Progressive Corporation company logo

# RNN 1st Gen Model Progressive Corporation Fire, marine, & casualty insurance

Prediction models:
Subscribe >> Deal exit on
May 3, 2018
Deal entry on
May 3, 2018
0.68%Expected margin
78.18% successful of 55 deals
$ 70.72 Last close price
at 21-sep-2018

PGR

Model's trade recommendations 2.85% Return for period

9.61% Annual return

$34.34B Market Cap

β 0.66  

PGR

Model (following trade recommendations)

PGR

Underlying stock

S&P 500

Index
Return for period 2.85%
5.68%
1.78%
52wk return 16.58%
47.39%
16.82%
52wk Range
47.71—70.78
2000.54—2399.63
Sortino ratio 2.61
Sharpe ratio 1.49
Norm. RMSE 0.41%
Downside risk 3.46%
Volatility 0.00%
  • 1.12 (1.91%) Div (Yield)
  • BUY Analysts consensus recommendation

The Progressive Corporation, through its subsidiaries, provides personal and commercial property-casualty insurance, and other specialty property-casualty insurance and related services primarily in the United States. Its Personal Lines segment writes insurance for personal autos, and recreational and other vehicles. This segment's products include personal auto insurance; and special lines products, including insurance for motorcycles, ATVs, RVs, mobile homes, watercraft, and snowmobiles. The company's Commercial Lines segment provides primary liability, physical damage, and other auto-related insurance for autos, vans, and pick-up trucks, and dump trucks used by small businesses; tractors, trailers, and straight trucks primarily used by regional general freight and expeditor-type businesses etc. Its Property segment provides residential property insurance for homeowners, other property owners, and renters, as well as offers personal umbrella insurance, and primary and excess flood insurance.

Industry sector: Finance

Sector classification: Fire, marine, & casualty insurance

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

Model is being retrained on a daily basis.

Float 578M
P/E 19.59
Shares Outstanding 582M
% Held by Insiders 0.70%
% Held by Institutions 80.89%
EPS (last reported FY) $2.63
EPS (last reported Q) $1.22
EPS, estimated (last reported Q) $1.18
Total revenues $27 B
Net income $2 B