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# 1st Gen Model Moody's Corporation Consumer credit reporting agencies, mercantile reporting agencies,

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Aug. 22, 2017
74.63% successful of 67 deals
$130.81 Last close price
at 21-aug-2017

MCO

Model's trade recommendations 0.62% Return for period

7.05% Annual return

$24.92B Market Cap

β 1.29  

MCO

Model (following trade recommendations)

MCO

Underlying stock

S&P 500

Index
Return for period 0.62%
-1.46%
1.78%
52wk return 14.55%
25.18%
16.82%
52wk Range
94.27—133.57
2000.54—2399.63
Sortino ratio 0.79
Sharpe ratio 0.61
Norm. RMSE 0.50%
Downside risk 9.08%
Volatility 11.82%
  • 1.52 (1.16%) Div (Yield)
  • BUY Analysts consensus recommendation

Moody's Corporation is the parent company of Moody's Investors Service, a leading provider of credit ratings, research and analysis covering debt instruments and securities in the global capital markets, Moody's KMV, a leading provider of credit risk processing and credit risk management products for banks and investors in credit-sensitive assets serving the world's largest financial institutions, Moody's Economy.com, a provider of economic research and data services, and Moody's Wall Street Analytics, a provider of software tools and analysis for the structured finance industry.

Industry sector: Finance

Sector classification: Consumer credit reporting agencies, mercantile reporting agencies,

Deep Learning based analysis and prediction model for Moody's Corporation (MCO) 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 MCO model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 189M
P/E 23.51
Shares Outstanding 191M
% Held by Insiders 1.17%
% Held by Institutions 88.46%
EPS (last reported FY) $4.81
EPS (last reported Q) $1.51
EPS, estimated (last reported Q) $1.33
Total revenues $4 B
Net income $0 B