Tyco International, Ltd. company logo

# 1st Gen Model Tyco International, Ltd.

73.08% successful of 26 deals
$45.59 Last close price
at 02-sep-2016

TYC

Model's trade recommendations 1.35% Return for period

13.55% Annual return

TYC

Model (following trade recommendations)

TYC

Underlying stock

S&P 500

Index
Return for period 1.35%
0.93%
1.78%
52wk return 13.73%
30.37%
16.82%
52wk Range
29.61—45.76
2000.54—2399.63
Sortino ratio 2.22
Sharpe ratio 1.50
Norm. RMSE 0.16%
Downside risk 5.74%
Volatility 8.51%

Deep Learning based analysis and prediction model for Tyco International, Ltd. (TYC) 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 TYC model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.