Northern Trust Corporation company logo

# RNN 1st Gen Model Northern Trust Corporation State commercial banks

Prediction models:
82.93% successful of 41 deals
$ 107.30 Last close price
at 22-jun-2018

NTRS

Model's trade recommendations 4.24% Return for period

8.16% Annual return

$23.59B Market Cap

β 0.95  

NTRS

Model (following trade recommendations)

NTRS

Underlying stock

S&P 500

Index
Return for period 4.24%
0.65%
1.78%
52wk return 14.91%
14.14%
16.82%
52wk Range
86.51—110.70
2000.54—2399.63
Sortino ratio 1.64
Sharpe ratio 1.15
Norm. RMSE 0.44%
Downside risk 4.72%
Volatility 6.71%
  • 1.68 (1.61%) Div (Yield)
  • BUY Analysts consensus recommendation

Northern Trust Corporation is a leading provider of wealth management, asset servicing, asset management and banking to corporations, institutions, affluent families and individuals. Founded in Chicago, Northern Trust has offices in the United States in 19 states and Washington, D.C., and 23 international locations in Canada, Europe, the Middle East and the Asia-Pacific region. Northern Trust has earned distinction as an industry leader for exceptional service, financial expertise, integrity and innovation.

Industry sector: Finance

Sector classification: State commercial banks

Deep Learning based analysis and prediction model for Northern Trust Corporation (NTRS) 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 NTRS model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.

Float 223M
P/E 19.58
Shares Outstanding 226M
% Held by Insiders 1.04%
% Held by Institutions 79.86%
EPS (last reported FY) $4.83
EPS (last reported Q) $1.61
EPS, estimated (last reported Q) $1.42
Total revenues $6 B
Net income $1 B