L Brands Inc company logo

# 1st Gen Model L Brands Inc Womens' clothing stores

Subscribe >> Deal exit on
Aug. 16, 2017
Deal entry on
Aug. 16, 2017
7.46%Expected margin
69.14% successful of 81 deals
$39.05 Last close price
at 15-aug-2017

LB

Model's trade recommendations 3.41% Return for period

-0.81% Annual return

$11.63B Market Cap

β 0.62  

LB

Model (following trade recommendations)

LB

Underlying stock

S&P 500

Index
Return for period 3.41%
-12.40%
1.78%
52wk return 13.45%
-47.38%
16.82%
52wk Range
39.05—78.02
2000.54—2399.63
Sortino ratio 0.07
Sharpe ratio 0.06
Norm. RMSE 0.80%
Downside risk 17.86%
Volatility 21.46%
  • 2.40 (5.92%) Div (Yield)
  • BUY Analysts consensus recommendation

L Brands, Inc. operates as a retailer of women's intimate and other apparel, beauty and personal care products and accessories primarily in the United States. Its brand includes Victoria's Secret, Victoria's Secret Pink, Bath & Body Works, La Senza and Henri Bendel. The company sells its product through franchise, license, wholesale partners, websites, catalogue, and other channels. L Brands Inc., formerly known as Limited Brands Inc., is headquartered in Columbus, Ohio.

Industry sector: Retail/Wholesale

Sector classification: Womens' clothing stores

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

Model is being retrained on a daily basis.

Float 240M
P/E 11.65
Shares Outstanding 287M
% Held by Insiders 16.45%
% Held by Institutions 75.20%
EPS (last reported FY) $3.75
EPS (last reported Q) $0.33
EPS, estimated (last reported Q) $0.29
Total revenues $13 B
Net income $1 B