
63.65—93.85
2000.54—2399.63
Sortino ratio 1.45
Sharpe ratio 0.98
Norm. RMSE 0.49%
Downside risk 4.52%
Volatility 6.66%
  • 2.00 (2.19%) Div (Yield)
  • BUY Analysts consensus recommendation

JPMorgan Chase & Co. is a financial services firm. The Company is engaged in investment banking, financial services for consumers and small businesses, commercial banking, financial transaction processing, asset management and private equity. It offers various investment banking products and services, including advising on corporate strategy and structure, capital-raising in equity and debt markets, risk management, market-making in cash securities and derivative instruments, prime brokerage. It also offers consumer and business, and mortgage banking products and services that include checking and savings accounts, mortgages, home equity and business loans, and investments. JPMorgan Chase & Co. is headquartered in New York.

Industry sector: Finance

Sector classification: National commercial banks

Deep Learning based analysis and prediction model for JP Morgan Chase (JPM) 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 Sept. 10, 2014.

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

Model is being retrained on a daily basis.

Float 3523M
P/E 13.49
Shares Outstanding 3553M
% Held by Insiders 0.85%
% Held by Institutions 74.25%
EPS (last reported FY) $6.19
EPS (last reported Q) $1.82
EPS, estimated (last reported Q) $1.57
Total revenues $105 B
Net income $25 B