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The Research Report on AAPL

Link to a pdf version, link (pdf, January 01 2017). We present the research report on AAPL. The report contains charts and descriptions of raw data and selected features for AAPL. Keywords: machine learning, investing, stocks, predictive analytics.
Introduction
  • symbol: AAPL
  • name: APPLE
  • exchange: US
  • last price (2017-02-02): 128.52
  • minimal price from last 5 days: 127.78
  • maximal price from last 5 days: 129.39
Prediction
Daily
Stock Price

The predicted stock price for 2017-02-02: 127.89, Fig. 1.

The daily stock prices for AAPL as a predicted function of time.
Fig. 1: The daily stock prices for AAPL as a predicted function of time. Points represent historical daily stock prices.
Monthly
Stock Price

The predicted stock price for 2017-02: 115.91, Fig. 2.

The monthly stock prices for AAPL as a predicted function of time.
Fig. 2: The monthly stock prices for AAPL as a predicted function of time. Points represent historical monthly stock prices.
The Distribution of Volume by Price

We present the predicted distribution of volume by price, a cumulative distribution function in Fig. 3a, a probability density function in Fig. 3b, the 10-quantiles: 1st is 107.22, 2nd is 108.31, 8th is 112.35, 9th is 113.63.

The predicted monthly distribution of daily volume by price for AAPL. The predicted monthly distribution of daily volume by price for AAPL.
Fig. 3: The predicted monthly distribution of daily volume by price for AAPL. (a) The predicted cumulative distribution function, and points representing data. (b) The predicted probability density function.
The Distribution of Price Change

We present the predicted distribution of price change (in percent): a cumulative distribution function in Fig. 4a, a probability density function in Fig. 4b, the 10-quantiles: 8th is 1.90%, 9th is 2.61%.

The predicted monthly distribution of daily price change for AAPL. The predicted monthly distribution of daily price change for AAPL.
Fig. 4: The predicted monthly distribution of daily price change for AAPL. (a) The predicted cumulative distribution function, and points representing data. (b) The predicted probability density function.
Quarterly
Book Value per Share

Predicted book value per share for 2016 3rd quarter: 23713.66, Fig. 5.

Quarterly book value per share for AAPL as a predicted function of time.
Fig. 5: Quarterly book value per share for AAPL as a predicted function of time. Points represent historical quarterly book value per share.
Dividend per Share

Predicted dividend per share for 2016 3rd quarter: 0.57, Fig. 6.

Quarterly dividend per share for AAPL as a predicted function of time.
Fig. 6: Quarterly dividend per share for AAPL as a predicted function of time. Points represent historical quarterly dividend per share.
Earnings

Predicted earnings for 2017 1st quarter: 0.00, Fig. 7.

Quarterly earnings for AAPL as a predicted function of time.
Fig. 7: Quarterly earnings for AAPL as a predicted function of time. Points represent historical quarterly earnings.
Revenue

Predicted revenue for 2017 1st quarter: 0.01, Fig. 8.

quarterly revenue for AAPL as a predicted function of time.
Fig. 8: Quarterly revenue for AAPL as a predicted function of time. Points represent historical quarterly revenue.
Yearly
Stock Price

The predicted stock price for 2018: 120.25, Fig. 9.

The yearly stock prices for AAPL as a predicted function of time.
Fig. 9: The yearly stock prices for AAPL as a predicted function of time. Points represent historical yearly stock prices.
Book Value per Share

Predicted book value per share for 2016: 25076.38, Fig. 10.

Yearly book value per share for AAPL as a predicted function of time.
Fig. 10: Yearly book value per share for AAPL as a predicted function of time. Points represent historical yearly book value per share.
Dividend per Share

Predicted dividend per share for 2017: 0.61, Fig. 11.

Yearly dividend per share for AAPL as a predicted function of time.
Fig. 11: Yearly dividend per share for AAPL as a predicted function of time. Points represent historical yearly dividend per share.
Earnings

Predicted earnings for 2016: 0.00, Fig. 12.

Yearly earnings for AAPL as a predicted function of time.
Fig. 12: Yearly earnings for AAPL as a predicted function of time. Points represent historical yearly earnings.
Revenue

Predicted revenue for 2016: 0.01, Fig. 13.

yearly revenue for AAPL as a predicted function of time.
Fig. 13: Yearly revenue for AAPL as a predicted function of time. Points represent historical yearly revenue.
The Distribution of Volume by Price

We present the predicted distribution of volume by price, a cumulative distribution function in Fig. 14a, a probability density function in Fig. 14b, the 10-quantiles: 1st is 94.12, 2nd is 97.01, 8th is 114.36, 9th is 117.65.

The predicted yearly distribution of daily volume by price for AAPL. The predicted yearly distribution of daily volume by price for AAPL.
Fig. 14: The predicted yearly distribution of daily volume by price for AAPL. (a) The predicted cumulative distribution function, and points representing data. (b) The predicted probability density function.
The Distribution of Price Change

We present the predicted distribution of price change (in percent): a cumulative distribution function in Fig. 15a, a probability density function in Fig. 15b, the 10-quantiles: 8th is 2.07%, 9th is 2.84%.

The predicted yearly distribution of daily price change for AAPL. The predicted yearly distribution of daily price change for AAPL.
Fig. 15: The predicted yearly distribution of daily price change for AAPL. (a) The predicted cumulative distribution function, and points representing data. (b) The predicted probability density function.
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