State Street Corporation company logo

# 1st Gen Model State Street Corporation State commercial banks

Subscribe >> Deal exit on
Dec. 15, 2017
Deal entry on
Dec. 15, 2017
0.52%Expected margin
73.85% successful of 65 deals
$97.97 Last close price
at 14-dec-2017

STT

Model's trade recommendations 1.17% Return for period

13.26% Annual return

$36.78B Market Cap

β 1.35  

STT

Model (following trade recommendations)

STT

Underlying stock

S&P 500

Index
Return for period 1.17%
6.03%
1.78%
52wk return 20.71%
22.32%
16.82%
52wk Range
75.98—99.29
2000.54—2399.63
Sortino ratio 2.50
Sharpe ratio 1.57
Norm. RMSE 0.32%
Downside risk 4.97%
Volatility 7.95%
  • 1.68 (1.69%) Div (Yield)
  • BUY Analysts consensus recommendation

State Street Corporation is the world's leading specialist in providing sophisticated global investors with investment servicing, investment management, investment research and trading services. Customers include mutual funds and other collective investment funds, corporate and public pension funds, corporations, unions and not-for-profit organizations in and outside of the United States.

Industry sector: Finance

Sector classification: State commercial banks

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

Model is being retrained on a daily basis.

Float 368M
P/E 16.34
Shares Outstanding 371M
% Held by Insiders 0.71%
% Held by Institutions 88.10%
EPS (last reported FY) $5.27
EPS (last reported Q) $1.71
EPS, estimated (last reported Q) $1.61
Total revenues $11 B
Net income $2 B